CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0731 |
1.0702 |
-0.0029 |
-0.3% |
1.0809 |
| High |
1.0740 |
1.0733 |
-0.0007 |
-0.1% |
1.0831 |
| Low |
1.0661 |
1.0669 |
0.0008 |
0.1% |
1.0702 |
| Close |
1.0702 |
1.0696 |
-0.0006 |
-0.1% |
1.0740 |
| Range |
0.0079 |
0.0064 |
-0.0015 |
-19.0% |
0.0129 |
| ATR |
0.0073 |
0.0073 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
28,632 |
29,496 |
864 |
3.0% |
151,646 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0891 |
1.0858 |
1.0731 |
|
| R3 |
1.0827 |
1.0794 |
1.0714 |
|
| R2 |
1.0763 |
1.0763 |
1.0708 |
|
| R1 |
1.0730 |
1.0730 |
1.0702 |
1.0715 |
| PP |
1.0699 |
1.0699 |
1.0699 |
1.0692 |
| S1 |
1.0666 |
1.0666 |
1.0690 |
1.0651 |
| S2 |
1.0635 |
1.0635 |
1.0684 |
|
| S3 |
1.0571 |
1.0602 |
1.0678 |
|
| S4 |
1.0507 |
1.0538 |
1.0661 |
|
|
| 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 |
1.0816 |
1.0661 |
0.0155 |
1.4% |
0.0075 |
0.7% |
23% |
False |
False |
30,218 |
| 10 |
1.0838 |
1.0627 |
0.0211 |
2.0% |
0.0079 |
0.7% |
33% |
False |
False |
28,543 |
| 20 |
1.0838 |
1.0402 |
0.0436 |
4.1% |
0.0079 |
0.7% |
67% |
False |
False |
15,749 |
| 40 |
1.0838 |
1.0162 |
0.0676 |
6.3% |
0.0056 |
0.5% |
79% |
False |
False |
7,885 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0048 |
0.4% |
81% |
False |
False |
5,259 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0040 |
0.4% |
81% |
False |
False |
3,950 |
| 100 |
1.0935 |
1.0085 |
0.0850 |
7.9% |
0.0033 |
0.3% |
72% |
False |
False |
3,160 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0028 |
0.3% |
61% |
False |
False |
2,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1005 |
|
2.618 |
1.0901 |
|
1.618 |
1.0837 |
|
1.000 |
1.0797 |
|
0.618 |
1.0773 |
|
HIGH |
1.0733 |
|
0.618 |
1.0709 |
|
0.500 |
1.0701 |
|
0.382 |
1.0693 |
|
LOW |
1.0669 |
|
0.618 |
1.0629 |
|
1.000 |
1.0605 |
|
1.618 |
1.0565 |
|
2.618 |
1.0501 |
|
4.250 |
1.0397 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0701 |
1.0723 |
| PP |
1.0699 |
1.0714 |
| S1 |
1.0698 |
1.0705 |
|