CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0668 |
0.0078 |
0.7% |
1.0494 |
| High |
1.0678 |
1.0720 |
0.0042 |
0.4% |
1.0614 |
| Low |
1.0581 |
1.0647 |
0.0066 |
0.6% |
1.0430 |
| Close |
1.0669 |
1.0683 |
0.0014 |
0.1% |
1.0591 |
| Range |
0.0097 |
0.0073 |
-0.0024 |
-24.7% |
0.0184 |
| ATR |
0.0067 |
0.0068 |
0.0000 |
0.6% |
0.0000 |
| Volume |
7,184 |
19,016 |
11,832 |
164.7% |
8,527 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0902 |
1.0866 |
1.0723 |
|
| R3 |
1.0829 |
1.0793 |
1.0703 |
|
| R2 |
1.0756 |
1.0756 |
1.0696 |
|
| R1 |
1.0720 |
1.0720 |
1.0690 |
1.0738 |
| PP |
1.0683 |
1.0683 |
1.0683 |
1.0693 |
| S1 |
1.0647 |
1.0647 |
1.0676 |
1.0665 |
| S2 |
1.0610 |
1.0610 |
1.0670 |
|
| S3 |
1.0537 |
1.0574 |
1.0663 |
|
| S4 |
1.0464 |
1.0501 |
1.0643 |
|
|
| 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 |
1.0720 |
1.0450 |
0.0270 |
2.5% |
0.0090 |
0.8% |
86% |
True |
False |
9,071 |
| 10 |
1.0720 |
1.0430 |
0.0290 |
2.7% |
0.0078 |
0.7% |
87% |
True |
False |
4,825 |
| 20 |
1.0720 |
1.0254 |
0.0466 |
4.4% |
0.0059 |
0.6% |
92% |
True |
False |
2,444 |
| 40 |
1.0720 |
1.0085 |
0.0635 |
5.9% |
0.0044 |
0.4% |
94% |
True |
False |
1,226 |
| 60 |
1.0720 |
1.0085 |
0.0635 |
5.9% |
0.0039 |
0.4% |
94% |
True |
False |
827 |
| 80 |
1.0730 |
1.0085 |
0.0645 |
6.0% |
0.0032 |
0.3% |
93% |
False |
False |
620 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0026 |
0.2% |
60% |
False |
False |
496 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.7% |
0.0022 |
0.2% |
58% |
False |
False |
414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1030 |
|
2.618 |
1.0911 |
|
1.618 |
1.0838 |
|
1.000 |
1.0793 |
|
0.618 |
1.0765 |
|
HIGH |
1.0720 |
|
0.618 |
1.0692 |
|
0.500 |
1.0684 |
|
0.382 |
1.0675 |
|
LOW |
1.0647 |
|
0.618 |
1.0602 |
|
1.000 |
1.0574 |
|
1.618 |
1.0529 |
|
2.618 |
1.0456 |
|
4.250 |
1.0337 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0684 |
1.0669 |
| PP |
1.0683 |
1.0654 |
| S1 |
1.0683 |
1.0640 |
|