CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0189 |
1.0153 |
-0.0036 |
-0.4% |
1.0252 |
| High |
1.0312 |
1.0324 |
0.0012 |
0.1% |
1.0324 |
| Low |
1.0112 |
1.0139 |
0.0027 |
0.3% |
1.0112 |
| Close |
1.0142 |
1.0309 |
0.0167 |
1.6% |
1.0309 |
| Range |
0.0200 |
0.0185 |
-0.0015 |
-7.5% |
0.0212 |
| ATR |
0.0105 |
0.0110 |
0.0006 |
5.5% |
0.0000 |
| Volume |
85,257 |
50,158 |
-35,099 |
-41.2% |
233,884 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0746 |
1.0411 |
|
| R3 |
1.0627 |
1.0561 |
1.0360 |
|
| R2 |
1.0442 |
1.0442 |
1.0343 |
|
| R1 |
1.0376 |
1.0376 |
1.0326 |
1.0409 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0274 |
| S1 |
1.0191 |
1.0191 |
1.0292 |
1.0224 |
| S2 |
1.0072 |
1.0072 |
1.0275 |
|
| S3 |
0.9887 |
1.0006 |
1.0258 |
|
| S4 |
0.9702 |
0.9821 |
1.0207 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0809 |
1.0426 |
|
| R3 |
1.0672 |
1.0597 |
1.0367 |
|
| R2 |
1.0460 |
1.0460 |
1.0348 |
|
| R1 |
1.0385 |
1.0385 |
1.0328 |
1.0423 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0267 |
| S1 |
1.0173 |
1.0173 |
1.0290 |
1.0211 |
| S2 |
1.0036 |
1.0036 |
1.0270 |
|
| S3 |
0.9824 |
0.9961 |
1.0251 |
|
| S4 |
0.9612 |
0.9749 |
1.0192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0324 |
1.0112 |
0.0212 |
2.1% |
0.0125 |
1.2% |
93% |
True |
False |
46,776 |
| 10 |
1.0324 |
1.0040 |
0.0284 |
2.8% |
0.0117 |
1.1% |
95% |
True |
False |
50,402 |
| 20 |
1.0324 |
1.0040 |
0.0284 |
2.8% |
0.0099 |
1.0% |
95% |
True |
False |
43,025 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0112 |
1.1% |
31% |
False |
False |
37,701 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0096 |
0.9% |
31% |
False |
False |
25,233 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
9.9% |
0.0078 |
0.8% |
26% |
False |
False |
18,928 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0065 |
0.6% |
25% |
False |
False |
15,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1110 |
|
2.618 |
1.0808 |
|
1.618 |
1.0623 |
|
1.000 |
1.0509 |
|
0.618 |
1.0438 |
|
HIGH |
1.0324 |
|
0.618 |
1.0253 |
|
0.500 |
1.0232 |
|
0.382 |
1.0210 |
|
LOW |
1.0139 |
|
0.618 |
1.0025 |
|
1.000 |
0.9954 |
|
1.618 |
0.9840 |
|
2.618 |
0.9655 |
|
4.250 |
0.9353 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0279 |
| PP |
1.0257 |
1.0248 |
| S1 |
1.0232 |
1.0218 |
|