CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 13-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0650 |
1.0667 |
0.0017 |
0.2% |
1.0476 |
High |
1.0705 |
1.0699 |
-0.0006 |
-0.1% |
1.0600 |
Low |
1.0633 |
1.0610 |
-0.0023 |
-0.2% |
1.0409 |
Close |
1.0668 |
1.0698 |
0.0030 |
0.3% |
1.0577 |
Range |
0.0072 |
0.0089 |
0.0017 |
23.6% |
0.0191 |
ATR |
0.0086 |
0.0086 |
0.0000 |
0.2% |
0.0000 |
Volume |
53,797 |
44,412 |
-9,385 |
-17.4% |
209,435 |
|
Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0936 |
1.0906 |
1.0747 |
|
R3 |
1.0847 |
1.0817 |
1.0722 |
|
R2 |
1.0758 |
1.0758 |
1.0714 |
|
R1 |
1.0728 |
1.0728 |
1.0706 |
1.0743 |
PP |
1.0669 |
1.0669 |
1.0669 |
1.0677 |
S1 |
1.0639 |
1.0639 |
1.0690 |
1.0654 |
S2 |
1.0580 |
1.0580 |
1.0682 |
|
S3 |
1.0491 |
1.0550 |
1.0674 |
|
S4 |
1.0402 |
1.0461 |
1.0649 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1102 |
1.1030 |
1.0682 |
|
R3 |
1.0911 |
1.0839 |
1.0630 |
|
R2 |
1.0720 |
1.0720 |
1.0612 |
|
R1 |
1.0648 |
1.0648 |
1.0595 |
1.0684 |
PP |
1.0529 |
1.0529 |
1.0529 |
1.0547 |
S1 |
1.0457 |
1.0457 |
1.0559 |
1.0493 |
S2 |
1.0338 |
1.0338 |
1.0542 |
|
S3 |
1.0147 |
1.0266 |
1.0524 |
|
S4 |
0.9956 |
1.0075 |
1.0472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0705 |
1.0438 |
0.0267 |
2.5% |
0.0095 |
0.9% |
97% |
False |
False |
49,300 |
10 |
1.0705 |
1.0400 |
0.0305 |
2.9% |
0.0090 |
0.8% |
98% |
False |
False |
46,646 |
20 |
1.0705 |
1.0209 |
0.0496 |
4.6% |
0.0082 |
0.8% |
99% |
False |
False |
40,306 |
40 |
1.0705 |
1.0040 |
0.0665 |
6.2% |
0.0090 |
0.8% |
99% |
False |
False |
40,940 |
60 |
1.0705 |
1.0040 |
0.0665 |
6.2% |
0.0092 |
0.9% |
99% |
False |
False |
38,968 |
80 |
1.0902 |
1.0040 |
0.0862 |
8.1% |
0.0096 |
0.9% |
76% |
False |
False |
32,099 |
100 |
1.1061 |
1.0040 |
0.1021 |
9.5% |
0.0082 |
0.8% |
64% |
False |
False |
25,683 |
120 |
1.1108 |
1.0040 |
0.1068 |
10.0% |
0.0072 |
0.7% |
62% |
False |
False |
21,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1077 |
2.618 |
1.0932 |
1.618 |
1.0843 |
1.000 |
1.0788 |
0.618 |
1.0754 |
HIGH |
1.0699 |
0.618 |
1.0665 |
0.500 |
1.0655 |
0.382 |
1.0644 |
LOW |
1.0610 |
0.618 |
1.0555 |
1.000 |
1.0521 |
1.618 |
1.0466 |
2.618 |
1.0377 |
4.250 |
1.0232 |
|
|
Fisher Pivots for day following 13-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0684 |
1.0677 |
PP |
1.0669 |
1.0656 |
S1 |
1.0655 |
1.0635 |
|