CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0272 |
1.0260 |
-0.0012 |
-0.1% |
1.0324 |
| High |
1.0319 |
1.0281 |
-0.0038 |
-0.4% |
1.0366 |
| Low |
1.0260 |
1.0217 |
-0.0043 |
-0.4% |
1.0201 |
| Close |
1.0274 |
1.0237 |
-0.0037 |
-0.4% |
1.0245 |
| Range |
0.0059 |
0.0064 |
0.0005 |
8.5% |
0.0165 |
| ATR |
0.0097 |
0.0094 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
29,939 |
28,050 |
-1,889 |
-6.3% |
160,979 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0401 |
1.0272 |
|
| R3 |
1.0373 |
1.0337 |
1.0255 |
|
| R2 |
1.0309 |
1.0309 |
1.0249 |
|
| R1 |
1.0273 |
1.0273 |
1.0243 |
1.0259 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0238 |
| S1 |
1.0209 |
1.0209 |
1.0231 |
1.0195 |
| S2 |
1.0181 |
1.0181 |
1.0225 |
|
| S3 |
1.0117 |
1.0145 |
1.0219 |
|
| S4 |
1.0053 |
1.0081 |
1.0202 |
|
|
| 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 |
1.0319 |
1.0201 |
0.0118 |
1.2% |
0.0075 |
0.7% |
31% |
False |
False |
28,666 |
| 10 |
1.0366 |
1.0112 |
0.0254 |
2.5% |
0.0099 |
1.0% |
49% |
False |
False |
38,353 |
| 20 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0098 |
1.0% |
60% |
False |
False |
41,574 |
| 40 |
1.0621 |
1.0040 |
0.0581 |
5.7% |
0.0096 |
0.9% |
34% |
False |
False |
38,300 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0101 |
1.0% |
23% |
False |
False |
29,364 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
10.0% |
0.0082 |
0.8% |
19% |
False |
False |
22,027 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0070 |
0.7% |
18% |
False |
False |
17,624 |
| 120 |
1.1203 |
1.0040 |
0.1163 |
11.4% |
0.0060 |
0.6% |
17% |
False |
False |
14,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0553 |
|
2.618 |
1.0449 |
|
1.618 |
1.0385 |
|
1.000 |
1.0345 |
|
0.618 |
1.0321 |
|
HIGH |
1.0281 |
|
0.618 |
1.0257 |
|
0.500 |
1.0249 |
|
0.382 |
1.0241 |
|
LOW |
1.0217 |
|
0.618 |
1.0177 |
|
1.000 |
1.0153 |
|
1.618 |
1.0113 |
|
2.618 |
1.0049 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0249 |
1.0268 |
| PP |
1.0245 |
1.0257 |
| S1 |
1.0241 |
1.0247 |
|