CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0496 |
0.0007 |
0.1% |
1.0494 |
| High |
1.0521 |
1.0614 |
0.0093 |
0.9% |
1.0614 |
| Low |
1.0450 |
1.0456 |
0.0006 |
0.1% |
1.0430 |
| Close |
1.0512 |
1.0591 |
0.0079 |
0.8% |
1.0591 |
| Range |
0.0071 |
0.0158 |
0.0087 |
122.5% |
0.0184 |
| ATR |
0.0059 |
0.0066 |
0.0007 |
12.1% |
0.0000 |
| Volume |
4,053 |
2,273 |
-1,780 |
-43.9% |
8,527 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.0967 |
1.0678 |
|
| R3 |
1.0870 |
1.0809 |
1.0634 |
|
| R2 |
1.0712 |
1.0712 |
1.0620 |
|
| R1 |
1.0651 |
1.0651 |
1.0605 |
1.0682 |
| PP |
1.0554 |
1.0554 |
1.0554 |
1.0569 |
| S1 |
1.0493 |
1.0493 |
1.0577 |
1.0524 |
| S2 |
1.0396 |
1.0396 |
1.0562 |
|
| S3 |
1.0238 |
1.0335 |
1.0548 |
|
| S4 |
1.0080 |
1.0177 |
1.0504 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1097 |
1.1028 |
1.0692 |
|
| R3 |
1.0913 |
1.0844 |
1.0642 |
|
| R2 |
1.0729 |
1.0729 |
1.0625 |
|
| R1 |
1.0660 |
1.0660 |
1.0608 |
1.0695 |
| PP |
1.0545 |
1.0545 |
1.0545 |
1.0562 |
| S1 |
1.0476 |
1.0476 |
1.0574 |
1.0511 |
| S2 |
1.0361 |
1.0361 |
1.0557 |
|
| S3 |
1.0177 |
1.0292 |
1.0540 |
|
| S4 |
0.9993 |
1.0108 |
1.0490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0614 |
1.0430 |
0.0184 |
1.7% |
0.0094 |
0.9% |
88% |
True |
False |
1,825 |
| 10 |
1.0614 |
1.0402 |
0.0212 |
2.0% |
0.0072 |
0.7% |
89% |
True |
False |
971 |
| 20 |
1.0614 |
1.0254 |
0.0360 |
3.4% |
0.0050 |
0.5% |
94% |
True |
False |
493 |
| 40 |
1.0614 |
1.0085 |
0.0529 |
5.0% |
0.0040 |
0.4% |
96% |
True |
False |
251 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.1% |
0.0038 |
0.4% |
78% |
False |
False |
176 |
| 80 |
1.0730 |
1.0085 |
0.0645 |
6.1% |
0.0029 |
0.3% |
78% |
False |
False |
132 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.4% |
0.0023 |
0.2% |
51% |
False |
False |
106 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.7% |
0.0020 |
0.2% |
49% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1286 |
|
2.618 |
1.1028 |
|
1.618 |
1.0870 |
|
1.000 |
1.0772 |
|
0.618 |
1.0712 |
|
HIGH |
1.0614 |
|
0.618 |
1.0554 |
|
0.500 |
1.0535 |
|
0.382 |
1.0516 |
|
LOW |
1.0456 |
|
0.618 |
1.0358 |
|
1.000 |
1.0298 |
|
1.618 |
1.0200 |
|
2.618 |
1.0042 |
|
4.250 |
0.9785 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0572 |
1.0568 |
| PP |
1.0554 |
1.0545 |
| S1 |
1.0535 |
1.0522 |
|