CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0293 |
0.0059 |
0.6% |
1.0238 |
| High |
1.0308 |
1.0314 |
0.0006 |
0.1% |
1.0319 |
| Low |
1.0209 |
1.0237 |
0.0028 |
0.3% |
1.0209 |
| Close |
1.0298 |
1.0265 |
-0.0033 |
-0.3% |
1.0265 |
| Range |
0.0099 |
0.0077 |
-0.0022 |
-22.2% |
0.0110 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
41,398 |
30,810 |
-10,588 |
-25.6% |
159,346 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0461 |
1.0307 |
|
| R3 |
1.0426 |
1.0384 |
1.0286 |
|
| R2 |
1.0349 |
1.0349 |
1.0279 |
|
| R1 |
1.0307 |
1.0307 |
1.0272 |
1.0290 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0263 |
| S1 |
1.0230 |
1.0230 |
1.0258 |
1.0213 |
| S2 |
1.0195 |
1.0195 |
1.0251 |
|
| S3 |
1.0118 |
1.0153 |
1.0244 |
|
| S4 |
1.0041 |
1.0076 |
1.0223 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0594 |
1.0540 |
1.0326 |
|
| R3 |
1.0484 |
1.0430 |
1.0295 |
|
| R2 |
1.0374 |
1.0374 |
1.0285 |
|
| R1 |
1.0320 |
1.0320 |
1.0275 |
1.0347 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0278 |
| S1 |
1.0210 |
1.0210 |
1.0255 |
1.0237 |
| S2 |
1.0154 |
1.0154 |
1.0245 |
|
| S3 |
1.0044 |
1.0100 |
1.0235 |
|
| S4 |
0.9934 |
0.9990 |
1.0205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0319 |
1.0209 |
0.0110 |
1.1% |
0.0078 |
0.8% |
51% |
False |
False |
31,869 |
| 10 |
1.0366 |
1.0201 |
0.0165 |
1.6% |
0.0078 |
0.8% |
39% |
False |
False |
32,032 |
| 20 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0098 |
1.0% |
69% |
False |
False |
41,217 |
| 40 |
1.0588 |
1.0040 |
0.0548 |
5.3% |
0.0095 |
0.9% |
41% |
False |
False |
37,585 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0101 |
1.0% |
26% |
False |
False |
30,566 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
9.9% |
0.0084 |
0.8% |
22% |
False |
False |
22,930 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0072 |
0.7% |
21% |
False |
False |
18,346 |
| 120 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0061 |
0.6% |
21% |
False |
False |
15,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0516 |
|
1.618 |
1.0439 |
|
1.000 |
1.0391 |
|
0.618 |
1.0362 |
|
HIGH |
1.0314 |
|
0.618 |
1.0285 |
|
0.500 |
1.0276 |
|
0.382 |
1.0266 |
|
LOW |
1.0237 |
|
0.618 |
1.0189 |
|
1.000 |
1.0160 |
|
1.618 |
1.0112 |
|
2.618 |
1.0035 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0276 |
1.0264 |
| PP |
1.0272 |
1.0263 |
| S1 |
1.0269 |
1.0262 |
|