CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0488 |
1.0592 |
0.0104 |
1.0% |
1.0476 |
High |
1.0600 |
1.0599 |
-0.0001 |
0.0% |
1.0600 |
Low |
1.0438 |
1.0545 |
0.0107 |
1.0% |
1.0409 |
Close |
1.0577 |
1.0565 |
-0.0012 |
-0.1% |
1.0577 |
Range |
0.0162 |
0.0054 |
-0.0108 |
-66.7% |
0.0191 |
ATR |
0.0089 |
0.0086 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
64,131 |
46,334 |
-17,797 |
-27.8% |
209,435 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0732 |
1.0702 |
1.0595 |
|
R3 |
1.0678 |
1.0648 |
1.0580 |
|
R2 |
1.0624 |
1.0624 |
1.0575 |
|
R1 |
1.0594 |
1.0594 |
1.0570 |
1.0582 |
PP |
1.0570 |
1.0570 |
1.0570 |
1.0564 |
S1 |
1.0540 |
1.0540 |
1.0560 |
1.0528 |
S2 |
1.0516 |
1.0516 |
1.0555 |
|
S3 |
1.0462 |
1.0486 |
1.0550 |
|
S4 |
1.0408 |
1.0432 |
1.0535 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1102 |
1.1030 |
1.0682 |
|
R3 |
1.0911 |
1.0839 |
1.0630 |
|
R2 |
1.0720 |
1.0720 |
1.0612 |
|
R1 |
1.0648 |
1.0648 |
1.0595 |
1.0684 |
PP |
1.0529 |
1.0529 |
1.0529 |
1.0547 |
S1 |
1.0457 |
1.0457 |
1.0559 |
1.0493 |
S2 |
1.0338 |
1.0338 |
1.0542 |
|
S3 |
1.0147 |
1.0266 |
1.0524 |
|
S4 |
0.9956 |
1.0075 |
1.0472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0600 |
1.0409 |
0.0191 |
1.8% |
0.0090 |
0.9% |
82% |
False |
False |
51,153 |
10 |
1.0600 |
1.0382 |
0.0218 |
2.1% |
0.0081 |
0.8% |
84% |
False |
False |
40,878 |
20 |
1.0600 |
1.0209 |
0.0391 |
3.7% |
0.0080 |
0.8% |
91% |
False |
False |
37,861 |
40 |
1.0600 |
1.0040 |
0.0560 |
5.3% |
0.0091 |
0.9% |
94% |
False |
False |
40,162 |
60 |
1.0902 |
1.0040 |
0.0862 |
8.2% |
0.0099 |
0.9% |
61% |
False |
False |
39,014 |
80 |
1.0902 |
1.0040 |
0.0862 |
8.2% |
0.0095 |
0.9% |
61% |
False |
False |
30,401 |
100 |
1.1061 |
1.0040 |
0.1021 |
9.7% |
0.0080 |
0.8% |
51% |
False |
False |
24,323 |
120 |
1.1108 |
1.0040 |
0.1068 |
10.1% |
0.0070 |
0.7% |
49% |
False |
False |
20,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0829 |
2.618 |
1.0740 |
1.618 |
1.0686 |
1.000 |
1.0653 |
0.618 |
1.0632 |
HIGH |
1.0599 |
0.618 |
1.0578 |
0.500 |
1.0572 |
0.382 |
1.0566 |
LOW |
1.0545 |
0.618 |
1.0512 |
1.000 |
1.0491 |
1.618 |
1.0458 |
2.618 |
1.0404 |
4.250 |
1.0316 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0572 |
1.0547 |
PP |
1.0570 |
1.0529 |
S1 |
1.0567 |
1.0511 |
|