CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0442 |
1.0481 |
0.0039 |
0.4% |
1.0287 |
| High |
1.0493 |
1.0487 |
-0.0006 |
-0.1% |
1.0499 |
| Low |
1.0402 |
1.0450 |
0.0048 |
0.5% |
1.0287 |
| Close |
1.0486 |
1.0454 |
-0.0032 |
-0.3% |
1.0450 |
| Range |
0.0091 |
0.0037 |
-0.0054 |
-59.3% |
0.0212 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
310 |
76 |
-234 |
-75.5% |
82 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0575 |
1.0551 |
1.0474 |
|
| R3 |
1.0538 |
1.0514 |
1.0464 |
|
| R2 |
1.0501 |
1.0501 |
1.0461 |
|
| R1 |
1.0477 |
1.0477 |
1.0457 |
1.0471 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0460 |
| S1 |
1.0440 |
1.0440 |
1.0451 |
1.0434 |
| S2 |
1.0427 |
1.0427 |
1.0447 |
|
| S3 |
1.0390 |
1.0403 |
1.0444 |
|
| S4 |
1.0353 |
1.0366 |
1.0434 |
|
|
| 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 |
1.0402 |
0.0097 |
0.9% |
0.0049 |
0.5% |
54% |
False |
False |
115 |
| 10 |
1.0499 |
1.0287 |
0.0212 |
2.0% |
0.0040 |
0.4% |
79% |
False |
False |
71 |
| 20 |
1.0499 |
1.0162 |
0.0337 |
3.2% |
0.0034 |
0.3% |
87% |
False |
False |
37 |
| 40 |
1.0506 |
1.0085 |
0.0421 |
4.0% |
0.0036 |
0.3% |
88% |
False |
False |
24 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0030 |
0.3% |
57% |
False |
False |
24 |
| 80 |
1.0886 |
1.0085 |
0.0801 |
7.7% |
0.0023 |
0.2% |
46% |
False |
False |
18 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.5% |
0.0019 |
0.2% |
37% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0644 |
|
2.618 |
1.0584 |
|
1.618 |
1.0547 |
|
1.000 |
1.0524 |
|
0.618 |
1.0510 |
|
HIGH |
1.0487 |
|
0.618 |
1.0473 |
|
0.500 |
1.0469 |
|
0.382 |
1.0464 |
|
LOW |
1.0450 |
|
0.618 |
1.0427 |
|
1.000 |
1.0413 |
|
1.618 |
1.0390 |
|
2.618 |
1.0353 |
|
4.250 |
1.0293 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0452 |
| PP |
1.0464 |
1.0450 |
| S1 |
1.0459 |
1.0448 |
|