CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0304 |
0.0004 |
0.0% |
1.0335 |
| High |
1.0300 |
1.0320 |
0.0020 |
0.2% |
1.0370 |
| Low |
1.0254 |
1.0304 |
0.0050 |
0.5% |
1.0268 |
| Close |
1.0260 |
1.0320 |
0.0060 |
0.6% |
1.0269 |
| Range |
0.0046 |
0.0016 |
-0.0030 |
-65.2% |
0.0102 |
| ATR |
0.0053 |
0.0053 |
0.0001 |
1.0% |
0.0000 |
| Volume |
4 |
20 |
16 |
400.0% |
33 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0357 |
1.0329 |
|
| R3 |
1.0347 |
1.0341 |
1.0324 |
|
| R2 |
1.0331 |
1.0331 |
1.0323 |
|
| R1 |
1.0325 |
1.0325 |
1.0321 |
1.0328 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0316 |
| S1 |
1.0309 |
1.0309 |
1.0319 |
1.0312 |
| S2 |
1.0299 |
1.0299 |
1.0317 |
|
| S3 |
1.0283 |
1.0293 |
1.0316 |
|
| S4 |
1.0267 |
1.0277 |
1.0311 |
|
|
| 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 |
1.0322 |
1.0254 |
0.0068 |
0.7% |
0.0020 |
0.2% |
97% |
False |
False |
5 |
| 10 |
1.0370 |
1.0187 |
0.0183 |
1.8% |
0.0030 |
0.3% |
73% |
False |
False |
6 |
| 20 |
1.0370 |
1.0085 |
0.0285 |
2.8% |
0.0028 |
0.3% |
82% |
False |
False |
9 |
| 40 |
1.0606 |
1.0085 |
0.0521 |
5.0% |
0.0030 |
0.3% |
45% |
False |
False |
18 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0023 |
0.2% |
36% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0018 |
0.2% |
24% |
False |
False |
9 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0015 |
0.1% |
23% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0388 |
|
2.618 |
1.0362 |
|
1.618 |
1.0346 |
|
1.000 |
1.0336 |
|
0.618 |
1.0330 |
|
HIGH |
1.0320 |
|
0.618 |
1.0314 |
|
0.500 |
1.0312 |
|
0.382 |
1.0310 |
|
LOW |
1.0304 |
|
0.618 |
1.0294 |
|
1.000 |
1.0288 |
|
1.618 |
1.0278 |
|
2.618 |
1.0262 |
|
4.250 |
1.0236 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0317 |
1.0309 |
| PP |
1.0315 |
1.0299 |
| S1 |
1.0312 |
1.0288 |
|