CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0322 |
0.0012 |
0.1% |
1.0335 |
| High |
1.0310 |
1.0322 |
0.0012 |
0.1% |
1.0370 |
| Low |
1.0298 |
1.0297 |
-0.0001 |
0.0% |
1.0268 |
| Close |
1.0298 |
1.0297 |
-0.0001 |
0.0% |
1.0269 |
| Range |
0.0012 |
0.0025 |
0.0013 |
108.3% |
0.0102 |
| ATR |
0.0056 |
0.0053 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
33 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0364 |
1.0311 |
|
| R3 |
1.0355 |
1.0339 |
1.0304 |
|
| R2 |
1.0330 |
1.0330 |
1.0302 |
|
| R1 |
1.0314 |
1.0314 |
1.0299 |
1.0310 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0303 |
| S1 |
1.0289 |
1.0289 |
1.0295 |
1.0285 |
| S2 |
1.0280 |
1.0280 |
1.0292 |
|
| S3 |
1.0255 |
1.0264 |
1.0290 |
|
| S4 |
1.0230 |
1.0239 |
1.0283 |
|
|
| 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 |
1.0323 |
1.0268 |
0.0055 |
0.5% |
0.0011 |
0.1% |
53% |
False |
False |
1 |
| 10 |
1.0370 |
1.0162 |
0.0208 |
2.0% |
0.0030 |
0.3% |
65% |
False |
False |
9 |
| 20 |
1.0370 |
1.0085 |
0.0285 |
2.8% |
0.0028 |
0.3% |
74% |
False |
False |
8 |
| 40 |
1.0635 |
1.0085 |
0.0550 |
5.3% |
0.0029 |
0.3% |
39% |
False |
False |
18 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0022 |
0.2% |
33% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0017 |
0.2% |
21% |
False |
False |
9 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0015 |
0.1% |
21% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0387 |
|
1.618 |
1.0362 |
|
1.000 |
1.0347 |
|
0.618 |
1.0337 |
|
HIGH |
1.0322 |
|
0.618 |
1.0312 |
|
0.500 |
1.0310 |
|
0.382 |
1.0307 |
|
LOW |
1.0297 |
|
0.618 |
1.0282 |
|
1.000 |
1.0272 |
|
1.618 |
1.0257 |
|
2.618 |
1.0232 |
|
4.250 |
1.0191 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0310 |
1.0297 |
| PP |
1.0305 |
1.0296 |
| S1 |
1.0301 |
1.0296 |
|