CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0330 |
1.0327 |
-0.0003 |
0.0% |
1.0252 |
| High |
1.0362 |
1.0341 |
-0.0021 |
-0.2% |
1.0324 |
| Low |
1.0312 |
1.0269 |
-0.0043 |
-0.4% |
1.0112 |
| Close |
1.0341 |
1.0292 |
-0.0049 |
-0.5% |
1.0309 |
| Range |
0.0050 |
0.0072 |
0.0022 |
44.0% |
0.0212 |
| ATR |
0.0106 |
0.0103 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
35,429 |
29,591 |
-5,838 |
-16.5% |
233,884 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0476 |
1.0332 |
|
| R3 |
1.0445 |
1.0404 |
1.0312 |
|
| R2 |
1.0373 |
1.0373 |
1.0305 |
|
| R1 |
1.0332 |
1.0332 |
1.0299 |
1.0317 |
| PP |
1.0301 |
1.0301 |
1.0301 |
1.0293 |
| S1 |
1.0260 |
1.0260 |
1.0285 |
1.0245 |
| S2 |
1.0229 |
1.0229 |
1.0279 |
|
| S3 |
1.0157 |
1.0188 |
1.0272 |
|
| S4 |
1.0085 |
1.0116 |
1.0252 |
|
|
| 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% |
0.0122 |
1.2% |
71% |
False |
False |
48,040 |
| 10 |
1.0366 |
1.0101 |
0.0265 |
2.6% |
0.0115 |
1.1% |
72% |
False |
False |
46,304 |
| 20 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0100 |
1.0% |
77% |
False |
False |
43,403 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0109 |
1.1% |
29% |
False |
False |
39,252 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0099 |
1.0% |
29% |
False |
False |
26,979 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
9.9% |
0.0079 |
0.8% |
25% |
False |
False |
20,237 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0067 |
0.7% |
24% |
False |
False |
16,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0647 |
|
2.618 |
1.0529 |
|
1.618 |
1.0457 |
|
1.000 |
1.0413 |
|
0.618 |
1.0385 |
|
HIGH |
1.0341 |
|
0.618 |
1.0313 |
|
0.500 |
1.0305 |
|
0.382 |
1.0297 |
|
LOW |
1.0269 |
|
0.618 |
1.0225 |
|
1.000 |
1.0197 |
|
1.618 |
1.0153 |
|
2.618 |
1.0081 |
|
4.250 |
0.9963 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0305 |
1.0314 |
| PP |
1.0301 |
1.0306 |
| S1 |
1.0296 |
1.0299 |
|