CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0300 |
-0.0027 |
-0.3% |
1.0252 |
| High |
1.0341 |
1.0318 |
-0.0023 |
-0.2% |
1.0324 |
| Low |
1.0269 |
1.0221 |
-0.0048 |
-0.5% |
1.0112 |
| Close |
1.0292 |
1.0244 |
-0.0048 |
-0.5% |
1.0309 |
| Range |
0.0072 |
0.0097 |
0.0025 |
34.7% |
0.0212 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
29,591 |
27,928 |
-1,663 |
-5.6% |
233,884 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0495 |
1.0297 |
|
| R3 |
1.0455 |
1.0398 |
1.0271 |
|
| R2 |
1.0358 |
1.0358 |
1.0262 |
|
| R1 |
1.0301 |
1.0301 |
1.0253 |
1.0281 |
| PP |
1.0261 |
1.0261 |
1.0261 |
1.0251 |
| S1 |
1.0204 |
1.0204 |
1.0235 |
1.0184 |
| S2 |
1.0164 |
1.0164 |
1.0226 |
|
| S3 |
1.0067 |
1.0107 |
1.0217 |
|
| S4 |
0.9970 |
1.0010 |
1.0191 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0809 |
1.0426 |
|
| R3 |
1.0672 |
1.0597 |
1.0367 |
|
| R2 |
1.0460 |
1.0460 |
1.0348 |
|
| R1 |
1.0385 |
1.0385 |
1.0328 |
1.0423 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0267 |
| S1 |
1.0173 |
1.0173 |
1.0290 |
1.0211 |
| S2 |
1.0036 |
1.0036 |
1.0270 |
|
| S3 |
0.9824 |
0.9961 |
1.0251 |
|
| S4 |
0.9612 |
0.9749 |
1.0192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0366 |
1.0139 |
0.0227 |
2.2% |
0.0102 |
1.0% |
46% |
False |
False |
36,574 |
| 10 |
1.0366 |
1.0112 |
0.0254 |
2.5% |
0.0107 |
1.0% |
52% |
False |
False |
42,235 |
| 20 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0102 |
1.0% |
63% |
False |
False |
43,050 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0108 |
1.1% |
24% |
False |
False |
39,415 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0099 |
1.0% |
24% |
False |
False |
27,444 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
10.0% |
0.0080 |
0.8% |
20% |
False |
False |
20,586 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0068 |
0.7% |
19% |
False |
False |
16,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0730 |
|
2.618 |
1.0572 |
|
1.618 |
1.0475 |
|
1.000 |
1.0415 |
|
0.618 |
1.0378 |
|
HIGH |
1.0318 |
|
0.618 |
1.0281 |
|
0.500 |
1.0270 |
|
0.382 |
1.0258 |
|
LOW |
1.0221 |
|
0.618 |
1.0161 |
|
1.000 |
1.0124 |
|
1.618 |
1.0064 |
|
2.618 |
0.9967 |
|
4.250 |
0.9809 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0292 |
| PP |
1.0261 |
1.0276 |
| S1 |
1.0253 |
1.0260 |
|