CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0476 |
1.0450 |
-0.0026 |
-0.2% |
1.0287 |
| High |
1.0487 |
1.0457 |
-0.0030 |
-0.3% |
1.0499 |
| Low |
1.0437 |
1.0431 |
-0.0006 |
-0.1% |
1.0287 |
| Close |
1.0450 |
1.0436 |
-0.0014 |
-0.1% |
1.0450 |
| Range |
0.0050 |
0.0026 |
-0.0024 |
-48.0% |
0.0212 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
37 |
143 |
106 |
286.5% |
82 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0504 |
1.0450 |
|
| R3 |
1.0493 |
1.0478 |
1.0443 |
|
| R2 |
1.0467 |
1.0467 |
1.0441 |
|
| R1 |
1.0452 |
1.0452 |
1.0438 |
1.0447 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0439 |
| S1 |
1.0426 |
1.0426 |
1.0434 |
1.0421 |
| S2 |
1.0415 |
1.0415 |
1.0431 |
|
| S3 |
1.0389 |
1.0400 |
1.0429 |
|
| S4 |
1.0363 |
1.0374 |
1.0422 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.0961 |
1.0567 |
|
| R3 |
1.0836 |
1.0749 |
1.0508 |
|
| R2 |
1.0624 |
1.0624 |
1.0489 |
|
| R1 |
1.0537 |
1.0537 |
1.0469 |
1.0581 |
| PP |
1.0412 |
1.0412 |
1.0412 |
1.0434 |
| S1 |
1.0325 |
1.0325 |
1.0431 |
1.0369 |
| S2 |
1.0200 |
1.0200 |
1.0411 |
|
| S3 |
0.9988 |
1.0113 |
1.0392 |
|
| S4 |
0.9776 |
0.9901 |
1.0333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0499 |
1.0385 |
0.0114 |
1.1% |
0.0041 |
0.4% |
45% |
False |
False |
43 |
| 10 |
1.0499 |
1.0254 |
0.0245 |
2.3% |
0.0034 |
0.3% |
74% |
False |
False |
33 |
| 20 |
1.0499 |
1.0162 |
0.0337 |
3.2% |
0.0033 |
0.3% |
81% |
False |
False |
21 |
| 40 |
1.0550 |
1.0085 |
0.0465 |
4.5% |
0.0032 |
0.3% |
75% |
False |
False |
15 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0027 |
0.3% |
54% |
False |
False |
17 |
| 80 |
1.0935 |
1.0085 |
0.0850 |
8.1% |
0.0021 |
0.2% |
41% |
False |
False |
13 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.5% |
0.0018 |
0.2% |
35% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0525 |
|
1.618 |
1.0499 |
|
1.000 |
1.0483 |
|
0.618 |
1.0473 |
|
HIGH |
1.0457 |
|
0.618 |
1.0447 |
|
0.500 |
1.0444 |
|
0.382 |
1.0441 |
|
LOW |
1.0431 |
|
0.618 |
1.0415 |
|
1.000 |
1.0405 |
|
1.618 |
1.0389 |
|
2.618 |
1.0363 |
|
4.250 |
1.0321 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0444 |
1.0465 |
| PP |
1.0441 |
1.0455 |
| S1 |
1.0439 |
1.0446 |
|