CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0385 |
1.0420 |
0.0035 |
0.3% |
1.0310 |
| High |
1.0409 |
1.0458 |
0.0049 |
0.5% |
1.0322 |
| Low |
1.0385 |
1.0396 |
0.0011 |
0.1% |
1.0254 |
| Close |
1.0407 |
1.0458 |
0.0051 |
0.5% |
1.0288 |
| Range |
0.0024 |
0.0062 |
0.0038 |
158.3% |
0.0068 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.2% |
0.0000 |
| Volume |
5 |
18 |
13 |
260.0% |
107 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0603 |
1.0492 |
|
| R3 |
1.0561 |
1.0541 |
1.0475 |
|
| R2 |
1.0499 |
1.0499 |
1.0469 |
|
| R1 |
1.0479 |
1.0479 |
1.0464 |
1.0489 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0443 |
| S1 |
1.0417 |
1.0417 |
1.0452 |
1.0427 |
| S2 |
1.0375 |
1.0375 |
1.0447 |
|
| S3 |
1.0313 |
1.0355 |
1.0441 |
|
| S4 |
1.0251 |
1.0293 |
1.0424 |
|
|
| 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 |
1.0458 |
1.0287 |
0.0171 |
1.6% |
0.0030 |
0.3% |
100% |
True |
False |
26 |
| 10 |
1.0458 |
1.0254 |
0.0204 |
2.0% |
0.0025 |
0.2% |
100% |
True |
False |
14 |
| 20 |
1.0458 |
1.0162 |
0.0296 |
2.8% |
0.0032 |
0.3% |
100% |
True |
False |
13 |
| 40 |
1.0606 |
1.0085 |
0.0521 |
5.0% |
0.0031 |
0.3% |
72% |
False |
False |
20 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0026 |
0.2% |
58% |
False |
False |
14 |
| 80 |
1.1050 |
1.0085 |
0.0965 |
9.2% |
0.0020 |
0.2% |
39% |
False |
False |
11 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.5% |
0.0017 |
0.2% |
37% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0722 |
|
2.618 |
1.0620 |
|
1.618 |
1.0558 |
|
1.000 |
1.0520 |
|
0.618 |
1.0496 |
|
HIGH |
1.0458 |
|
0.618 |
1.0434 |
|
0.500 |
1.0427 |
|
0.382 |
1.0420 |
|
LOW |
1.0396 |
|
0.618 |
1.0358 |
|
1.000 |
1.0334 |
|
1.618 |
1.0296 |
|
2.618 |
1.0234 |
|
4.250 |
1.0133 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0448 |
1.0430 |
| PP |
1.0437 |
1.0401 |
| S1 |
1.0427 |
1.0373 |
|