CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0438 |
-0.0027 |
-0.3% |
1.0275 |
| High |
1.0471 |
1.0464 |
-0.0007 |
-0.1% |
1.0488 |
| Low |
1.0427 |
1.0400 |
-0.0027 |
-0.3% |
1.0242 |
| Close |
1.0434 |
1.0417 |
-0.0017 |
-0.2% |
1.0428 |
| Range |
0.0044 |
0.0064 |
0.0020 |
45.5% |
0.0246 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
25,177 |
25,405 |
228 |
0.9% |
189,105 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0582 |
1.0452 |
|
| R3 |
1.0555 |
1.0518 |
1.0435 |
|
| R2 |
1.0491 |
1.0491 |
1.0429 |
|
| R1 |
1.0454 |
1.0454 |
1.0423 |
1.0441 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0420 |
| S1 |
1.0390 |
1.0390 |
1.0411 |
1.0377 |
| S2 |
1.0363 |
1.0363 |
1.0405 |
|
| S3 |
1.0299 |
1.0326 |
1.0399 |
|
| S4 |
1.0235 |
1.0262 |
1.0382 |
|
|
| 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 |
1.0476 |
1.0382 |
0.0094 |
0.9% |
0.0063 |
0.6% |
37% |
False |
False |
27,902 |
| 10 |
1.0488 |
1.0237 |
0.0251 |
2.4% |
0.0072 |
0.7% |
72% |
False |
False |
32,367 |
| 20 |
1.0488 |
1.0139 |
0.0349 |
3.4% |
0.0080 |
0.8% |
80% |
False |
False |
33,167 |
| 40 |
1.0488 |
1.0040 |
0.0448 |
4.3% |
0.0088 |
0.8% |
84% |
False |
False |
37,928 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0099 |
1.0% |
44% |
False |
False |
35,375 |
| 80 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0090 |
0.9% |
44% |
False |
False |
26,590 |
| 100 |
1.1061 |
1.0040 |
0.1021 |
9.8% |
0.0077 |
0.7% |
37% |
False |
False |
21,274 |
| 120 |
1.1108 |
1.0040 |
0.1068 |
10.3% |
0.0066 |
0.6% |
35% |
False |
False |
17,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0632 |
|
1.618 |
1.0568 |
|
1.000 |
1.0528 |
|
0.618 |
1.0504 |
|
HIGH |
1.0464 |
|
0.618 |
1.0440 |
|
0.500 |
1.0432 |
|
0.382 |
1.0424 |
|
LOW |
1.0400 |
|
0.618 |
1.0360 |
|
1.000 |
1.0336 |
|
1.618 |
1.0296 |
|
2.618 |
1.0232 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0432 |
1.0429 |
| PP |
1.0427 |
1.0425 |
| S1 |
1.0422 |
1.0421 |
|