CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0731 |
-0.0002 |
0.0% |
1.0809 |
| High |
1.0785 |
1.0740 |
-0.0045 |
-0.4% |
1.0831 |
| Low |
1.0715 |
1.0661 |
-0.0054 |
-0.5% |
1.0702 |
| Close |
1.0740 |
1.0702 |
-0.0038 |
-0.4% |
1.0740 |
| Range |
0.0070 |
0.0079 |
0.0009 |
12.9% |
0.0129 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.6% |
0.0000 |
| Volume |
34,730 |
28,632 |
-6,098 |
-17.6% |
151,646 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0938 |
1.0899 |
1.0745 |
|
| R3 |
1.0859 |
1.0820 |
1.0724 |
|
| R2 |
1.0780 |
1.0780 |
1.0716 |
|
| R1 |
1.0741 |
1.0741 |
1.0709 |
1.0721 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0691 |
| S1 |
1.0662 |
1.0662 |
1.0695 |
1.0642 |
| S2 |
1.0622 |
1.0622 |
1.0688 |
|
| S3 |
1.0543 |
1.0583 |
1.0680 |
|
| S4 |
1.0464 |
1.0504 |
1.0659 |
|
|
| 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 |
1.0661 |
0.0170 |
1.6% |
0.0075 |
0.7% |
24% |
False |
True |
29,805 |
| 10 |
1.0838 |
1.0581 |
0.0257 |
2.4% |
0.0082 |
0.8% |
47% |
False |
False |
26,311 |
| 20 |
1.0838 |
1.0402 |
0.0436 |
4.1% |
0.0077 |
0.7% |
69% |
False |
False |
14,281 |
| 40 |
1.0838 |
1.0162 |
0.0676 |
6.3% |
0.0055 |
0.5% |
80% |
False |
False |
7,148 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0048 |
0.4% |
82% |
False |
False |
4,770 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0040 |
0.4% |
82% |
False |
False |
3,582 |
| 100 |
1.0984 |
1.0085 |
0.0899 |
8.4% |
0.0032 |
0.3% |
69% |
False |
False |
2,865 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0028 |
0.3% |
62% |
False |
False |
2,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.0947 |
|
1.618 |
1.0868 |
|
1.000 |
1.0819 |
|
0.618 |
1.0789 |
|
HIGH |
1.0740 |
|
0.618 |
1.0710 |
|
0.500 |
1.0701 |
|
0.382 |
1.0691 |
|
LOW |
1.0661 |
|
0.618 |
1.0612 |
|
1.000 |
1.0582 |
|
1.618 |
1.0533 |
|
2.618 |
1.0454 |
|
4.250 |
1.0325 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0702 |
1.0736 |
| PP |
1.0701 |
1.0724 |
| S1 |
1.0701 |
1.0713 |
|