CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0793 |
1.0733 |
-0.0060 |
-0.6% |
1.0809 |
| High |
1.0810 |
1.0785 |
-0.0025 |
-0.2% |
1.0831 |
| Low |
1.0702 |
1.0715 |
0.0013 |
0.1% |
1.0702 |
| Close |
1.0735 |
1.0740 |
0.0005 |
0.0% |
1.0740 |
| Range |
0.0108 |
0.0070 |
-0.0038 |
-35.2% |
0.0129 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
29,389 |
34,730 |
5,341 |
18.2% |
151,646 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0918 |
1.0779 |
|
| R3 |
1.0887 |
1.0848 |
1.0759 |
|
| R2 |
1.0817 |
1.0817 |
1.0753 |
|
| R1 |
1.0778 |
1.0778 |
1.0746 |
1.0798 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0756 |
| S1 |
1.0708 |
1.0708 |
1.0734 |
1.0728 |
| S2 |
1.0677 |
1.0677 |
1.0727 |
|
| S3 |
1.0607 |
1.0638 |
1.0721 |
|
| S4 |
1.0537 |
1.0568 |
1.0702 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1145 |
1.1071 |
1.0811 |
|
| R3 |
1.1016 |
1.0942 |
1.0775 |
|
| R2 |
1.0887 |
1.0887 |
1.0764 |
|
| R1 |
1.0813 |
1.0813 |
1.0752 |
1.0786 |
| PP |
1.0758 |
1.0758 |
1.0758 |
1.0744 |
| S1 |
1.0684 |
1.0684 |
1.0728 |
1.0657 |
| S2 |
1.0629 |
1.0629 |
1.0716 |
|
| S3 |
1.0500 |
1.0555 |
1.0705 |
|
| S4 |
1.0371 |
1.0426 |
1.0669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0831 |
1.0702 |
0.0129 |
1.2% |
0.0071 |
0.7% |
29% |
False |
False |
30,329 |
| 10 |
1.0838 |
1.0560 |
0.0278 |
2.6% |
0.0080 |
0.7% |
65% |
False |
False |
24,731 |
| 20 |
1.0838 |
1.0402 |
0.0436 |
4.1% |
0.0076 |
0.7% |
78% |
False |
False |
12,851 |
| 40 |
1.0838 |
1.0162 |
0.0676 |
6.3% |
0.0055 |
0.5% |
86% |
False |
False |
6,432 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0047 |
0.4% |
87% |
False |
False |
4,295 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0039 |
0.4% |
87% |
False |
False |
3,224 |
| 100 |
1.0989 |
1.0085 |
0.0904 |
8.4% |
0.0031 |
0.3% |
72% |
False |
False |
2,579 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0027 |
0.3% |
66% |
False |
False |
2,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1083 |
|
2.618 |
1.0968 |
|
1.618 |
1.0898 |
|
1.000 |
1.0855 |
|
0.618 |
1.0828 |
|
HIGH |
1.0785 |
|
0.618 |
1.0758 |
|
0.500 |
1.0750 |
|
0.382 |
1.0742 |
|
LOW |
1.0715 |
|
0.618 |
1.0672 |
|
1.000 |
1.0645 |
|
1.618 |
1.0602 |
|
2.618 |
1.0532 |
|
4.250 |
1.0418 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0750 |
1.0759 |
| PP |
1.0747 |
1.0753 |
| S1 |
1.0743 |
1.0746 |
|