CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0476 |
1.0464 |
-0.0012 |
-0.1% |
1.0418 |
| High |
1.0518 |
1.0494 |
-0.0024 |
-0.2% |
1.0527 |
| Low |
1.0455 |
1.0409 |
-0.0046 |
-0.4% |
1.0382 |
| Close |
1.0467 |
1.0466 |
-0.0001 |
0.0% |
1.0480 |
| Range |
0.0063 |
0.0085 |
0.0022 |
34.9% |
0.0145 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
42,336 |
47,844 |
5,508 |
13.0% |
153,011 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0711 |
1.0674 |
1.0513 |
|
| R3 |
1.0626 |
1.0589 |
1.0489 |
|
| R2 |
1.0541 |
1.0541 |
1.0482 |
|
| R1 |
1.0504 |
1.0504 |
1.0474 |
1.0523 |
| PP |
1.0456 |
1.0456 |
1.0456 |
1.0466 |
| S1 |
1.0419 |
1.0419 |
1.0458 |
1.0438 |
| S2 |
1.0371 |
1.0371 |
1.0450 |
|
| S3 |
1.0286 |
1.0334 |
1.0443 |
|
| S4 |
1.0201 |
1.0249 |
1.0419 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0898 |
1.0834 |
1.0560 |
|
| R3 |
1.0753 |
1.0689 |
1.0520 |
|
| R2 |
1.0608 |
1.0608 |
1.0507 |
|
| R1 |
1.0544 |
1.0544 |
1.0493 |
1.0576 |
| PP |
1.0463 |
1.0463 |
1.0463 |
1.0479 |
| S1 |
1.0399 |
1.0399 |
1.0467 |
1.0431 |
| S2 |
1.0318 |
1.0318 |
1.0453 |
|
| S3 |
1.0173 |
1.0254 |
1.0440 |
|
| S4 |
1.0028 |
1.0109 |
1.0400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0527 |
1.0400 |
0.0127 |
1.2% |
0.0075 |
0.7% |
52% |
False |
False |
38,002 |
| 10 |
1.0527 |
1.0356 |
0.0171 |
1.6% |
0.0073 |
0.7% |
64% |
False |
False |
35,935 |
| 20 |
1.0527 |
1.0201 |
0.0326 |
3.1% |
0.0077 |
0.7% |
81% |
False |
False |
33,871 |
| 40 |
1.0527 |
1.0040 |
0.0487 |
4.7% |
0.0088 |
0.8% |
87% |
False |
False |
38,702 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.2% |
0.0098 |
0.9% |
49% |
False |
False |
37,299 |
| 80 |
1.0902 |
1.0040 |
0.0862 |
8.2% |
0.0093 |
0.9% |
49% |
False |
False |
28,332 |
| 100 |
1.1061 |
1.0040 |
0.1021 |
9.8% |
0.0079 |
0.8% |
42% |
False |
False |
22,668 |
| 120 |
1.1108 |
1.0040 |
0.1068 |
10.2% |
0.0068 |
0.7% |
40% |
False |
False |
18,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0855 |
|
2.618 |
1.0717 |
|
1.618 |
1.0632 |
|
1.000 |
1.0579 |
|
0.618 |
1.0547 |
|
HIGH |
1.0494 |
|
0.618 |
1.0462 |
|
0.500 |
1.0452 |
|
0.382 |
1.0441 |
|
LOW |
1.0409 |
|
0.618 |
1.0356 |
|
1.000 |
1.0324 |
|
1.618 |
1.0271 |
|
2.618 |
1.0186 |
|
4.250 |
1.0048 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0461 |
1.0467 |
| PP |
1.0456 |
1.0466 |
| S1 |
1.0452 |
1.0466 |
|