CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0323 |
1.0280 |
-0.0043 |
-0.4% |
1.0243 |
| High |
1.0323 |
1.0280 |
-0.0043 |
-0.4% |
1.0336 |
| Low |
1.0316 |
1.0268 |
-0.0048 |
-0.5% |
1.0162 |
| Close |
1.0316 |
1.0268 |
-0.0048 |
-0.5% |
1.0335 |
| Range |
0.0007 |
0.0012 |
0.0005 |
71.4% |
0.0174 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
76 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0300 |
1.0275 |
|
| R3 |
1.0296 |
1.0288 |
1.0271 |
|
| R2 |
1.0284 |
1.0284 |
1.0270 |
|
| R1 |
1.0276 |
1.0276 |
1.0269 |
1.0274 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0271 |
| S1 |
1.0264 |
1.0264 |
1.0267 |
1.0262 |
| S2 |
1.0260 |
1.0260 |
1.0266 |
|
| S3 |
1.0248 |
1.0252 |
1.0265 |
|
| S4 |
1.0236 |
1.0240 |
1.0261 |
|
|
| 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 |
1.0187 |
0.0183 |
1.8% |
0.0040 |
0.4% |
44% |
False |
False |
7 |
| 10 |
1.0370 |
1.0162 |
0.0208 |
2.0% |
0.0041 |
0.4% |
51% |
False |
False |
11 |
| 20 |
1.0370 |
1.0085 |
0.0285 |
2.8% |
0.0030 |
0.3% |
64% |
False |
False |
8 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0032 |
0.3% |
28% |
False |
False |
18 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0022 |
0.2% |
28% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0017 |
0.2% |
18% |
False |
False |
9 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.1% |
0.0014 |
0.1% |
18% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0331 |
|
2.618 |
1.0311 |
|
1.618 |
1.0299 |
|
1.000 |
1.0292 |
|
0.618 |
1.0287 |
|
HIGH |
1.0280 |
|
0.618 |
1.0275 |
|
0.500 |
1.0274 |
|
0.382 |
1.0273 |
|
LOW |
1.0268 |
|
0.618 |
1.0261 |
|
1.000 |
1.0256 |
|
1.618 |
1.0249 |
|
2.618 |
1.0237 |
|
4.250 |
1.0217 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0274 |
1.0319 |
| PP |
1.0272 |
1.0302 |
| S1 |
1.0270 |
1.0285 |
|