CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0667 |
1.0691 |
0.0024 |
0.2% |
1.0592 |
High |
1.0699 |
1.0824 |
0.0125 |
1.2% |
1.0824 |
Low |
1.0610 |
1.0691 |
0.0081 |
0.8% |
1.0545 |
Close |
1.0698 |
1.0788 |
0.0090 |
0.8% |
1.0788 |
Range |
0.0089 |
0.0133 |
0.0044 |
49.4% |
0.0279 |
ATR |
0.0086 |
0.0090 |
0.0003 |
3.8% |
0.0000 |
Volume |
44,412 |
12,273 |
-32,139 |
-72.4% |
194,646 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1167 |
1.1110 |
1.0861 |
|
R3 |
1.1034 |
1.0977 |
1.0825 |
|
R2 |
1.0901 |
1.0901 |
1.0812 |
|
R1 |
1.0844 |
1.0844 |
1.0800 |
1.0873 |
PP |
1.0768 |
1.0768 |
1.0768 |
1.0782 |
S1 |
1.0711 |
1.0711 |
1.0776 |
1.0740 |
S2 |
1.0635 |
1.0635 |
1.0764 |
|
S3 |
1.0502 |
1.0578 |
1.0751 |
|
S4 |
1.0369 |
1.0445 |
1.0715 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1556 |
1.1451 |
1.0941 |
|
R3 |
1.1277 |
1.1172 |
1.0865 |
|
R2 |
1.0998 |
1.0998 |
1.0839 |
|
R1 |
1.0893 |
1.0893 |
1.0814 |
1.0946 |
PP |
1.0719 |
1.0719 |
1.0719 |
1.0745 |
S1 |
1.0614 |
1.0614 |
1.0762 |
1.0667 |
S2 |
1.0440 |
1.0440 |
1.0737 |
|
S3 |
1.0161 |
1.0335 |
1.0711 |
|
S4 |
0.9882 |
1.0056 |
1.0635 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0824 |
1.0545 |
0.0279 |
2.6% |
0.0089 |
0.8% |
87% |
True |
False |
38,929 |
10 |
1.0824 |
1.0406 |
0.0418 |
3.9% |
0.0096 |
0.9% |
91% |
True |
False |
45,333 |
20 |
1.0824 |
1.0237 |
0.0587 |
5.4% |
0.0084 |
0.8% |
94% |
True |
False |
38,850 |
40 |
1.0824 |
1.0040 |
0.0784 |
7.3% |
0.0092 |
0.9% |
95% |
True |
False |
40,310 |
60 |
1.0824 |
1.0040 |
0.0784 |
7.3% |
0.0092 |
0.9% |
95% |
True |
False |
38,412 |
80 |
1.0902 |
1.0040 |
0.0862 |
8.0% |
0.0097 |
0.9% |
87% |
False |
False |
32,252 |
100 |
1.1061 |
1.0040 |
0.1021 |
9.5% |
0.0083 |
0.8% |
73% |
False |
False |
25,806 |
120 |
1.1108 |
1.0040 |
0.1068 |
9.9% |
0.0073 |
0.7% |
70% |
False |
False |
21,507 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1389 |
2.618 |
1.1172 |
1.618 |
1.1039 |
1.000 |
1.0957 |
0.618 |
1.0906 |
HIGH |
1.0824 |
0.618 |
1.0773 |
0.500 |
1.0758 |
0.382 |
1.0742 |
LOW |
1.0691 |
0.618 |
1.0609 |
1.000 |
1.0558 |
1.618 |
1.0476 |
2.618 |
1.0343 |
4.250 |
1.0126 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0778 |
1.0764 |
PP |
1.0768 |
1.0741 |
S1 |
1.0758 |
1.0717 |
|