CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0324 |
1.0330 |
0.0006 |
0.1% |
1.0252 |
| High |
1.0366 |
1.0362 |
-0.0004 |
0.0% |
1.0324 |
| Low |
1.0261 |
1.0312 |
0.0051 |
0.5% |
1.0112 |
| Close |
1.0327 |
1.0341 |
0.0014 |
0.1% |
1.0309 |
| Range |
0.0105 |
0.0050 |
-0.0055 |
-52.4% |
0.0212 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
39,767 |
35,429 |
-4,338 |
-10.9% |
233,884 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0465 |
1.0369 |
|
| R3 |
1.0438 |
1.0415 |
1.0355 |
|
| R2 |
1.0388 |
1.0388 |
1.0350 |
|
| R1 |
1.0365 |
1.0365 |
1.0346 |
1.0377 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0344 |
| S1 |
1.0315 |
1.0315 |
1.0336 |
1.0327 |
| S2 |
1.0288 |
1.0288 |
1.0332 |
|
| S3 |
1.0238 |
1.0265 |
1.0327 |
|
| S4 |
1.0188 |
1.0215 |
1.0314 |
|
|
| 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% |
0.0128 |
1.2% |
90% |
False |
False |
48,669 |
| 10 |
1.0366 |
1.0049 |
0.0317 |
3.1% |
0.0117 |
1.1% |
92% |
False |
False |
48,248 |
| 20 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0100 |
1.0% |
92% |
False |
False |
43,533 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0109 |
1.1% |
35% |
False |
False |
39,013 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.3% |
0.0098 |
1.0% |
35% |
False |
False |
26,486 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
9.9% |
0.0079 |
0.8% |
29% |
False |
False |
19,867 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.3% |
0.0066 |
0.6% |
28% |
False |
False |
15,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0575 |
|
2.618 |
1.0493 |
|
1.618 |
1.0443 |
|
1.000 |
1.0412 |
|
0.618 |
1.0393 |
|
HIGH |
1.0362 |
|
0.618 |
1.0343 |
|
0.500 |
1.0337 |
|
0.382 |
1.0331 |
|
LOW |
1.0312 |
|
0.618 |
1.0281 |
|
1.000 |
1.0262 |
|
1.618 |
1.0231 |
|
2.618 |
1.0181 |
|
4.250 |
1.0100 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0312 |
| PP |
1.0338 |
1.0282 |
| S1 |
1.0337 |
1.0253 |
|