CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0284 |
1.0390 |
0.0106 |
1.0% |
1.0238 |
High |
1.0401 |
1.0445 |
0.0044 |
0.4% |
1.0319 |
Low |
1.0283 |
1.0356 |
0.0073 |
0.7% |
1.0209 |
Close |
1.0385 |
1.0436 |
0.0051 |
0.5% |
1.0265 |
Range |
0.0118 |
0.0089 |
-0.0029 |
-24.6% |
0.0110 |
ATR |
0.0093 |
0.0093 |
0.0000 |
-0.3% |
0.0000 |
Volume |
46,294 |
43,083 |
-3,211 |
-6.9% |
159,346 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0679 |
1.0647 |
1.0485 |
|
R3 |
1.0590 |
1.0558 |
1.0460 |
|
R2 |
1.0501 |
1.0501 |
1.0452 |
|
R1 |
1.0469 |
1.0469 |
1.0444 |
1.0485 |
PP |
1.0412 |
1.0412 |
1.0412 |
1.0421 |
S1 |
1.0380 |
1.0380 |
1.0428 |
1.0396 |
S2 |
1.0323 |
1.0323 |
1.0420 |
|
S3 |
1.0234 |
1.0291 |
1.0412 |
|
S4 |
1.0145 |
1.0202 |
1.0387 |
|
|
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 |
1.0445 |
1.0209 |
0.0236 |
2.3% |
0.0089 |
0.9% |
96% |
True |
False |
37,646 |
10 |
1.0445 |
1.0201 |
0.0244 |
2.3% |
0.0082 |
0.8% |
96% |
True |
False |
33,156 |
20 |
1.0445 |
1.0101 |
0.0344 |
3.3% |
0.0098 |
0.9% |
97% |
True |
False |
39,730 |
40 |
1.0588 |
1.0040 |
0.0548 |
5.3% |
0.0097 |
0.9% |
72% |
False |
False |
37,876 |
60 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0103 |
1.0% |
46% |
False |
False |
32,496 |
80 |
1.1032 |
1.0040 |
0.0992 |
9.5% |
0.0087 |
0.8% |
40% |
False |
False |
24,380 |
100 |
1.1108 |
1.0040 |
0.1068 |
10.2% |
0.0074 |
0.7% |
37% |
False |
False |
19,506 |
120 |
1.1108 |
1.0040 |
0.1068 |
10.2% |
0.0063 |
0.6% |
37% |
False |
False |
16,260 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0823 |
2.618 |
1.0678 |
1.618 |
1.0589 |
1.000 |
1.0534 |
0.618 |
1.0500 |
HIGH |
1.0445 |
0.618 |
1.0411 |
0.500 |
1.0401 |
0.382 |
1.0390 |
LOW |
1.0356 |
0.618 |
1.0301 |
1.000 |
1.0267 |
1.618 |
1.0212 |
2.618 |
1.0123 |
4.250 |
0.9978 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0424 |
1.0405 |
PP |
1.0412 |
1.0374 |
S1 |
1.0401 |
1.0344 |
|