CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0437 |
1.0466 |
0.0029 |
0.3% |
1.0275 |
| High |
1.0488 |
1.0471 |
-0.0017 |
-0.2% |
1.0488 |
| Low |
1.0431 |
1.0396 |
-0.0035 |
-0.3% |
1.0242 |
| Close |
1.0466 |
1.0428 |
-0.0038 |
-0.4% |
1.0428 |
| Range |
0.0057 |
0.0075 |
0.0018 |
31.6% |
0.0246 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
37,325 |
35,754 |
-1,571 |
-4.2% |
189,105 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0657 |
1.0617 |
1.0469 |
|
| R3 |
1.0582 |
1.0542 |
1.0449 |
|
| R2 |
1.0507 |
1.0507 |
1.0442 |
|
| R1 |
1.0467 |
1.0467 |
1.0435 |
1.0450 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0423 |
| S1 |
1.0392 |
1.0392 |
1.0421 |
1.0375 |
| S2 |
1.0357 |
1.0357 |
1.0414 |
|
| S3 |
1.0282 |
1.0317 |
1.0407 |
|
| S4 |
1.0207 |
1.0242 |
1.0387 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1124 |
1.1022 |
1.0563 |
|
| R3 |
1.0878 |
1.0776 |
1.0496 |
|
| R2 |
1.0632 |
1.0632 |
1.0473 |
|
| R1 |
1.0530 |
1.0530 |
1.0451 |
1.0581 |
| PP |
1.0386 |
1.0386 |
1.0386 |
1.0412 |
| S1 |
1.0284 |
1.0284 |
1.0405 |
1.0335 |
| S2 |
1.0140 |
1.0140 |
1.0383 |
|
| S3 |
0.9894 |
1.0038 |
1.0360 |
|
| S4 |
0.9648 |
0.9792 |
1.0293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0488 |
1.0242 |
0.0246 |
2.4% |
0.0080 |
0.8% |
76% |
False |
False |
37,821 |
| 10 |
1.0488 |
1.0209 |
0.0279 |
2.7% |
0.0079 |
0.8% |
78% |
False |
False |
34,845 |
| 20 |
1.0488 |
1.0112 |
0.0376 |
3.6% |
0.0090 |
0.9% |
84% |
False |
False |
37,165 |
| 40 |
1.0588 |
1.0040 |
0.0548 |
5.3% |
0.0096 |
0.9% |
71% |
False |
False |
37,939 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0102 |
1.0% |
45% |
False |
False |
33,707 |
| 80 |
1.0966 |
1.0040 |
0.0926 |
8.9% |
0.0088 |
0.8% |
42% |
False |
False |
25,293 |
| 100 |
1.1061 |
1.0040 |
0.1021 |
9.8% |
0.0075 |
0.7% |
38% |
False |
False |
20,237 |
| 120 |
1.1108 |
1.0040 |
0.1068 |
10.2% |
0.0064 |
0.6% |
36% |
False |
False |
16,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0667 |
|
1.618 |
1.0592 |
|
1.000 |
1.0546 |
|
0.618 |
1.0517 |
|
HIGH |
1.0471 |
|
0.618 |
1.0442 |
|
0.500 |
1.0434 |
|
0.382 |
1.0425 |
|
LOW |
1.0396 |
|
0.618 |
1.0350 |
|
1.000 |
1.0321 |
|
1.618 |
1.0275 |
|
2.618 |
1.0200 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0426 |
| PP |
1.0432 |
1.0424 |
| S1 |
1.0430 |
1.0422 |
|