CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0287 |
1.0385 |
0.0098 |
1.0% |
1.0310 |
| High |
1.0308 |
1.0409 |
0.0101 |
1.0% |
1.0322 |
| Low |
1.0287 |
1.0385 |
0.0098 |
1.0% |
1.0254 |
| Close |
1.0307 |
1.0407 |
0.0100 |
1.0% |
1.0288 |
| Range |
0.0021 |
0.0024 |
0.0003 |
14.3% |
0.0068 |
| ATR |
0.0050 |
0.0053 |
0.0004 |
7.5% |
0.0000 |
| Volume |
9 |
5 |
-4 |
-44.4% |
107 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0464 |
1.0420 |
|
| R3 |
1.0448 |
1.0440 |
1.0414 |
|
| R2 |
1.0424 |
1.0424 |
1.0411 |
|
| R1 |
1.0416 |
1.0416 |
1.0409 |
1.0420 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0403 |
| S1 |
1.0392 |
1.0392 |
1.0405 |
1.0396 |
| S2 |
1.0376 |
1.0376 |
1.0403 |
|
| S3 |
1.0352 |
1.0368 |
1.0400 |
|
| S4 |
1.0328 |
1.0344 |
1.0394 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0458 |
1.0325 |
|
| R3 |
1.0424 |
1.0390 |
1.0307 |
|
| R2 |
1.0356 |
1.0356 |
1.0300 |
|
| R1 |
1.0322 |
1.0322 |
1.0294 |
1.0305 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0280 |
| S1 |
1.0254 |
1.0254 |
1.0282 |
1.0237 |
| S2 |
1.0220 |
1.0220 |
1.0276 |
|
| S3 |
1.0152 |
1.0186 |
1.0269 |
|
| S4 |
1.0084 |
1.0118 |
1.0251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0409 |
1.0254 |
0.0155 |
1.5% |
0.0027 |
0.3% |
99% |
True |
False |
23 |
| 10 |
1.0409 |
1.0254 |
0.0155 |
1.5% |
0.0019 |
0.2% |
99% |
True |
False |
12 |
| 20 |
1.0409 |
1.0131 |
0.0278 |
2.7% |
0.0031 |
0.3% |
99% |
True |
False |
12 |
| 40 |
1.0606 |
1.0085 |
0.0521 |
5.0% |
0.0030 |
0.3% |
62% |
False |
False |
20 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0025 |
0.2% |
50% |
False |
False |
14 |
| 80 |
1.1061 |
1.0085 |
0.0976 |
9.4% |
0.0019 |
0.2% |
33% |
False |
False |
11 |
| 100 |
1.1113 |
1.0085 |
0.1028 |
9.9% |
0.0016 |
0.2% |
31% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0511 |
|
2.618 |
1.0472 |
|
1.618 |
1.0448 |
|
1.000 |
1.0433 |
|
0.618 |
1.0424 |
|
HIGH |
1.0409 |
|
0.618 |
1.0400 |
|
0.500 |
1.0397 |
|
0.382 |
1.0394 |
|
LOW |
1.0385 |
|
0.618 |
1.0370 |
|
1.000 |
1.0361 |
|
1.618 |
1.0346 |
|
2.618 |
1.0322 |
|
4.250 |
1.0283 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0404 |
1.0387 |
| PP |
1.0400 |
1.0368 |
| S1 |
1.0397 |
1.0348 |
|