CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0853 |
1.0816 |
-0.0037 |
-0.3% |
1.0754 |
High |
1.0853 |
1.0816 |
-0.0037 |
-0.3% |
1.0891 |
Low |
1.0853 |
1.0816 |
-0.0037 |
-0.3% |
1.0754 |
Close |
1.0853 |
1.0816 |
-0.0037 |
-0.3% |
1.0816 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0040 |
0.0000 |
-0.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0816 |
1.0816 |
1.0816 |
|
R3 |
1.0816 |
1.0816 |
1.0816 |
|
R2 |
1.0816 |
1.0816 |
1.0816 |
|
R1 |
1.0816 |
1.0816 |
1.0816 |
1.0816 |
PP |
1.0816 |
1.0816 |
1.0816 |
1.0816 |
S1 |
1.0816 |
1.0816 |
1.0816 |
1.0816 |
S2 |
1.0816 |
1.0816 |
1.0816 |
|
S3 |
1.0816 |
1.0816 |
1.0816 |
|
S4 |
1.0816 |
1.0816 |
1.0816 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1231 |
1.1161 |
1.0891 |
|
R3 |
1.1094 |
1.1024 |
1.0854 |
|
R2 |
1.0957 |
1.0957 |
1.0841 |
|
R1 |
1.0887 |
1.0887 |
1.0829 |
1.0922 |
PP |
1.0820 |
1.0820 |
1.0820 |
1.0838 |
S1 |
1.0750 |
1.0750 |
1.0803 |
1.0785 |
S2 |
1.0683 |
1.0683 |
1.0791 |
|
S3 |
1.0546 |
1.0613 |
1.0778 |
|
S4 |
1.0409 |
1.0476 |
1.0741 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0816 |
2.618 |
1.0816 |
1.618 |
1.0816 |
1.000 |
1.0816 |
0.618 |
1.0816 |
HIGH |
1.0816 |
0.618 |
1.0816 |
0.500 |
1.0816 |
0.382 |
1.0816 |
LOW |
1.0816 |
0.618 |
1.0816 |
1.000 |
1.0816 |
1.618 |
1.0816 |
2.618 |
1.0816 |
4.250 |
1.0816 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0816 |
1.0854 |
PP |
1.0816 |
1.0841 |
S1 |
1.0816 |
1.0829 |
|