CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0809 |
1.0792 |
-0.0017 |
-0.2% |
1.0610 |
| High |
1.0829 |
1.0831 |
0.0002 |
0.0% |
1.0838 |
| Low |
1.0770 |
1.0771 |
0.0001 |
0.0% |
1.0560 |
| Close |
1.0791 |
1.0774 |
-0.0017 |
-0.2% |
1.0801 |
| Range |
0.0059 |
0.0060 |
0.0001 |
1.7% |
0.0278 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
31,250 |
27,431 |
-3,819 |
-12.2% |
95,673 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0933 |
1.0807 |
|
| R3 |
1.0912 |
1.0873 |
1.0791 |
|
| R2 |
1.0852 |
1.0852 |
1.0785 |
|
| R1 |
1.0813 |
1.0813 |
1.0780 |
1.0803 |
| PP |
1.0792 |
1.0792 |
1.0792 |
1.0787 |
| S1 |
1.0753 |
1.0753 |
1.0769 |
1.0743 |
| S2 |
1.0732 |
1.0732 |
1.0763 |
|
| S3 |
1.0672 |
1.0693 |
1.0758 |
|
| S4 |
1.0612 |
1.0633 |
1.0741 |
|
|
| 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 |
1.0627 |
0.0211 |
2.0% |
0.0083 |
0.8% |
70% |
False |
False |
26,867 |
| 10 |
1.0838 |
1.0430 |
0.0408 |
3.8% |
0.0087 |
0.8% |
84% |
False |
False |
16,210 |
| 20 |
1.0838 |
1.0385 |
0.0453 |
4.2% |
0.0071 |
0.7% |
86% |
False |
False |
8,205 |
| 40 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0050 |
0.5% |
92% |
False |
False |
4,108 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0044 |
0.4% |
92% |
False |
False |
2,749 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0036 |
0.3% |
92% |
False |
False |
2,062 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.2% |
0.0029 |
0.3% |
69% |
False |
False |
1,649 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.6% |
0.0025 |
0.2% |
67% |
False |
False |
1,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1086 |
|
2.618 |
1.0988 |
|
1.618 |
1.0928 |
|
1.000 |
1.0891 |
|
0.618 |
1.0868 |
|
HIGH |
1.0831 |
|
0.618 |
1.0808 |
|
0.500 |
1.0801 |
|
0.382 |
1.0794 |
|
LOW |
1.0771 |
|
0.618 |
1.0734 |
|
1.000 |
1.0711 |
|
1.618 |
1.0674 |
|
2.618 |
1.0614 |
|
4.250 |
1.0516 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0801 |
1.0773 |
| PP |
1.0792 |
1.0772 |
| S1 |
1.0783 |
1.0771 |
|