CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0489 |
0.0024 |
0.2% |
1.0450 |
| High |
1.0505 |
1.0521 |
0.0016 |
0.2% |
1.0546 |
| Low |
1.0430 |
1.0450 |
0.0020 |
0.2% |
1.0402 |
| Close |
1.0485 |
1.0512 |
0.0027 |
0.3% |
1.0501 |
| Range |
0.0075 |
0.0071 |
-0.0004 |
-5.3% |
0.0144 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1,429 |
4,053 |
2,624 |
183.6% |
1,152 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0707 |
1.0681 |
1.0551 |
|
| R3 |
1.0636 |
1.0610 |
1.0532 |
|
| R2 |
1.0565 |
1.0565 |
1.0525 |
|
| R1 |
1.0539 |
1.0539 |
1.0519 |
1.0552 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0501 |
| S1 |
1.0468 |
1.0468 |
1.0505 |
1.0481 |
| S2 |
1.0423 |
1.0423 |
1.0499 |
|
| S3 |
1.0352 |
1.0397 |
1.0492 |
|
| S4 |
1.0281 |
1.0326 |
1.0473 |
|
|
| 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% |
0.0072 |
0.7% |
71% |
False |
False |
1,375 |
| 10 |
1.0546 |
1.0402 |
0.0144 |
1.4% |
0.0061 |
0.6% |
76% |
False |
False |
745 |
| 20 |
1.0546 |
1.0254 |
0.0292 |
2.8% |
0.0043 |
0.4% |
88% |
False |
False |
379 |
| 40 |
1.0546 |
1.0085 |
0.0461 |
4.4% |
0.0036 |
0.3% |
93% |
False |
False |
194 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.1% |
0.0036 |
0.3% |
66% |
False |
False |
138 |
| 80 |
1.0730 |
1.0085 |
0.0645 |
6.1% |
0.0027 |
0.3% |
66% |
False |
False |
104 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.5% |
0.0022 |
0.2% |
43% |
False |
False |
83 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.8% |
0.0019 |
0.2% |
41% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0823 |
|
2.618 |
1.0707 |
|
1.618 |
1.0636 |
|
1.000 |
1.0592 |
|
0.618 |
1.0565 |
|
HIGH |
1.0521 |
|
0.618 |
1.0494 |
|
0.500 |
1.0486 |
|
0.382 |
1.0477 |
|
LOW |
1.0450 |
|
0.618 |
1.0406 |
|
1.000 |
1.0379 |
|
1.618 |
1.0335 |
|
2.618 |
1.0264 |
|
4.250 |
1.0148 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0503 |
1.0502 |
| PP |
1.0494 |
1.0491 |
| S1 |
1.0486 |
1.0481 |
|