CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 14-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0684 |
1.0707 |
0.0023 |
0.2% |
1.0610 |
High |
1.0713 |
1.0838 |
0.0125 |
1.2% |
1.0838 |
Low |
1.0627 |
1.0703 |
0.0076 |
0.7% |
1.0560 |
Close |
1.0712 |
1.0801 |
0.0089 |
0.8% |
1.0801 |
Range |
0.0086 |
0.0135 |
0.0049 |
57.0% |
0.0278 |
ATR |
0.0069 |
0.0074 |
0.0005 |
6.9% |
0.0000 |
Volume |
16,418 |
40,222 |
23,804 |
145.0% |
95,673 |
|
Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1186 |
1.1128 |
1.0875 |
|
R3 |
1.1051 |
1.0993 |
1.0838 |
|
R2 |
1.0916 |
1.0916 |
1.0826 |
|
R1 |
1.0858 |
1.0858 |
1.0813 |
1.0887 |
PP |
1.0781 |
1.0781 |
1.0781 |
1.0795 |
S1 |
1.0723 |
1.0723 |
1.0789 |
1.0752 |
S2 |
1.0646 |
1.0646 |
1.0776 |
|
S3 |
1.0511 |
1.0588 |
1.0764 |
|
S4 |
1.0376 |
1.0453 |
1.0727 |
|
|
Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1567 |
1.1462 |
1.0954 |
|
R3 |
1.1289 |
1.1184 |
1.0877 |
|
R2 |
1.1011 |
1.1011 |
1.0852 |
|
R1 |
1.0906 |
1.0906 |
1.0826 |
1.0959 |
PP |
1.0733 |
1.0733 |
1.0733 |
1.0759 |
S1 |
1.0628 |
1.0628 |
1.0776 |
1.0681 |
S2 |
1.0455 |
1.0455 |
1.0750 |
|
S3 |
1.0177 |
1.0350 |
1.0725 |
|
S4 |
0.9899 |
1.0072 |
1.0648 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0838 |
1.0560 |
0.0278 |
2.6% |
0.0089 |
0.8% |
87% |
True |
False |
19,134 |
10 |
1.0838 |
1.0430 |
0.0408 |
3.8% |
0.0092 |
0.8% |
91% |
True |
False |
10,480 |
20 |
1.0838 |
1.0287 |
0.0551 |
5.1% |
0.0067 |
0.6% |
93% |
True |
False |
5,275 |
40 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0048 |
0.4% |
95% |
True |
False |
2,642 |
60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0042 |
0.4% |
95% |
True |
False |
1,771 |
80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0034 |
0.3% |
95% |
True |
False |
1,328 |
100 |
1.1081 |
1.0085 |
0.0996 |
9.2% |
0.0028 |
0.3% |
72% |
False |
False |
1,063 |
120 |
1.1117 |
1.0085 |
0.1032 |
9.6% |
0.0024 |
0.2% |
69% |
False |
False |
886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1412 |
2.618 |
1.1191 |
1.618 |
1.1056 |
1.000 |
1.0973 |
0.618 |
1.0921 |
HIGH |
1.0838 |
0.618 |
1.0786 |
0.500 |
1.0771 |
0.382 |
1.0755 |
LOW |
1.0703 |
0.618 |
1.0620 |
1.000 |
1.0568 |
1.618 |
1.0485 |
2.618 |
1.0350 |
4.250 |
1.0129 |
|
|
Fisher Pivots for day following 14-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0791 |
1.0778 |
PP |
1.0781 |
1.0755 |
S1 |
1.0771 |
1.0733 |
|