CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0437 |
0.0047 |
0.5% |
1.0238 |
| High |
1.0445 |
1.0488 |
0.0043 |
0.4% |
1.0319 |
| Low |
1.0356 |
1.0431 |
0.0075 |
0.7% |
1.0209 |
| Close |
1.0436 |
1.0466 |
0.0030 |
0.3% |
1.0265 |
| Range |
0.0089 |
0.0057 |
-0.0032 |
-36.0% |
0.0110 |
| ATR |
0.0093 |
0.0090 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
43,083 |
37,325 |
-5,758 |
-13.4% |
159,346 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0606 |
1.0497 |
|
| R3 |
1.0576 |
1.0549 |
1.0482 |
|
| R2 |
1.0519 |
1.0519 |
1.0476 |
|
| R1 |
1.0492 |
1.0492 |
1.0471 |
1.0506 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0468 |
| S1 |
1.0435 |
1.0435 |
1.0461 |
1.0449 |
| S2 |
1.0405 |
1.0405 |
1.0456 |
|
| S3 |
1.0348 |
1.0378 |
1.0450 |
|
| S4 |
1.0291 |
1.0321 |
1.0435 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0594 |
1.0540 |
1.0326 |
|
| R3 |
1.0484 |
1.0430 |
1.0295 |
|
| R2 |
1.0374 |
1.0374 |
1.0285 |
|
| R1 |
1.0320 |
1.0320 |
1.0275 |
1.0347 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0278 |
| S1 |
1.0210 |
1.0210 |
1.0255 |
1.0237 |
| S2 |
1.0154 |
1.0154 |
1.0245 |
|
| S3 |
1.0044 |
1.0100 |
1.0235 |
|
| S4 |
0.9934 |
0.9990 |
1.0205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0488 |
1.0237 |
0.0251 |
2.4% |
0.0080 |
0.8% |
91% |
True |
False |
36,832 |
| 10 |
1.0488 |
1.0201 |
0.0287 |
2.7% |
0.0078 |
0.7% |
92% |
True |
False |
34,096 |
| 20 |
1.0488 |
1.0112 |
0.0376 |
3.6% |
0.0092 |
0.9% |
94% |
True |
False |
38,165 |
| 40 |
1.0588 |
1.0040 |
0.0548 |
5.2% |
0.0097 |
0.9% |
78% |
False |
False |
38,042 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.2% |
0.0102 |
1.0% |
49% |
False |
False |
33,116 |
| 80 |
1.0972 |
1.0040 |
0.0932 |
8.9% |
0.0087 |
0.8% |
46% |
False |
False |
24,846 |
| 100 |
1.1061 |
1.0040 |
0.1021 |
9.8% |
0.0074 |
0.7% |
42% |
False |
False |
19,879 |
| 120 |
1.1108 |
1.0040 |
0.1068 |
10.2% |
0.0064 |
0.6% |
40% |
False |
False |
16,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0730 |
|
2.618 |
1.0637 |
|
1.618 |
1.0580 |
|
1.000 |
1.0545 |
|
0.618 |
1.0523 |
|
HIGH |
1.0488 |
|
0.618 |
1.0466 |
|
0.500 |
1.0460 |
|
0.382 |
1.0453 |
|
LOW |
1.0431 |
|
0.618 |
1.0396 |
|
1.000 |
1.0374 |
|
1.618 |
1.0339 |
|
2.618 |
1.0282 |
|
4.250 |
1.0189 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0464 |
1.0439 |
| PP |
1.0462 |
1.0412 |
| S1 |
1.0460 |
1.0386 |
|