CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0496 |
1.0610 |
0.0114 |
1.1% |
1.0494 |
| High |
1.0614 |
1.0613 |
-0.0001 |
0.0% |
1.0614 |
| Low |
1.0456 |
1.0560 |
0.0104 |
1.0% |
1.0430 |
| Close |
1.0591 |
1.0581 |
-0.0010 |
-0.1% |
1.0591 |
| Range |
0.0158 |
0.0053 |
-0.0105 |
-66.5% |
0.0184 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
2,273 |
12,833 |
10,560 |
464.6% |
8,527 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0744 |
1.0715 |
1.0610 |
|
| R3 |
1.0691 |
1.0662 |
1.0596 |
|
| R2 |
1.0638 |
1.0638 |
1.0591 |
|
| R1 |
1.0609 |
1.0609 |
1.0586 |
1.0597 |
| PP |
1.0585 |
1.0585 |
1.0585 |
1.0579 |
| S1 |
1.0556 |
1.0556 |
1.0576 |
1.0544 |
| S2 |
1.0532 |
1.0532 |
1.0571 |
|
| S3 |
1.0479 |
1.0503 |
1.0566 |
|
| S4 |
1.0426 |
1.0450 |
1.0552 |
|
|
| 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% |
0.0083 |
0.8% |
82% |
False |
False |
4,272 |
| 10 |
1.0614 |
1.0402 |
0.0212 |
2.0% |
0.0073 |
0.7% |
84% |
False |
False |
2,251 |
| 20 |
1.0614 |
1.0254 |
0.0360 |
3.4% |
0.0052 |
0.5% |
91% |
False |
False |
1,135 |
| 40 |
1.0614 |
1.0085 |
0.0529 |
5.0% |
0.0041 |
0.4% |
94% |
False |
False |
571 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.1% |
0.0039 |
0.4% |
77% |
False |
False |
390 |
| 80 |
1.0730 |
1.0085 |
0.0645 |
6.1% |
0.0029 |
0.3% |
77% |
False |
False |
293 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.4% |
0.0024 |
0.2% |
50% |
False |
False |
234 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.8% |
0.0021 |
0.2% |
48% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0838 |
|
2.618 |
1.0752 |
|
1.618 |
1.0699 |
|
1.000 |
1.0666 |
|
0.618 |
1.0646 |
|
HIGH |
1.0613 |
|
0.618 |
1.0593 |
|
0.500 |
1.0587 |
|
0.382 |
1.0580 |
|
LOW |
1.0560 |
|
0.618 |
1.0527 |
|
1.000 |
1.0507 |
|
1.618 |
1.0474 |
|
2.618 |
1.0421 |
|
4.250 |
1.0335 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0587 |
1.0565 |
| PP |
1.0585 |
1.0548 |
| S1 |
1.0583 |
1.0532 |
|