CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0335 |
0.0148 |
1.5% |
1.0243 |
| High |
1.0336 |
1.0365 |
0.0029 |
0.3% |
1.0336 |
| Low |
1.0187 |
1.0335 |
0.0148 |
1.5% |
1.0162 |
| Close |
1.0335 |
1.0353 |
0.0018 |
0.2% |
1.0335 |
| Range |
0.0149 |
0.0030 |
-0.0119 |
-79.9% |
0.0174 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
3 |
26 |
23 |
766.7% |
76 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0427 |
1.0370 |
|
| R3 |
1.0411 |
1.0397 |
1.0361 |
|
| R2 |
1.0381 |
1.0381 |
1.0359 |
|
| R1 |
1.0367 |
1.0367 |
1.0356 |
1.0374 |
| PP |
1.0351 |
1.0351 |
1.0351 |
1.0355 |
| S1 |
1.0337 |
1.0337 |
1.0350 |
1.0344 |
| S2 |
1.0321 |
1.0321 |
1.0348 |
|
| S3 |
1.0291 |
1.0307 |
1.0345 |
|
| S4 |
1.0261 |
1.0277 |
1.0337 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0741 |
1.0431 |
|
| R3 |
1.0626 |
1.0567 |
1.0383 |
|
| R2 |
1.0452 |
1.0452 |
1.0367 |
|
| R1 |
1.0393 |
1.0393 |
1.0351 |
1.0423 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0292 |
| S1 |
1.0219 |
1.0219 |
1.0319 |
1.0249 |
| S2 |
1.0104 |
1.0104 |
1.0303 |
|
| S3 |
0.9930 |
1.0045 |
1.0287 |
|
| S4 |
0.9756 |
0.9871 |
1.0239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0365 |
1.0162 |
0.0203 |
2.0% |
0.0057 |
0.5% |
94% |
True |
False |
18 |
| 10 |
1.0365 |
1.0085 |
0.0280 |
2.7% |
0.0042 |
0.4% |
96% |
True |
False |
12 |
| 20 |
1.0365 |
1.0085 |
0.0280 |
2.7% |
0.0033 |
0.3% |
96% |
True |
False |
12 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0032 |
0.3% |
42% |
False |
False |
18 |
| 60 |
1.0797 |
1.0085 |
0.0712 |
6.9% |
0.0021 |
0.2% |
38% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.6% |
0.0018 |
0.2% |
27% |
False |
False |
9 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0014 |
0.1% |
26% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0493 |
|
2.618 |
1.0444 |
|
1.618 |
1.0414 |
|
1.000 |
1.0395 |
|
0.618 |
1.0384 |
|
HIGH |
1.0365 |
|
0.618 |
1.0354 |
|
0.500 |
1.0350 |
|
0.382 |
1.0346 |
|
LOW |
1.0335 |
|
0.618 |
1.0316 |
|
1.000 |
1.0305 |
|
1.618 |
1.0286 |
|
2.618 |
1.0256 |
|
4.250 |
1.0208 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0352 |
1.0323 |
| PP |
1.0351 |
1.0293 |
| S1 |
1.0350 |
1.0264 |
|