CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0461 |
1.0443 |
-0.0018 |
-0.2% |
1.0450 |
| High |
1.0479 |
1.0546 |
0.0067 |
0.6% |
1.0546 |
| Low |
1.0432 |
1.0435 |
0.0003 |
0.0% |
1.0402 |
| Close |
1.0438 |
1.0501 |
0.0063 |
0.6% |
1.0501 |
| Range |
0.0047 |
0.0111 |
0.0064 |
136.2% |
0.0144 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
8.1% |
0.0000 |
| Volume |
21 |
602 |
581 |
2,766.7% |
1,152 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0827 |
1.0775 |
1.0562 |
|
| R3 |
1.0716 |
1.0664 |
1.0532 |
|
| R2 |
1.0605 |
1.0605 |
1.0521 |
|
| R1 |
1.0553 |
1.0553 |
1.0511 |
1.0579 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0507 |
| S1 |
1.0442 |
1.0442 |
1.0491 |
1.0468 |
| S2 |
1.0383 |
1.0383 |
1.0481 |
|
| S3 |
1.0272 |
1.0331 |
1.0470 |
|
| S4 |
1.0161 |
1.0220 |
1.0440 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0852 |
1.0580 |
|
| R3 |
1.0771 |
1.0708 |
1.0541 |
|
| R2 |
1.0627 |
1.0627 |
1.0527 |
|
| R1 |
1.0564 |
1.0564 |
1.0514 |
1.0596 |
| PP |
1.0483 |
1.0483 |
1.0483 |
1.0499 |
| S1 |
1.0420 |
1.0420 |
1.0488 |
1.0452 |
| S2 |
1.0339 |
1.0339 |
1.0475 |
|
| S3 |
1.0195 |
1.0276 |
1.0461 |
|
| S4 |
1.0051 |
1.0132 |
1.0422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0546 |
1.0402 |
0.0144 |
1.4% |
0.0062 |
0.6% |
69% |
True |
False |
230 |
| 10 |
1.0546 |
1.0287 |
0.0259 |
2.5% |
0.0051 |
0.5% |
83% |
True |
False |
123 |
| 20 |
1.0546 |
1.0254 |
0.0292 |
2.8% |
0.0034 |
0.3% |
85% |
True |
False |
68 |
| 40 |
1.0546 |
1.0085 |
0.0461 |
4.4% |
0.0033 |
0.3% |
90% |
True |
False |
39 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.1% |
0.0032 |
0.3% |
64% |
False |
False |
34 |
| 80 |
1.0822 |
1.0085 |
0.0737 |
7.0% |
0.0024 |
0.2% |
56% |
False |
False |
26 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.5% |
0.0021 |
0.2% |
42% |
False |
False |
21 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.8% |
0.0018 |
0.2% |
40% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1018 |
|
2.618 |
1.0837 |
|
1.618 |
1.0726 |
|
1.000 |
1.0657 |
|
0.618 |
1.0615 |
|
HIGH |
1.0546 |
|
0.618 |
1.0504 |
|
0.500 |
1.0491 |
|
0.382 |
1.0477 |
|
LOW |
1.0435 |
|
0.618 |
1.0366 |
|
1.000 |
1.0324 |
|
1.618 |
1.0255 |
|
2.618 |
1.0144 |
|
4.250 |
0.9963 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0498 |
1.0497 |
| PP |
1.0494 |
1.0493 |
| S1 |
1.0491 |
1.0489 |
|