CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0315 |
0.0011 |
0.1% |
1.0310 |
| High |
1.0320 |
1.0315 |
-0.0005 |
0.0% |
1.0322 |
| Low |
1.0304 |
1.0288 |
-0.0016 |
-0.2% |
1.0254 |
| Close |
1.0320 |
1.0288 |
-0.0032 |
-0.3% |
1.0288 |
| Range |
0.0016 |
0.0027 |
0.0011 |
68.8% |
0.0068 |
| ATR |
0.0053 |
0.0052 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
20 |
81 |
61 |
305.0% |
107 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0378 |
1.0360 |
1.0303 |
|
| R3 |
1.0351 |
1.0333 |
1.0295 |
|
| R2 |
1.0324 |
1.0324 |
1.0293 |
|
| R1 |
1.0306 |
1.0306 |
1.0290 |
1.0302 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0295 |
| S1 |
1.0279 |
1.0279 |
1.0286 |
1.0275 |
| S2 |
1.0270 |
1.0270 |
1.0283 |
|
| S3 |
1.0243 |
1.0252 |
1.0281 |
|
| S4 |
1.0216 |
1.0225 |
1.0273 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0458 |
1.0325 |
|
| R3 |
1.0424 |
1.0390 |
1.0307 |
|
| R2 |
1.0356 |
1.0356 |
1.0300 |
|
| R1 |
1.0322 |
1.0322 |
1.0294 |
1.0305 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0280 |
| S1 |
1.0254 |
1.0254 |
1.0282 |
1.0237 |
| S2 |
1.0220 |
1.0220 |
1.0276 |
|
| S3 |
1.0152 |
1.0186 |
1.0269 |
|
| S4 |
1.0084 |
1.0118 |
1.0251 |
|
|
| 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% |
0.0025 |
0.2% |
50% |
False |
False |
21 |
| 10 |
1.0370 |
1.0254 |
0.0116 |
1.1% |
0.0018 |
0.2% |
29% |
False |
False |
14 |
| 20 |
1.0370 |
1.0085 |
0.0285 |
2.8% |
0.0029 |
0.3% |
71% |
False |
False |
12 |
| 40 |
1.0606 |
1.0085 |
0.0521 |
5.1% |
0.0030 |
0.3% |
39% |
False |
False |
20 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0024 |
0.2% |
31% |
False |
False |
14 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0018 |
0.2% |
20% |
False |
False |
10 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0016 |
0.2% |
20% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0430 |
|
2.618 |
1.0386 |
|
1.618 |
1.0359 |
|
1.000 |
1.0342 |
|
0.618 |
1.0332 |
|
HIGH |
1.0315 |
|
0.618 |
1.0305 |
|
0.500 |
1.0302 |
|
0.382 |
1.0298 |
|
LOW |
1.0288 |
|
0.618 |
1.0271 |
|
1.000 |
1.0261 |
|
1.618 |
1.0244 |
|
2.618 |
1.0217 |
|
4.250 |
1.0173 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0302 |
1.0288 |
| PP |
1.0297 |
1.0287 |
| S1 |
1.0293 |
1.0287 |
|