CME Swiss Franc Future June 2013
Trading Metrics calculated at close of trading on 28-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0783 |
1.0784 |
0.0001 |
0.0% |
1.0678 |
High |
1.0783 |
1.0784 |
0.0001 |
0.0% |
1.0841 |
Low |
1.0783 |
1.0784 |
0.0001 |
0.0% |
1.0671 |
Close |
1.0783 |
1.0784 |
0.0001 |
0.0% |
1.0822 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0033 |
-0.0002 |
-6.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
4 |
|
Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0784 |
1.0784 |
1.0784 |
|
R3 |
1.0784 |
1.0784 |
1.0784 |
|
R2 |
1.0784 |
1.0784 |
1.0784 |
|
R1 |
1.0784 |
1.0784 |
1.0784 |
1.0784 |
PP |
1.0784 |
1.0784 |
1.0784 |
1.0784 |
S1 |
1.0784 |
1.0784 |
1.0784 |
1.0784 |
S2 |
1.0784 |
1.0784 |
1.0784 |
|
S3 |
1.0784 |
1.0784 |
1.0784 |
|
S4 |
1.0784 |
1.0784 |
1.0784 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1288 |
1.1225 |
1.0916 |
|
R3 |
1.1118 |
1.1055 |
1.0869 |
|
R2 |
1.0948 |
1.0948 |
1.0853 |
|
R1 |
1.0885 |
1.0885 |
1.0838 |
1.0917 |
PP |
1.0778 |
1.0778 |
1.0778 |
1.0794 |
S1 |
1.0715 |
1.0715 |
1.0806 |
1.0747 |
S2 |
1.0608 |
1.0608 |
1.0791 |
|
S3 |
1.0438 |
1.0545 |
1.0775 |
|
S4 |
1.0268 |
1.0375 |
1.0729 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0784 |
2.618 |
1.0784 |
1.618 |
1.0784 |
1.000 |
1.0784 |
0.618 |
1.0784 |
HIGH |
1.0784 |
0.618 |
1.0784 |
0.500 |
1.0784 |
0.382 |
1.0784 |
LOW |
1.0784 |
0.618 |
1.0784 |
1.000 |
1.0784 |
1.618 |
1.0784 |
2.618 |
1.0784 |
4.250 |
1.0784 |
|
|
Fisher Pivots for day following 28-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0784 |
1.0795 |
PP |
1.0784 |
1.0791 |
S1 |
1.0784 |
1.0788 |
|