CME Swiss Franc Future September 2013
Trading Metrics calculated at close of trading on 13-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0611 |
1.0617 |
0.0006 |
0.1% |
1.0661 |
High |
1.0611 |
1.0617 |
0.0006 |
0.1% |
1.0665 |
Low |
1.0611 |
1.0617 |
0.0006 |
0.1% |
1.0602 |
Close |
1.0611 |
1.0617 |
0.0006 |
0.1% |
1.0602 |
Range |
|
|
|
|
|
ATR |
0.0000 |
0.0024 |
0.0024 |
|
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0617 |
1.0617 |
1.0617 |
|
R3 |
1.0617 |
1.0617 |
1.0617 |
|
R2 |
1.0617 |
1.0617 |
1.0617 |
|
R1 |
1.0617 |
1.0617 |
1.0617 |
1.0617 |
PP |
1.0617 |
1.0617 |
1.0617 |
1.0617 |
S1 |
1.0617 |
1.0617 |
1.0617 |
1.0617 |
S2 |
1.0617 |
1.0617 |
1.0617 |
|
S3 |
1.0617 |
1.0617 |
1.0617 |
|
S4 |
1.0617 |
1.0617 |
1.0617 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0812 |
1.0770 |
1.0637 |
|
R3 |
1.0749 |
1.0707 |
1.0619 |
|
R2 |
1.0686 |
1.0686 |
1.0614 |
|
R1 |
1.0644 |
1.0644 |
1.0608 |
1.0634 |
PP |
1.0623 |
1.0623 |
1.0623 |
1.0618 |
S1 |
1.0581 |
1.0581 |
1.0596 |
1.0571 |
S2 |
1.0560 |
1.0560 |
1.0590 |
|
S3 |
1.0497 |
1.0518 |
1.0585 |
|
S4 |
1.0434 |
1.0455 |
1.0567 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0617 |
2.618 |
1.0617 |
1.618 |
1.0617 |
1.000 |
1.0617 |
0.618 |
1.0617 |
HIGH |
1.0617 |
0.618 |
1.0617 |
0.500 |
1.0617 |
0.382 |
1.0617 |
LOW |
1.0617 |
0.618 |
1.0617 |
1.000 |
1.0617 |
1.618 |
1.0617 |
2.618 |
1.0617 |
4.250 |
1.0617 |
|
|
Fisher Pivots for day following 13-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0617 |
1.0615 |
PP |
1.0617 |
1.0612 |
S1 |
1.0617 |
1.0610 |
|