CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0272 |
0.0034 |
0.3% |
1.0324 |
| High |
1.0309 |
1.0319 |
0.0010 |
0.1% |
1.0366 |
| Low |
1.0216 |
1.0260 |
0.0044 |
0.4% |
1.0201 |
| Close |
1.0274 |
1.0274 |
0.0000 |
0.0% |
1.0245 |
| Range |
0.0093 |
0.0059 |
-0.0034 |
-36.6% |
0.0165 |
| ATR |
0.0099 |
0.0097 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
29,149 |
29,939 |
790 |
2.7% |
160,979 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0461 |
1.0427 |
1.0306 |
|
| R3 |
1.0402 |
1.0368 |
1.0290 |
|
| R2 |
1.0343 |
1.0343 |
1.0285 |
|
| R1 |
1.0309 |
1.0309 |
1.0279 |
1.0326 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0293 |
| S1 |
1.0250 |
1.0250 |
1.0269 |
1.0267 |
| S2 |
1.0225 |
1.0225 |
1.0263 |
|
| S3 |
1.0166 |
1.0191 |
1.0258 |
|
| S4 |
1.0107 |
1.0132 |
1.0242 |
|
|
| 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 |
1.0341 |
1.0201 |
0.0140 |
1.4% |
0.0077 |
0.7% |
52% |
False |
False |
28,974 |
| 10 |
1.0366 |
1.0112 |
0.0254 |
2.5% |
0.0103 |
1.0% |
64% |
False |
False |
38,821 |
| 20 |
1.0366 |
1.0040 |
0.0326 |
3.2% |
0.0099 |
1.0% |
72% |
False |
False |
41,788 |
| 40 |
1.0625 |
1.0040 |
0.0585 |
5.7% |
0.0098 |
1.0% |
40% |
False |
False |
38,780 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0101 |
1.0% |
27% |
False |
False |
28,897 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
9.9% |
0.0081 |
0.8% |
23% |
False |
False |
21,677 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0070 |
0.7% |
22% |
False |
False |
17,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0473 |
|
1.618 |
1.0414 |
|
1.000 |
1.0378 |
|
0.618 |
1.0355 |
|
HIGH |
1.0319 |
|
0.618 |
1.0296 |
|
0.500 |
1.0290 |
|
0.382 |
1.0283 |
|
LOW |
1.0260 |
|
0.618 |
1.0224 |
|
1.000 |
1.0201 |
|
1.618 |
1.0165 |
|
2.618 |
1.0106 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0290 |
1.0269 |
| PP |
1.0284 |
1.0265 |
| S1 |
1.0279 |
1.0260 |
|