CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0269 |
1.0310 |
0.0041 |
0.4% |
1.0335 |
| High |
1.0269 |
1.0310 |
0.0041 |
0.4% |
1.0370 |
| Low |
1.0269 |
1.0298 |
0.0029 |
0.3% |
1.0268 |
| Close |
1.0269 |
1.0298 |
0.0029 |
0.3% |
1.0269 |
| Range |
0.0000 |
0.0012 |
0.0012 |
|
0.0102 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
33 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0330 |
1.0305 |
|
| R3 |
1.0326 |
1.0318 |
1.0301 |
|
| R2 |
1.0314 |
1.0314 |
1.0300 |
|
| R1 |
1.0306 |
1.0306 |
1.0299 |
1.0304 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0301 |
| S1 |
1.0294 |
1.0294 |
1.0297 |
1.0292 |
| S2 |
1.0290 |
1.0290 |
1.0296 |
|
| S3 |
1.0278 |
1.0282 |
1.0295 |
|
| S4 |
1.0266 |
1.0270 |
1.0291 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0608 |
1.0541 |
1.0325 |
|
| R3 |
1.0506 |
1.0439 |
1.0297 |
|
| R2 |
1.0404 |
1.0404 |
1.0288 |
|
| R1 |
1.0337 |
1.0337 |
1.0278 |
1.0320 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0294 |
| S1 |
1.0235 |
1.0235 |
1.0260 |
1.0218 |
| S2 |
1.0200 |
1.0200 |
1.0250 |
|
| S3 |
1.0098 |
1.0133 |
1.0241 |
|
| S4 |
0.9996 |
1.0031 |
1.0213 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0370 |
1.0268 |
0.0102 |
1.0% |
0.0007 |
0.1% |
29% |
False |
False |
1 |
| 10 |
1.0370 |
1.0162 |
0.0208 |
2.0% |
0.0032 |
0.3% |
65% |
False |
False |
9 |
| 20 |
1.0370 |
1.0085 |
0.0285 |
2.8% |
0.0027 |
0.3% |
75% |
False |
False |
8 |
| 40 |
1.0635 |
1.0085 |
0.0550 |
5.3% |
0.0029 |
0.3% |
39% |
False |
False |
18 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0022 |
0.2% |
33% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0017 |
0.2% |
21% |
False |
False |
9 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0015 |
0.1% |
21% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0361 |
|
2.618 |
1.0341 |
|
1.618 |
1.0329 |
|
1.000 |
1.0322 |
|
0.618 |
1.0317 |
|
HIGH |
1.0310 |
|
0.618 |
1.0305 |
|
0.500 |
1.0304 |
|
0.382 |
1.0303 |
|
LOW |
1.0298 |
|
0.618 |
1.0291 |
|
1.000 |
1.0286 |
|
1.618 |
1.0279 |
|
2.618 |
1.0267 |
|
4.250 |
1.0247 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0295 |
| PP |
1.0302 |
1.0292 |
| S1 |
1.0300 |
1.0289 |
|