CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0442 |
-0.0008 |
-0.1% |
1.0287 |
| High |
1.0457 |
1.0493 |
0.0036 |
0.3% |
1.0499 |
| Low |
1.0431 |
1.0402 |
-0.0029 |
-0.3% |
1.0287 |
| Close |
1.0436 |
1.0486 |
0.0050 |
0.5% |
1.0450 |
| Range |
0.0026 |
0.0091 |
0.0065 |
250.0% |
0.0212 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
5.6% |
0.0000 |
| Volume |
143 |
310 |
167 |
116.8% |
82 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0701 |
1.0536 |
|
| R3 |
1.0642 |
1.0610 |
1.0511 |
|
| R2 |
1.0551 |
1.0551 |
1.0503 |
|
| R1 |
1.0519 |
1.0519 |
1.0494 |
1.0535 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0469 |
| S1 |
1.0428 |
1.0428 |
1.0478 |
1.0444 |
| S2 |
1.0369 |
1.0369 |
1.0469 |
|
| S3 |
1.0278 |
1.0337 |
1.0461 |
|
| S4 |
1.0187 |
1.0246 |
1.0436 |
|
|
| 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 |
1.0396 |
0.0103 |
1.0% |
0.0054 |
0.5% |
87% |
False |
False |
104 |
| 10 |
1.0499 |
1.0254 |
0.0245 |
2.3% |
0.0040 |
0.4% |
95% |
False |
False |
64 |
| 20 |
1.0499 |
1.0162 |
0.0337 |
3.2% |
0.0035 |
0.3% |
96% |
False |
False |
36 |
| 40 |
1.0550 |
1.0085 |
0.0465 |
4.4% |
0.0035 |
0.3% |
86% |
False |
False |
22 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0029 |
0.3% |
62% |
False |
False |
23 |
| 80 |
1.0903 |
1.0085 |
0.0818 |
7.8% |
0.0022 |
0.2% |
49% |
False |
False |
17 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.5% |
0.0019 |
0.2% |
40% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0880 |
|
2.618 |
1.0731 |
|
1.618 |
1.0640 |
|
1.000 |
1.0584 |
|
0.618 |
1.0549 |
|
HIGH |
1.0493 |
|
0.618 |
1.0458 |
|
0.500 |
1.0448 |
|
0.382 |
1.0437 |
|
LOW |
1.0402 |
|
0.618 |
1.0346 |
|
1.000 |
1.0311 |
|
1.618 |
1.0255 |
|
2.618 |
1.0164 |
|
4.250 |
1.0015 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0473 |
1.0473 |
| PP |
1.0460 |
1.0460 |
| S1 |
1.0448 |
1.0448 |
|