CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0707 |
1.0809 |
0.0102 |
1.0% |
1.0610 |
| High |
1.0838 |
1.0829 |
-0.0009 |
-0.1% |
1.0838 |
| Low |
1.0703 |
1.0770 |
0.0067 |
0.6% |
1.0560 |
| Close |
1.0801 |
1.0791 |
-0.0010 |
-0.1% |
1.0801 |
| Range |
0.0135 |
0.0059 |
-0.0076 |
-56.3% |
0.0278 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
40,222 |
31,250 |
-8,972 |
-22.3% |
95,673 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0941 |
1.0823 |
|
| R3 |
1.0915 |
1.0882 |
1.0807 |
|
| R2 |
1.0856 |
1.0856 |
1.0802 |
|
| R1 |
1.0823 |
1.0823 |
1.0796 |
1.0810 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0790 |
| S1 |
1.0764 |
1.0764 |
1.0786 |
1.0751 |
| S2 |
1.0738 |
1.0738 |
1.0780 |
|
| S3 |
1.0679 |
1.0705 |
1.0775 |
|
| S4 |
1.0620 |
1.0646 |
1.0759 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1462 |
1.0954 |
|
| R3 |
1.1289 |
1.1184 |
1.0877 |
|
| R2 |
1.1011 |
1.1011 |
1.0852 |
|
| R1 |
1.0906 |
1.0906 |
1.0826 |
1.0959 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0759 |
| S1 |
1.0628 |
1.0628 |
1.0776 |
1.0681 |
| S2 |
1.0455 |
1.0455 |
1.0750 |
|
| S3 |
1.0177 |
1.0350 |
1.0725 |
|
| S4 |
0.9899 |
1.0072 |
1.0648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0838 |
1.0581 |
0.0257 |
2.4% |
0.0090 |
0.8% |
82% |
False |
False |
22,818 |
| 10 |
1.0838 |
1.0430 |
0.0408 |
3.8% |
0.0086 |
0.8% |
88% |
False |
False |
13,545 |
| 20 |
1.0838 |
1.0287 |
0.0551 |
5.1% |
0.0069 |
0.6% |
91% |
False |
False |
6,834 |
| 40 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0049 |
0.5% |
94% |
False |
False |
3,423 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0043 |
0.4% |
94% |
False |
False |
2,291 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0035 |
0.3% |
94% |
False |
False |
1,719 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.2% |
0.0028 |
0.3% |
71% |
False |
False |
1,375 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.6% |
0.0025 |
0.2% |
68% |
False |
False |
1,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.0983 |
|
1.618 |
1.0924 |
|
1.000 |
1.0888 |
|
0.618 |
1.0865 |
|
HIGH |
1.0829 |
|
0.618 |
1.0806 |
|
0.500 |
1.0800 |
|
0.382 |
1.0793 |
|
LOW |
1.0770 |
|
0.618 |
1.0734 |
|
1.000 |
1.0711 |
|
1.618 |
1.0675 |
|
2.618 |
1.0616 |
|
4.250 |
1.0519 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0800 |
1.0772 |
| PP |
1.0797 |
1.0752 |
| S1 |
1.0794 |
1.0733 |
|