CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0691 |
1.0790 |
0.0099 |
0.9% |
1.0592 |
| High |
1.0824 |
1.0806 |
-0.0018 |
-0.2% |
1.0824 |
| Low |
1.0691 |
1.0758 |
0.0067 |
0.6% |
1.0545 |
| Close |
1.0788 |
1.0787 |
-0.0001 |
0.0% |
1.0788 |
| Range |
0.0133 |
0.0048 |
-0.0085 |
-63.9% |
0.0279 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
12,273 |
1,342 |
-10,931 |
-89.1% |
194,646 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0928 |
1.0905 |
1.0813 |
|
| R3 |
1.0880 |
1.0857 |
1.0800 |
|
| R2 |
1.0832 |
1.0832 |
1.0796 |
|
| R1 |
1.0809 |
1.0809 |
1.0791 |
1.0797 |
| PP |
1.0784 |
1.0784 |
1.0784 |
1.0777 |
| S1 |
1.0761 |
1.0761 |
1.0783 |
1.0749 |
| S2 |
1.0736 |
1.0736 |
1.0778 |
|
| S3 |
1.0688 |
1.0713 |
1.0774 |
|
| S4 |
1.0640 |
1.0665 |
1.0761 |
|
|
| 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 |
1.0564 |
0.0260 |
2.4% |
0.0088 |
0.8% |
86% |
False |
False |
29,930 |
| 10 |
1.0824 |
1.0409 |
0.0415 |
3.8% |
0.0089 |
0.8% |
91% |
False |
False |
40,542 |
| 20 |
1.0824 |
1.0242 |
0.0582 |
5.4% |
0.0083 |
0.8% |
94% |
False |
False |
37,376 |
| 40 |
1.0824 |
1.0040 |
0.0784 |
7.3% |
0.0090 |
0.8% |
95% |
False |
False |
39,297 |
| 60 |
1.0824 |
1.0040 |
0.0784 |
7.3% |
0.0091 |
0.8% |
95% |
False |
False |
37,516 |
| 80 |
1.0902 |
1.0040 |
0.0862 |
8.0% |
0.0097 |
0.9% |
87% |
False |
False |
32,269 |
| 100 |
1.1061 |
1.0040 |
0.1021 |
9.5% |
0.0084 |
0.8% |
73% |
False |
False |
25,819 |
| 120 |
1.1108 |
1.0040 |
0.1068 |
9.9% |
0.0074 |
0.7% |
70% |
False |
False |
21,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1010 |
|
2.618 |
1.0932 |
|
1.618 |
1.0884 |
|
1.000 |
1.0854 |
|
0.618 |
1.0836 |
|
HIGH |
1.0806 |
|
0.618 |
1.0788 |
|
0.500 |
1.0782 |
|
0.382 |
1.0776 |
|
LOW |
1.0758 |
|
0.618 |
1.0728 |
|
1.000 |
1.0710 |
|
1.618 |
1.0680 |
|
2.618 |
1.0632 |
|
4.250 |
1.0554 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0764 |
| PP |
1.0784 |
1.0740 |
| S1 |
1.0782 |
1.0717 |
|