CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0370 |
1.0323 |
-0.0047 |
-0.5% |
1.0243 |
| High |
1.0370 |
1.0323 |
-0.0047 |
-0.5% |
1.0336 |
| Low |
1.0367 |
1.0316 |
-0.0051 |
-0.5% |
1.0162 |
| Close |
1.0367 |
1.0316 |
-0.0051 |
-0.5% |
1.0335 |
| Range |
0.0003 |
0.0007 |
0.0004 |
133.3% |
0.0174 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
4 |
1 |
-3 |
-75.0% |
76 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0335 |
1.0320 |
|
| R3 |
1.0332 |
1.0328 |
1.0318 |
|
| R2 |
1.0325 |
1.0325 |
1.0317 |
|
| R1 |
1.0321 |
1.0321 |
1.0317 |
1.0320 |
| PP |
1.0318 |
1.0318 |
1.0318 |
1.0318 |
| S1 |
1.0314 |
1.0314 |
1.0315 |
1.0313 |
| S2 |
1.0311 |
1.0311 |
1.0315 |
|
| S3 |
1.0304 |
1.0307 |
1.0314 |
|
| S4 |
1.0297 |
1.0300 |
1.0312 |
|
|
| 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% |
0.0040 |
0.4% |
74% |
False |
False |
7 |
| 10 |
1.0370 |
1.0162 |
0.0208 |
2.0% |
0.0040 |
0.4% |
74% |
False |
False |
11 |
| 20 |
1.0370 |
1.0085 |
0.0285 |
2.8% |
0.0030 |
0.3% |
81% |
False |
False |
8 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0032 |
0.3% |
36% |
False |
False |
18 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0022 |
0.2% |
36% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0016 |
0.2% |
23% |
False |
False |
9 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0014 |
0.1% |
22% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0353 |
|
2.618 |
1.0341 |
|
1.618 |
1.0334 |
|
1.000 |
1.0330 |
|
0.618 |
1.0327 |
|
HIGH |
1.0323 |
|
0.618 |
1.0320 |
|
0.500 |
1.0320 |
|
0.382 |
1.0319 |
|
LOW |
1.0316 |
|
0.618 |
1.0312 |
|
1.000 |
1.0309 |
|
1.618 |
1.0305 |
|
2.618 |
1.0298 |
|
4.250 |
1.0286 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0343 |
| PP |
1.0318 |
1.0334 |
| S1 |
1.0317 |
1.0325 |
|