CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0494 |
1.0465 |
-0.0029 |
-0.3% |
1.0450 |
| High |
1.0531 |
1.0505 |
-0.0026 |
-0.2% |
1.0546 |
| Low |
1.0475 |
1.0430 |
-0.0045 |
-0.4% |
1.0402 |
| Close |
1.0486 |
1.0485 |
-0.0001 |
0.0% |
1.0501 |
| Range |
0.0056 |
0.0075 |
0.0019 |
33.9% |
0.0144 |
| ATR |
0.0056 |
0.0058 |
0.0001 |
2.4% |
0.0000 |
| Volume |
772 |
1,429 |
657 |
85.1% |
1,152 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0698 |
1.0667 |
1.0526 |
|
| R3 |
1.0623 |
1.0592 |
1.0506 |
|
| R2 |
1.0548 |
1.0548 |
1.0499 |
|
| R1 |
1.0517 |
1.0517 |
1.0492 |
1.0533 |
| PP |
1.0473 |
1.0473 |
1.0473 |
1.0481 |
| S1 |
1.0442 |
1.0442 |
1.0478 |
1.0458 |
| S2 |
1.0398 |
1.0398 |
1.0471 |
|
| S3 |
1.0323 |
1.0367 |
1.0464 |
|
| S4 |
1.0248 |
1.0292 |
1.0444 |
|
|
| 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 |
1.0430 |
0.0116 |
1.1% |
0.0065 |
0.6% |
47% |
False |
True |
580 |
| 10 |
1.0546 |
1.0396 |
0.0150 |
1.4% |
0.0060 |
0.6% |
59% |
False |
False |
342 |
| 20 |
1.0546 |
1.0254 |
0.0292 |
2.8% |
0.0039 |
0.4% |
79% |
False |
False |
177 |
| 40 |
1.0546 |
1.0085 |
0.0461 |
4.4% |
0.0036 |
0.3% |
87% |
False |
False |
93 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0034 |
0.3% |
62% |
False |
False |
71 |
| 80 |
1.0736 |
1.0085 |
0.0651 |
6.2% |
0.0026 |
0.2% |
61% |
False |
False |
53 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.5% |
0.0022 |
0.2% |
40% |
False |
False |
43 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.8% |
0.0018 |
0.2% |
39% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0824 |
|
2.618 |
1.0701 |
|
1.618 |
1.0626 |
|
1.000 |
1.0580 |
|
0.618 |
1.0551 |
|
HIGH |
1.0505 |
|
0.618 |
1.0476 |
|
0.500 |
1.0468 |
|
0.382 |
1.0459 |
|
LOW |
1.0430 |
|
0.618 |
1.0384 |
|
1.000 |
1.0355 |
|
1.618 |
1.0309 |
|
2.618 |
1.0234 |
|
4.250 |
1.0111 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0479 |
1.0488 |
| PP |
1.0473 |
1.0487 |
| S1 |
1.0468 |
1.0486 |
|