CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0713 |
1.0667 |
-0.0046 |
-0.4% |
1.0807 |
| High |
1.0713 |
1.0671 |
-0.0042 |
-0.4% |
1.0813 |
| Low |
1.0713 |
1.0667 |
-0.0046 |
-0.4% |
1.0724 |
| Close |
1.0713 |
1.0671 |
-0.0042 |
-0.4% |
1.0757 |
| Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0089 |
| ATR |
0.0040 |
0.0041 |
0.0000 |
1.0% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
22 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0680 |
1.0673 |
|
| R3 |
1.0678 |
1.0676 |
1.0672 |
|
| R2 |
1.0674 |
1.0674 |
1.0672 |
|
| R1 |
1.0672 |
1.0672 |
1.0671 |
1.0673 |
| PP |
1.0670 |
1.0670 |
1.0670 |
1.0670 |
| S1 |
1.0668 |
1.0668 |
1.0671 |
1.0669 |
| S2 |
1.0666 |
1.0666 |
1.0670 |
|
| S3 |
1.0662 |
1.0664 |
1.0670 |
|
| S4 |
1.0658 |
1.0660 |
1.0669 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.0983 |
1.0806 |
|
| R3 |
1.0943 |
1.0894 |
1.0781 |
|
| R2 |
1.0854 |
1.0854 |
1.0773 |
|
| R1 |
1.0805 |
1.0805 |
1.0765 |
1.0785 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0755 |
| S1 |
1.0716 |
1.0716 |
1.0749 |
1.0696 |
| S2 |
1.0676 |
1.0676 |
1.0741 |
|
| S3 |
1.0587 |
1.0627 |
1.0733 |
|
| S4 |
1.0498 |
1.0538 |
1.0708 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0688 |
|
2.618 |
1.0681 |
|
1.618 |
1.0677 |
|
1.000 |
1.0675 |
|
0.618 |
1.0673 |
|
HIGH |
1.0671 |
|
0.618 |
1.0669 |
|
0.500 |
1.0669 |
|
0.382 |
1.0669 |
|
LOW |
1.0667 |
|
0.618 |
1.0665 |
|
1.000 |
1.0663 |
|
1.618 |
1.0661 |
|
2.618 |
1.0657 |
|
4.250 |
1.0650 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0670 |
1.0693 |
| PP |
1.0670 |
1.0686 |
| S1 |
1.0669 |
1.0678 |
|