CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0315 |
1.0287 |
-0.0028 |
-0.3% |
1.0310 |
| High |
1.0315 |
1.0308 |
-0.0007 |
-0.1% |
1.0322 |
| Low |
1.0288 |
1.0287 |
-0.0001 |
0.0% |
1.0254 |
| Close |
1.0288 |
1.0307 |
0.0019 |
0.2% |
1.0288 |
| Range |
0.0027 |
0.0021 |
-0.0006 |
-22.2% |
0.0068 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
81 |
9 |
-72 |
-88.9% |
107 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0356 |
1.0319 |
|
| R3 |
1.0343 |
1.0335 |
1.0313 |
|
| R2 |
1.0322 |
1.0322 |
1.0311 |
|
| R1 |
1.0314 |
1.0314 |
1.0309 |
1.0318 |
| PP |
1.0301 |
1.0301 |
1.0301 |
1.0303 |
| S1 |
1.0293 |
1.0293 |
1.0305 |
1.0297 |
| S2 |
1.0280 |
1.0280 |
1.0303 |
|
| S3 |
1.0259 |
1.0272 |
1.0301 |
|
| S4 |
1.0238 |
1.0251 |
1.0295 |
|
|
| 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% |
0.0027 |
0.3% |
78% |
False |
False |
23 |
| 10 |
1.0370 |
1.0254 |
0.0116 |
1.1% |
0.0017 |
0.2% |
46% |
False |
False |
12 |
| 20 |
1.0370 |
1.0085 |
0.0285 |
2.8% |
0.0030 |
0.3% |
78% |
False |
False |
12 |
| 40 |
1.0606 |
1.0085 |
0.0521 |
5.1% |
0.0030 |
0.3% |
43% |
False |
False |
20 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0024 |
0.2% |
34% |
False |
False |
14 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0018 |
0.2% |
22% |
False |
False |
11 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0016 |
0.2% |
22% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0397 |
|
2.618 |
1.0363 |
|
1.618 |
1.0342 |
|
1.000 |
1.0329 |
|
0.618 |
1.0321 |
|
HIGH |
1.0308 |
|
0.618 |
1.0300 |
|
0.500 |
1.0298 |
|
0.382 |
1.0295 |
|
LOW |
1.0287 |
|
0.618 |
1.0274 |
|
1.000 |
1.0266 |
|
1.618 |
1.0253 |
|
2.618 |
1.0232 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0306 |
| PP |
1.0301 |
1.0305 |
| S1 |
1.0298 |
1.0304 |
|