CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0682 |
1.0647 |
-0.0035 |
-0.3% |
1.0647 |
| High |
1.0682 |
1.0684 |
0.0002 |
0.0% |
1.0791 |
| Low |
1.0654 |
1.0647 |
-0.0007 |
-0.1% |
1.0647 |
| Close |
1.0665 |
1.0684 |
0.0019 |
0.2% |
1.0789 |
| Range |
0.0028 |
0.0037 |
0.0009 |
32.1% |
0.0144 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
9 |
19 |
10 |
111.1% |
39 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0770 |
1.0704 |
|
| R3 |
1.0746 |
1.0733 |
1.0694 |
|
| R2 |
1.0709 |
1.0709 |
1.0691 |
|
| R1 |
1.0696 |
1.0696 |
1.0687 |
1.0703 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0675 |
| S1 |
1.0659 |
1.0659 |
1.0681 |
1.0666 |
| S2 |
1.0635 |
1.0635 |
1.0677 |
|
| S3 |
1.0598 |
1.0622 |
1.0674 |
|
| S4 |
1.0561 |
1.0585 |
1.0664 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1174 |
1.1126 |
1.0868 |
|
| R3 |
1.1030 |
1.0982 |
1.0829 |
|
| R2 |
1.0886 |
1.0886 |
1.0815 |
|
| R1 |
1.0838 |
1.0838 |
1.0802 |
1.0862 |
| PP |
1.0742 |
1.0742 |
1.0742 |
1.0755 |
| S1 |
1.0694 |
1.0694 |
1.0776 |
1.0718 |
| S2 |
1.0598 |
1.0598 |
1.0763 |
|
| S3 |
1.0454 |
1.0550 |
1.0749 |
|
| S4 |
1.0310 |
1.0406 |
1.0710 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0841 |
|
2.618 |
1.0781 |
|
1.618 |
1.0744 |
|
1.000 |
1.0721 |
|
0.618 |
1.0707 |
|
HIGH |
1.0684 |
|
0.618 |
1.0670 |
|
0.500 |
1.0666 |
|
0.382 |
1.0661 |
|
LOW |
1.0647 |
|
0.618 |
1.0624 |
|
1.000 |
1.0610 |
|
1.618 |
1.0587 |
|
2.618 |
1.0550 |
|
4.250 |
1.0490 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0678 |
1.0698 |
| PP |
1.0672 |
1.0693 |
| S1 |
1.0666 |
1.0689 |
|