CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0681 |
1.0747 |
0.0066 |
0.6% |
1.0686 |
| High |
1.0681 |
1.0777 |
0.0096 |
0.9% |
1.0719 |
| Low |
1.0677 |
1.0747 |
0.0070 |
0.7% |
1.0664 |
| Close |
1.0679 |
1.0777 |
0.0098 |
0.9% |
1.0667 |
| Range |
0.0004 |
0.0030 |
0.0026 |
650.0% |
0.0055 |
| ATR |
0.0040 |
0.0045 |
0.0004 |
10.2% |
0.0000 |
| Volume |
11 |
4 |
-7 |
-63.6% |
16 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0847 |
1.0794 |
|
| R3 |
1.0827 |
1.0817 |
1.0785 |
|
| R2 |
1.0797 |
1.0797 |
1.0783 |
|
| R1 |
1.0787 |
1.0787 |
1.0780 |
1.0792 |
| PP |
1.0767 |
1.0767 |
1.0767 |
1.0770 |
| S1 |
1.0757 |
1.0757 |
1.0774 |
1.0762 |
| S2 |
1.0737 |
1.0737 |
1.0772 |
|
| S3 |
1.0707 |
1.0727 |
1.0769 |
|
| S4 |
1.0677 |
1.0697 |
1.0761 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0848 |
1.0813 |
1.0697 |
|
| R3 |
1.0793 |
1.0758 |
1.0682 |
|
| R2 |
1.0738 |
1.0738 |
1.0677 |
|
| R1 |
1.0703 |
1.0703 |
1.0672 |
1.0693 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0679 |
| S1 |
1.0648 |
1.0648 |
1.0662 |
1.0638 |
| S2 |
1.0628 |
1.0628 |
1.0657 |
|
| S3 |
1.0573 |
1.0593 |
1.0652 |
|
| S4 |
1.0518 |
1.0538 |
1.0637 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0905 |
|
2.618 |
1.0856 |
|
1.618 |
1.0826 |
|
1.000 |
1.0807 |
|
0.618 |
1.0796 |
|
HIGH |
1.0777 |
|
0.618 |
1.0766 |
|
0.500 |
1.0762 |
|
0.382 |
1.0758 |
|
LOW |
1.0747 |
|
0.618 |
1.0728 |
|
1.000 |
1.0717 |
|
1.618 |
1.0698 |
|
2.618 |
1.0668 |
|
4.250 |
1.0620 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0772 |
1.0760 |
| PP |
1.0767 |
1.0744 |
| S1 |
1.0762 |
1.0727 |
|