CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0668 |
1.0684 |
0.0016 |
0.1% |
1.0494 |
| High |
1.0720 |
1.0713 |
-0.0007 |
-0.1% |
1.0614 |
| Low |
1.0647 |
1.0627 |
-0.0020 |
-0.2% |
1.0430 |
| Close |
1.0683 |
1.0712 |
0.0029 |
0.3% |
1.0591 |
| Range |
0.0073 |
0.0086 |
0.0013 |
17.8% |
0.0184 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
2.0% |
0.0000 |
| Volume |
19,016 |
16,418 |
-2,598 |
-13.7% |
8,527 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0913 |
1.0759 |
|
| R3 |
1.0856 |
1.0827 |
1.0736 |
|
| R2 |
1.0770 |
1.0770 |
1.0728 |
|
| R1 |
1.0741 |
1.0741 |
1.0720 |
1.0756 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0691 |
| S1 |
1.0655 |
1.0655 |
1.0704 |
1.0670 |
| S2 |
1.0598 |
1.0598 |
1.0696 |
|
| S3 |
1.0512 |
1.0569 |
1.0688 |
|
| S4 |
1.0426 |
1.0483 |
1.0665 |
|
|
| 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 |
1.0456 |
0.0264 |
2.5% |
0.0093 |
0.9% |
97% |
False |
False |
11,544 |
| 10 |
1.0720 |
1.0430 |
0.0290 |
2.7% |
0.0083 |
0.8% |
97% |
False |
False |
6,460 |
| 20 |
1.0720 |
1.0287 |
0.0433 |
4.0% |
0.0061 |
0.6% |
98% |
False |
False |
3,265 |
| 40 |
1.0720 |
1.0085 |
0.0635 |
5.9% |
0.0045 |
0.4% |
99% |
False |
False |
1,636 |
| 60 |
1.0720 |
1.0085 |
0.0635 |
5.9% |
0.0041 |
0.4% |
99% |
False |
False |
1,100 |
| 80 |
1.0730 |
1.0085 |
0.0645 |
6.0% |
0.0033 |
0.3% |
97% |
False |
False |
825 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0026 |
0.2% |
63% |
False |
False |
660 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.6% |
0.0023 |
0.2% |
61% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.0938 |
|
1.618 |
1.0852 |
|
1.000 |
1.0799 |
|
0.618 |
1.0766 |
|
HIGH |
1.0713 |
|
0.618 |
1.0680 |
|
0.500 |
1.0670 |
|
0.382 |
1.0660 |
|
LOW |
1.0627 |
|
0.618 |
1.0574 |
|
1.000 |
1.0541 |
|
1.618 |
1.0488 |
|
2.618 |
1.0402 |
|
4.250 |
1.0262 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0698 |
1.0692 |
| PP |
1.0684 |
1.0671 |
| S1 |
1.0670 |
1.0651 |
|