CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0153 |
1.0324 |
0.0171 |
1.7% |
1.0252 |
| High |
1.0324 |
1.0366 |
0.0042 |
0.4% |
1.0324 |
| Low |
1.0139 |
1.0261 |
0.0122 |
1.2% |
1.0112 |
| Close |
1.0309 |
1.0327 |
0.0018 |
0.2% |
1.0309 |
| Range |
0.0185 |
0.0105 |
-0.0080 |
-43.2% |
0.0212 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
50,158 |
39,767 |
-10,391 |
-20.7% |
233,884 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0585 |
1.0385 |
|
| R3 |
1.0528 |
1.0480 |
1.0356 |
|
| R2 |
1.0423 |
1.0423 |
1.0346 |
|
| R1 |
1.0375 |
1.0375 |
1.0337 |
1.0399 |
| PP |
1.0318 |
1.0318 |
1.0318 |
1.0330 |
| S1 |
1.0270 |
1.0270 |
1.0317 |
1.0294 |
| S2 |
1.0213 |
1.0213 |
1.0308 |
|
| S3 |
1.0108 |
1.0165 |
1.0298 |
|
| S4 |
1.0003 |
1.0060 |
1.0269 |
|
|
| 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 |
1.0366 |
1.0112 |
0.0254 |
2.5% |
0.0132 |
1.3% |
85% |
True |
False |
48,948 |
| 10 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0120 |
1.2% |
88% |
True |
False |
48,847 |
| 20 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0102 |
1.0% |
88% |
True |
False |
43,511 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0111 |
1.1% |
33% |
False |
False |
38,397 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0098 |
0.9% |
33% |
False |
False |
25,896 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
9.9% |
0.0079 |
0.8% |
28% |
False |
False |
19,425 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.3% |
0.0066 |
0.6% |
27% |
False |
False |
15,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0812 |
|
2.618 |
1.0641 |
|
1.618 |
1.0536 |
|
1.000 |
1.0471 |
|
0.618 |
1.0431 |
|
HIGH |
1.0366 |
|
0.618 |
1.0326 |
|
0.500 |
1.0314 |
|
0.382 |
1.0301 |
|
LOW |
1.0261 |
|
0.618 |
1.0196 |
|
1.000 |
1.0156 |
|
1.618 |
1.0091 |
|
2.618 |
0.9986 |
|
4.250 |
0.9815 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0323 |
1.0298 |
| PP |
1.0318 |
1.0268 |
| S1 |
1.0314 |
1.0239 |
|