CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0443 |
1.0494 |
0.0051 |
0.5% |
1.0450 |
| High |
1.0546 |
1.0531 |
-0.0015 |
-0.1% |
1.0546 |
| Low |
1.0435 |
1.0475 |
0.0040 |
0.4% |
1.0402 |
| Close |
1.0501 |
1.0486 |
-0.0015 |
-0.1% |
1.0501 |
| Range |
0.0111 |
0.0056 |
-0.0055 |
-49.5% |
0.0144 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0000 |
| Volume |
602 |
772 |
170 |
28.2% |
1,152 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0665 |
1.0632 |
1.0517 |
|
| R3 |
1.0609 |
1.0576 |
1.0501 |
|
| R2 |
1.0553 |
1.0553 |
1.0496 |
|
| R1 |
1.0520 |
1.0520 |
1.0491 |
1.0509 |
| PP |
1.0497 |
1.0497 |
1.0497 |
1.0492 |
| S1 |
1.0464 |
1.0464 |
1.0481 |
1.0453 |
| S2 |
1.0441 |
1.0441 |
1.0476 |
|
| S3 |
1.0385 |
1.0408 |
1.0471 |
|
| S4 |
1.0329 |
1.0352 |
1.0455 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0852 |
1.0580 |
|
| R3 |
1.0771 |
1.0708 |
1.0541 |
|
| R2 |
1.0627 |
1.0627 |
1.0527 |
|
| R1 |
1.0564 |
1.0564 |
1.0514 |
1.0596 |
| PP |
1.0483 |
1.0483 |
1.0483 |
1.0499 |
| S1 |
1.0420 |
1.0420 |
1.0488 |
1.0452 |
| S2 |
1.0339 |
1.0339 |
1.0475 |
|
| S3 |
1.0195 |
1.0276 |
1.0461 |
|
| S4 |
1.0051 |
1.0132 |
1.0422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0546 |
1.0402 |
0.0144 |
1.4% |
0.0068 |
0.7% |
58% |
False |
False |
356 |
| 10 |
1.0546 |
1.0385 |
0.0161 |
1.5% |
0.0055 |
0.5% |
63% |
False |
False |
199 |
| 20 |
1.0546 |
1.0254 |
0.0292 |
2.8% |
0.0036 |
0.3% |
79% |
False |
False |
106 |
| 40 |
1.0546 |
1.0085 |
0.0461 |
4.4% |
0.0034 |
0.3% |
87% |
False |
False |
59 |
| 60 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0033 |
0.3% |
62% |
False |
False |
47 |
| 80 |
1.0797 |
1.0085 |
0.0712 |
6.8% |
0.0025 |
0.2% |
56% |
False |
False |
35 |
| 100 |
1.1081 |
1.0085 |
0.0996 |
9.5% |
0.0021 |
0.2% |
40% |
False |
False |
28 |
| 120 |
1.1117 |
1.0085 |
0.1032 |
9.8% |
0.0018 |
0.2% |
39% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0769 |
|
2.618 |
1.0678 |
|
1.618 |
1.0622 |
|
1.000 |
1.0587 |
|
0.618 |
1.0566 |
|
HIGH |
1.0531 |
|
0.618 |
1.0510 |
|
0.500 |
1.0503 |
|
0.382 |
1.0496 |
|
LOW |
1.0475 |
|
0.618 |
1.0440 |
|
1.000 |
1.0419 |
|
1.618 |
1.0384 |
|
2.618 |
1.0328 |
|
4.250 |
1.0237 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0503 |
1.0489 |
| PP |
1.0497 |
1.0488 |
| S1 |
1.0492 |
1.0487 |
|