CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0408 |
1.0465 |
0.0057 |
0.5% |
1.0275 |
| High |
1.0476 |
1.0471 |
-0.0005 |
0.0% |
1.0488 |
| Low |
1.0382 |
1.0427 |
0.0045 |
0.4% |
1.0242 |
| Close |
1.0465 |
1.0434 |
-0.0031 |
-0.3% |
1.0428 |
| Range |
0.0094 |
0.0044 |
-0.0050 |
-53.2% |
0.0246 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
33,102 |
25,177 |
-7,925 |
-23.9% |
189,105 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0549 |
1.0458 |
|
| R3 |
1.0532 |
1.0505 |
1.0446 |
|
| R2 |
1.0488 |
1.0488 |
1.0442 |
|
| R1 |
1.0461 |
1.0461 |
1.0438 |
1.0453 |
| PP |
1.0444 |
1.0444 |
1.0444 |
1.0440 |
| S1 |
1.0417 |
1.0417 |
1.0430 |
1.0409 |
| S2 |
1.0400 |
1.0400 |
1.0426 |
|
| S3 |
1.0356 |
1.0373 |
1.0422 |
|
| S4 |
1.0312 |
1.0329 |
1.0410 |
|
|
| 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 |
1.0382 |
0.0106 |
1.0% |
0.0062 |
0.6% |
49% |
False |
False |
30,286 |
| 10 |
1.0488 |
1.0209 |
0.0279 |
2.7% |
0.0075 |
0.7% |
81% |
False |
False |
33,966 |
| 20 |
1.0488 |
1.0112 |
0.0376 |
3.6% |
0.0087 |
0.8% |
86% |
False |
False |
36,160 |
| 40 |
1.0522 |
1.0040 |
0.0482 |
4.6% |
0.0092 |
0.9% |
82% |
False |
False |
37,299 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0100 |
1.0% |
46% |
False |
False |
34,987 |
| 80 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0089 |
0.9% |
46% |
False |
False |
26,272 |
| 100 |
1.1061 |
1.0040 |
0.1021 |
9.8% |
0.0076 |
0.7% |
39% |
False |
False |
21,020 |
| 120 |
1.1108 |
1.0040 |
0.1068 |
10.2% |
0.0066 |
0.6% |
37% |
False |
False |
17,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0658 |
|
2.618 |
1.0586 |
|
1.618 |
1.0542 |
|
1.000 |
1.0515 |
|
0.618 |
1.0498 |
|
HIGH |
1.0471 |
|
0.618 |
1.0454 |
|
0.500 |
1.0449 |
|
0.382 |
1.0444 |
|
LOW |
1.0427 |
|
0.618 |
1.0400 |
|
1.000 |
1.0383 |
|
1.618 |
1.0356 |
|
2.618 |
1.0312 |
|
4.250 |
1.0240 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0449 |
1.0432 |
| PP |
1.0444 |
1.0431 |
| S1 |
1.0439 |
1.0429 |
|