CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0590 |
-0.0020 |
-0.2% |
1.0494 |
| High |
1.0613 |
1.0678 |
0.0065 |
0.6% |
1.0614 |
| Low |
1.0560 |
1.0581 |
0.0021 |
0.2% |
1.0430 |
| Close |
1.0581 |
1.0669 |
0.0088 |
0.8% |
1.0591 |
| Range |
0.0053 |
0.0097 |
0.0044 |
83.0% |
0.0184 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.5% |
0.0000 |
| Volume |
12,833 |
7,184 |
-5,649 |
-44.0% |
8,527 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0934 |
1.0898 |
1.0722 |
|
| R3 |
1.0837 |
1.0801 |
1.0696 |
|
| R2 |
1.0740 |
1.0740 |
1.0687 |
|
| R1 |
1.0704 |
1.0704 |
1.0678 |
1.0722 |
| PP |
1.0643 |
1.0643 |
1.0643 |
1.0652 |
| S1 |
1.0607 |
1.0607 |
1.0660 |
1.0625 |
| S2 |
1.0546 |
1.0546 |
1.0651 |
|
| S3 |
1.0449 |
1.0510 |
1.0642 |
|
| S4 |
1.0352 |
1.0413 |
1.0616 |
|
|
| 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 |
1.0678 |
1.0430 |
0.0248 |
2.3% |
0.0091 |
0.9% |
96% |
True |
False |
5,554 |
| 10 |
1.0678 |
1.0402 |
0.0276 |
2.6% |
0.0080 |
0.7% |
97% |
True |
False |
2,955 |
| 20 |
1.0678 |
1.0254 |
0.0424 |
4.0% |
0.0057 |
0.5% |
98% |
True |
False |
1,494 |
| 40 |
1.0678 |
1.0085 |
0.0593 |
5.6% |
0.0042 |
0.4% |
98% |
True |
False |
751 |
| 60 |
1.0678 |
1.0085 |
0.0593 |
5.6% |
0.0038 |
0.4% |
98% |
True |
False |
510 |
| 80 |
1.0730 |
1.0085 |
0.0645 |
6.0% |
0.0031 |
0.3% |
91% |
False |
False |
382 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0025 |
0.2% |
59% |
False |
False |
306 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.7% |
0.0022 |
0.2% |
57% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0932 |
|
1.618 |
1.0835 |
|
1.000 |
1.0775 |
|
0.618 |
1.0738 |
|
HIGH |
1.0678 |
|
0.618 |
1.0641 |
|
0.500 |
1.0630 |
|
0.382 |
1.0618 |
|
LOW |
1.0581 |
|
0.618 |
1.0521 |
|
1.000 |
1.0484 |
|
1.618 |
1.0424 |
|
2.618 |
1.0327 |
|
4.250 |
1.0169 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0656 |
1.0635 |
| PP |
1.0643 |
1.0601 |
| S1 |
1.0630 |
1.0567 |
|