CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 10-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0280 |
1.0269 |
-0.0011 |
-0.1% |
1.0335 |
High |
1.0280 |
1.0269 |
-0.0011 |
-0.1% |
1.0370 |
Low |
1.0268 |
1.0269 |
0.0001 |
0.0% |
1.0268 |
Close |
1.0268 |
1.0269 |
0.0001 |
0.0% |
1.0269 |
Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0102 |
ATR |
0.0061 |
0.0057 |
-0.0004 |
-7.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
33 |
|
Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0269 |
1.0269 |
1.0269 |
|
R3 |
1.0269 |
1.0269 |
1.0269 |
|
R2 |
1.0269 |
1.0269 |
1.0269 |
|
R1 |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
PP |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
S1 |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
S2 |
1.0269 |
1.0269 |
1.0269 |
|
S3 |
1.0269 |
1.0269 |
1.0269 |
|
S4 |
1.0269 |
1.0269 |
1.0269 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0608 |
1.0541 |
1.0325 |
|
R3 |
1.0506 |
1.0439 |
1.0297 |
|
R2 |
1.0404 |
1.0404 |
1.0288 |
|
R1 |
1.0337 |
1.0337 |
1.0278 |
1.0320 |
PP |
1.0302 |
1.0302 |
1.0302 |
1.0294 |
S1 |
1.0235 |
1.0235 |
1.0260 |
1.0218 |
S2 |
1.0200 |
1.0200 |
1.0250 |
|
S3 |
1.0098 |
1.0133 |
1.0241 |
|
S4 |
0.9996 |
1.0031 |
1.0213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0370 |
1.0268 |
0.0102 |
1.0% |
0.0010 |
0.1% |
1% |
False |
False |
6 |
10 |
1.0370 |
1.0162 |
0.0208 |
2.0% |
0.0031 |
0.3% |
51% |
False |
False |
10 |
20 |
1.0370 |
1.0085 |
0.0285 |
2.8% |
0.0030 |
0.3% |
65% |
False |
False |
8 |
40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0032 |
0.3% |
29% |
False |
False |
18 |
60 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0022 |
0.2% |
29% |
False |
False |
12 |
80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0017 |
0.2% |
18% |
False |
False |
9 |
100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0014 |
0.1% |
18% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0269 |
2.618 |
1.0269 |
1.618 |
1.0269 |
1.000 |
1.0269 |
0.618 |
1.0269 |
HIGH |
1.0269 |
0.618 |
1.0269 |
0.500 |
1.0269 |
0.382 |
1.0269 |
LOW |
1.0269 |
0.618 |
1.0269 |
1.000 |
1.0269 |
1.618 |
1.0269 |
2.618 |
1.0269 |
4.250 |
1.0269 |
|
|
Fisher Pivots for day following 10-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0269 |
1.0296 |
PP |
1.0269 |
1.0287 |
S1 |
1.0269 |
1.0278 |
|