CME Swiss Franc Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0797 |
1.0825 |
0.0028 |
0.3% |
1.0736 |
| High |
1.0797 |
1.0825 |
0.0028 |
0.3% |
1.0874 |
| Low |
1.0797 |
1.0805 |
0.0008 |
0.1% |
1.0736 |
| Close |
1.0797 |
1.0805 |
0.0008 |
0.1% |
1.0797 |
| Range |
0.0000 |
0.0020 |
0.0020 |
|
0.0138 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0858 |
1.0816 |
|
| R3 |
1.0852 |
1.0838 |
1.0811 |
|
| R2 |
1.0832 |
1.0832 |
1.0809 |
|
| R1 |
1.0818 |
1.0818 |
1.0807 |
1.0815 |
| PP |
1.0812 |
1.0812 |
1.0812 |
1.0810 |
| S1 |
1.0798 |
1.0798 |
1.0803 |
1.0795 |
| S2 |
1.0792 |
1.0792 |
1.0801 |
|
| S3 |
1.0772 |
1.0778 |
1.0800 |
|
| S4 |
1.0752 |
1.0758 |
1.0794 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1216 |
1.1145 |
1.0873 |
|
| R3 |
1.1078 |
1.1007 |
1.0835 |
|
| R2 |
1.0940 |
1.0940 |
1.0822 |
|
| R1 |
1.0869 |
1.0869 |
1.0810 |
1.0905 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0820 |
| S1 |
1.0731 |
1.0731 |
1.0784 |
1.0767 |
| S2 |
1.0664 |
1.0664 |
1.0772 |
|
| S3 |
1.0526 |
1.0593 |
1.0759 |
|
| S4 |
1.0388 |
1.0455 |
1.0721 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0910 |
|
2.618 |
1.0877 |
|
1.618 |
1.0857 |
|
1.000 |
1.0845 |
|
0.618 |
1.0837 |
|
HIGH |
1.0825 |
|
0.618 |
1.0817 |
|
0.500 |
1.0815 |
|
0.382 |
1.0813 |
|
LOW |
1.0805 |
|
0.618 |
1.0793 |
|
1.000 |
1.0785 |
|
1.618 |
1.0773 |
|
2.618 |
1.0753 |
|
4.250 |
1.0720 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0815 |
1.0816 |
| PP |
1.0812 |
1.0812 |
| S1 |
1.0808 |
1.0809 |
|