CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0420 |
1.0458 |
0.0038 |
0.4% |
1.0310 |
| High |
1.0458 |
1.0499 |
0.0041 |
0.4% |
1.0322 |
| Low |
1.0396 |
1.0458 |
0.0062 |
0.6% |
1.0254 |
| Close |
1.0458 |
1.0487 |
0.0029 |
0.3% |
1.0288 |
| Range |
0.0062 |
0.0041 |
-0.0021 |
-33.9% |
0.0068 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
18 |
13 |
-5 |
-27.8% |
107 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0604 |
1.0587 |
1.0510 |
|
| R3 |
1.0563 |
1.0546 |
1.0498 |
|
| R2 |
1.0522 |
1.0522 |
1.0495 |
|
| R1 |
1.0505 |
1.0505 |
1.0491 |
1.0514 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0486 |
| S1 |
1.0464 |
1.0464 |
1.0483 |
1.0473 |
| S2 |
1.0440 |
1.0440 |
1.0479 |
|
| S3 |
1.0399 |
1.0423 |
1.0476 |
|
| S4 |
1.0358 |
1.0382 |
1.0464 |
|
|
| 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 |
1.0499 |
1.0287 |
0.0212 |
2.0% |
0.0035 |
0.3% |
94% |
True |
False |
25 |
| 10 |
1.0499 |
1.0254 |
0.0245 |
2.3% |
0.0027 |
0.3% |
95% |
True |
False |
15 |
| 20 |
1.0499 |
1.0162 |
0.0337 |
3.2% |
0.0034 |
0.3% |
96% |
True |
False |
13 |
| 40 |
1.0606 |
1.0085 |
0.0521 |
5.0% |
0.0032 |
0.3% |
77% |
False |
False |
17 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0026 |
0.2% |
62% |
False |
False |
14 |
| 80 |
1.0989 |
1.0085 |
0.0904 |
8.6% |
0.0020 |
0.2% |
44% |
False |
False |
11 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.5% |
0.0017 |
0.2% |
40% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0673 |
|
2.618 |
1.0606 |
|
1.618 |
1.0565 |
|
1.000 |
1.0540 |
|
0.618 |
1.0524 |
|
HIGH |
1.0499 |
|
0.618 |
1.0483 |
|
0.500 |
1.0479 |
|
0.382 |
1.0474 |
|
LOW |
1.0458 |
|
0.618 |
1.0433 |
|
1.000 |
1.0417 |
|
1.618 |
1.0392 |
|
2.618 |
1.0351 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0472 |
| PP |
1.0481 |
1.0457 |
| S1 |
1.0479 |
1.0442 |
|