CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0413 |
1.0476 |
0.0063 |
0.6% |
1.0418 |
| High |
1.0527 |
1.0518 |
-0.0009 |
-0.1% |
1.0527 |
| Low |
1.0406 |
1.0455 |
0.0049 |
0.5% |
1.0382 |
| Close |
1.0480 |
1.0467 |
-0.0013 |
-0.1% |
1.0480 |
| Range |
0.0121 |
0.0063 |
-0.0058 |
-47.9% |
0.0145 |
| ATR |
0.0084 |
0.0083 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
49,251 |
42,336 |
-6,915 |
-14.0% |
153,011 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0669 |
1.0631 |
1.0502 |
|
| R3 |
1.0606 |
1.0568 |
1.0484 |
|
| R2 |
1.0543 |
1.0543 |
1.0479 |
|
| R1 |
1.0505 |
1.0505 |
1.0473 |
1.0493 |
| PP |
1.0480 |
1.0480 |
1.0480 |
1.0474 |
| S1 |
1.0442 |
1.0442 |
1.0461 |
1.0430 |
| S2 |
1.0417 |
1.0417 |
1.0455 |
|
| S3 |
1.0354 |
1.0379 |
1.0450 |
|
| S4 |
1.0291 |
1.0316 |
1.0432 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0898 |
1.0834 |
1.0560 |
|
| R3 |
1.0753 |
1.0689 |
1.0520 |
|
| R2 |
1.0608 |
1.0608 |
1.0507 |
|
| R1 |
1.0544 |
1.0544 |
1.0493 |
1.0576 |
| PP |
1.0463 |
1.0463 |
1.0463 |
1.0479 |
| S1 |
1.0399 |
1.0399 |
1.0467 |
1.0431 |
| S2 |
1.0318 |
1.0318 |
1.0453 |
|
| S3 |
1.0173 |
1.0254 |
1.0440 |
|
| S4 |
1.0028 |
1.0109 |
1.0400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0527 |
1.0382 |
0.0145 |
1.4% |
0.0077 |
0.7% |
59% |
False |
False |
35,054 |
| 10 |
1.0527 |
1.0283 |
0.0244 |
2.3% |
0.0076 |
0.7% |
75% |
False |
False |
35,780 |
| 20 |
1.0527 |
1.0201 |
0.0326 |
3.1% |
0.0075 |
0.7% |
82% |
False |
False |
33,250 |
| 40 |
1.0527 |
1.0040 |
0.0487 |
4.7% |
0.0088 |
0.8% |
88% |
False |
False |
38,381 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.2% |
0.0099 |
0.9% |
50% |
False |
False |
36,681 |
| 80 |
1.0902 |
1.0040 |
0.0862 |
8.2% |
0.0092 |
0.9% |
50% |
False |
False |
27,734 |
| 100 |
1.1061 |
1.0040 |
0.1021 |
9.8% |
0.0078 |
0.7% |
42% |
False |
False |
22,190 |
| 120 |
1.1108 |
1.0040 |
0.1068 |
10.2% |
0.0068 |
0.6% |
40% |
False |
False |
18,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0786 |
|
2.618 |
1.0683 |
|
1.618 |
1.0620 |
|
1.000 |
1.0581 |
|
0.618 |
1.0557 |
|
HIGH |
1.0518 |
|
0.618 |
1.0494 |
|
0.500 |
1.0487 |
|
0.382 |
1.0479 |
|
LOW |
1.0455 |
|
0.618 |
1.0416 |
|
1.000 |
1.0392 |
|
1.618 |
1.0353 |
|
2.618 |
1.0290 |
|
4.250 |
1.0187 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0487 |
1.0466 |
| PP |
1.0480 |
1.0465 |
| S1 |
1.0474 |
1.0464 |
|