CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0335 |
1.0370 |
0.0035 |
0.3% |
1.0243 |
| High |
1.0365 |
1.0370 |
0.0005 |
0.0% |
1.0336 |
| Low |
1.0335 |
1.0367 |
0.0032 |
0.3% |
1.0162 |
| Close |
1.0353 |
1.0367 |
0.0014 |
0.1% |
1.0335 |
| Range |
0.0030 |
0.0003 |
-0.0027 |
-90.0% |
0.0174 |
| ATR |
0.0066 |
0.0063 |
-0.0004 |
-5.3% |
0.0000 |
| Volume |
26 |
4 |
-22 |
-84.6% |
76 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0375 |
1.0369 |
|
| R3 |
1.0374 |
1.0372 |
1.0368 |
|
| R2 |
1.0371 |
1.0371 |
1.0368 |
|
| R1 |
1.0369 |
1.0369 |
1.0367 |
1.0369 |
| PP |
1.0368 |
1.0368 |
1.0368 |
1.0368 |
| S1 |
1.0366 |
1.0366 |
1.0367 |
1.0366 |
| S2 |
1.0365 |
1.0365 |
1.0366 |
|
| S3 |
1.0362 |
1.0363 |
1.0366 |
|
| S4 |
1.0359 |
1.0360 |
1.0365 |
|
|
| 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 |
1.0370 |
1.0162 |
0.0208 |
2.0% |
0.0048 |
0.5% |
99% |
True |
False |
18 |
| 10 |
1.0370 |
1.0131 |
0.0239 |
2.3% |
0.0043 |
0.4% |
99% |
True |
False |
12 |
| 20 |
1.0370 |
1.0085 |
0.0285 |
2.7% |
0.0032 |
0.3% |
99% |
True |
False |
8 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0032 |
0.3% |
44% |
False |
False |
18 |
| 60 |
1.0736 |
1.0085 |
0.0651 |
6.3% |
0.0022 |
0.2% |
43% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.6% |
0.0018 |
0.2% |
28% |
False |
False |
9 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0014 |
0.1% |
27% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0383 |
|
2.618 |
1.0378 |
|
1.618 |
1.0375 |
|
1.000 |
1.0373 |
|
0.618 |
1.0372 |
|
HIGH |
1.0370 |
|
0.618 |
1.0369 |
|
0.500 |
1.0369 |
|
0.382 |
1.0368 |
|
LOW |
1.0367 |
|
0.618 |
1.0365 |
|
1.000 |
1.0364 |
|
1.618 |
1.0362 |
|
2.618 |
1.0359 |
|
4.250 |
1.0354 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0369 |
1.0338 |
| PP |
1.0368 |
1.0308 |
| S1 |
1.0368 |
1.0279 |
|