CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0251 |
-0.0049 |
-0.5% |
1.0324 |
| High |
1.0318 |
1.0264 |
-0.0054 |
-0.5% |
1.0366 |
| Low |
1.0221 |
1.0201 |
-0.0020 |
-0.2% |
1.0201 |
| Close |
1.0244 |
1.0245 |
0.0001 |
0.0% |
1.0245 |
| Range |
0.0097 |
0.0063 |
-0.0034 |
-35.1% |
0.0165 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
27,928 |
28,264 |
336 |
1.2% |
160,979 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0398 |
1.0280 |
|
| R3 |
1.0363 |
1.0335 |
1.0262 |
|
| R2 |
1.0300 |
1.0300 |
1.0257 |
|
| R1 |
1.0272 |
1.0272 |
1.0251 |
1.0255 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0228 |
| S1 |
1.0209 |
1.0209 |
1.0239 |
1.0192 |
| S2 |
1.0174 |
1.0174 |
1.0233 |
|
| S3 |
1.0111 |
1.0146 |
1.0228 |
|
| S4 |
1.0048 |
1.0083 |
1.0210 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0766 |
1.0670 |
1.0336 |
|
| R3 |
1.0601 |
1.0505 |
1.0290 |
|
| R2 |
1.0436 |
1.0436 |
1.0275 |
|
| R1 |
1.0340 |
1.0340 |
1.0260 |
1.0306 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0253 |
| S1 |
1.0175 |
1.0175 |
1.0230 |
1.0141 |
| S2 |
1.0106 |
1.0106 |
1.0215 |
|
| S3 |
0.9941 |
1.0010 |
1.0200 |
|
| S4 |
0.9776 |
0.9845 |
1.0154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0366 |
1.0201 |
0.0165 |
1.6% |
0.0077 |
0.8% |
27% |
False |
True |
32,195 |
| 10 |
1.0366 |
1.0112 |
0.0254 |
2.5% |
0.0101 |
1.0% |
52% |
False |
False |
39,486 |
| 20 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0101 |
1.0% |
63% |
False |
False |
42,464 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0108 |
1.1% |
24% |
False |
False |
39,590 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0100 |
1.0% |
24% |
False |
False |
27,914 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
10.0% |
0.0080 |
0.8% |
20% |
False |
False |
20,938 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0068 |
0.7% |
19% |
False |
False |
16,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0532 |
|
2.618 |
1.0429 |
|
1.618 |
1.0366 |
|
1.000 |
1.0327 |
|
0.618 |
1.0303 |
|
HIGH |
1.0264 |
|
0.618 |
1.0240 |
|
0.500 |
1.0233 |
|
0.382 |
1.0225 |
|
LOW |
1.0201 |
|
0.618 |
1.0162 |
|
1.000 |
1.0138 |
|
1.618 |
1.0099 |
|
2.618 |
1.0036 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0241 |
1.0271 |
| PP |
1.0237 |
1.0262 |
| S1 |
1.0233 |
1.0254 |
|