CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0238 |
-0.0013 |
-0.1% |
1.0324 |
| High |
1.0264 |
1.0309 |
0.0045 |
0.4% |
1.0366 |
| Low |
1.0201 |
1.0216 |
0.0015 |
0.1% |
1.0201 |
| Close |
1.0245 |
1.0274 |
0.0029 |
0.3% |
1.0245 |
| Range |
0.0063 |
0.0093 |
0.0030 |
47.6% |
0.0165 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
28,264 |
29,149 |
885 |
3.1% |
160,979 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0503 |
1.0325 |
|
| R3 |
1.0452 |
1.0410 |
1.0300 |
|
| R2 |
1.0359 |
1.0359 |
1.0291 |
|
| R1 |
1.0317 |
1.0317 |
1.0283 |
1.0338 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0277 |
| S1 |
1.0224 |
1.0224 |
1.0265 |
1.0245 |
| S2 |
1.0173 |
1.0173 |
1.0257 |
|
| S3 |
1.0080 |
1.0131 |
1.0248 |
|
| S4 |
0.9987 |
1.0038 |
1.0223 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0766 |
1.0670 |
1.0336 |
|
| R3 |
1.0601 |
1.0505 |
1.0290 |
|
| R2 |
1.0436 |
1.0436 |
1.0275 |
|
| R1 |
1.0340 |
1.0340 |
1.0260 |
1.0306 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0253 |
| S1 |
1.0175 |
1.0175 |
1.0230 |
1.0141 |
| S2 |
1.0106 |
1.0106 |
1.0215 |
|
| S3 |
0.9941 |
1.0010 |
1.0200 |
|
| S4 |
0.9776 |
0.9845 |
1.0154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0362 |
1.0201 |
0.0161 |
1.6% |
0.0075 |
0.7% |
45% |
False |
False |
30,072 |
| 10 |
1.0366 |
1.0112 |
0.0254 |
2.5% |
0.0103 |
1.0% |
64% |
False |
False |
39,510 |
| 20 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0101 |
1.0% |
72% |
False |
False |
42,338 |
| 40 |
1.0638 |
1.0040 |
0.0598 |
5.8% |
0.0100 |
1.0% |
39% |
False |
False |
39,211 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0101 |
1.0% |
27% |
False |
False |
28,400 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
9.9% |
0.0081 |
0.8% |
23% |
False |
False |
21,303 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0069 |
0.7% |
22% |
False |
False |
17,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0704 |
|
2.618 |
1.0552 |
|
1.618 |
1.0459 |
|
1.000 |
1.0402 |
|
0.618 |
1.0366 |
|
HIGH |
1.0309 |
|
0.618 |
1.0273 |
|
0.500 |
1.0263 |
|
0.382 |
1.0252 |
|
LOW |
1.0216 |
|
0.618 |
1.0159 |
|
1.000 |
1.0123 |
|
1.618 |
1.0066 |
|
2.618 |
0.9973 |
|
4.250 |
0.9821 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0269 |
| PP |
1.0266 |
1.0264 |
| S1 |
1.0263 |
1.0260 |
|