CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0322 |
1.0300 |
-0.0022 |
-0.2% |
1.0335 |
| High |
1.0322 |
1.0300 |
-0.0022 |
-0.2% |
1.0370 |
| Low |
1.0297 |
1.0254 |
-0.0043 |
-0.4% |
1.0268 |
| Close |
1.0297 |
1.0260 |
-0.0037 |
-0.4% |
1.0269 |
| Range |
0.0025 |
0.0046 |
0.0021 |
84.0% |
0.0102 |
| ATR |
0.0053 |
0.0053 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
33 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0381 |
1.0285 |
|
| R3 |
1.0363 |
1.0335 |
1.0273 |
|
| R2 |
1.0317 |
1.0317 |
1.0268 |
|
| R1 |
1.0289 |
1.0289 |
1.0264 |
1.0280 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0267 |
| S1 |
1.0243 |
1.0243 |
1.0256 |
1.0234 |
| S2 |
1.0225 |
1.0225 |
1.0252 |
|
| S3 |
1.0179 |
1.0197 |
1.0247 |
|
| S4 |
1.0133 |
1.0151 |
1.0235 |
|
|
| 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 |
1.0322 |
1.0254 |
0.0068 |
0.7% |
0.0019 |
0.2% |
9% |
False |
True |
1 |
| 10 |
1.0370 |
1.0162 |
0.0208 |
2.0% |
0.0029 |
0.3% |
47% |
False |
False |
4 |
| 20 |
1.0370 |
1.0085 |
0.0285 |
2.8% |
0.0029 |
0.3% |
61% |
False |
False |
8 |
| 40 |
1.0635 |
1.0085 |
0.0550 |
5.4% |
0.0030 |
0.3% |
32% |
False |
False |
18 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0023 |
0.2% |
27% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0018 |
0.2% |
18% |
False |
False |
9 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.1% |
0.0015 |
0.1% |
17% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0496 |
|
2.618 |
1.0420 |
|
1.618 |
1.0374 |
|
1.000 |
1.0346 |
|
0.618 |
1.0328 |
|
HIGH |
1.0300 |
|
0.618 |
1.0282 |
|
0.500 |
1.0277 |
|
0.382 |
1.0272 |
|
LOW |
1.0254 |
|
0.618 |
1.0226 |
|
1.000 |
1.0208 |
|
1.618 |
1.0180 |
|
2.618 |
1.0134 |
|
4.250 |
1.0059 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0277 |
1.0288 |
| PP |
1.0271 |
1.0279 |
| S1 |
1.0266 |
1.0269 |
|