CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0781 |
1.0793 |
0.0012 |
0.1% |
1.0610 |
| High |
1.0816 |
1.0810 |
-0.0006 |
-0.1% |
1.0838 |
| Low |
1.0760 |
1.0702 |
-0.0058 |
-0.5% |
1.0560 |
| Close |
1.0796 |
1.0735 |
-0.0061 |
-0.6% |
1.0801 |
| Range |
0.0056 |
0.0108 |
0.0052 |
92.9% |
0.0278 |
| ATR |
0.0071 |
0.0073 |
0.0003 |
3.8% |
0.0000 |
| Volume |
28,846 |
29,389 |
543 |
1.9% |
95,673 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.1012 |
1.0794 |
|
| R3 |
1.0965 |
1.0904 |
1.0765 |
|
| R2 |
1.0857 |
1.0857 |
1.0755 |
|
| R1 |
1.0796 |
1.0796 |
1.0745 |
1.0773 |
| PP |
1.0749 |
1.0749 |
1.0749 |
1.0737 |
| S1 |
1.0688 |
1.0688 |
1.0725 |
1.0665 |
| S2 |
1.0641 |
1.0641 |
1.0715 |
|
| S3 |
1.0533 |
1.0580 |
1.0705 |
|
| S4 |
1.0425 |
1.0472 |
1.0676 |
|
|
| 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 |
1.0702 |
0.0136 |
1.3% |
0.0084 |
0.8% |
24% |
False |
True |
31,427 |
| 10 |
1.0838 |
1.0456 |
0.0382 |
3.6% |
0.0089 |
0.8% |
73% |
False |
False |
21,486 |
| 20 |
1.0838 |
1.0402 |
0.0436 |
4.1% |
0.0075 |
0.7% |
76% |
False |
False |
11,115 |
| 40 |
1.0838 |
1.0162 |
0.0676 |
6.3% |
0.0053 |
0.5% |
85% |
False |
False |
5,564 |
| 60 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0046 |
0.4% |
86% |
False |
False |
3,719 |
| 80 |
1.0838 |
1.0085 |
0.0753 |
7.0% |
0.0038 |
0.4% |
86% |
False |
False |
2,790 |
| 100 |
1.1050 |
1.0085 |
0.0965 |
9.0% |
0.0031 |
0.3% |
67% |
False |
False |
2,232 |
| 120 |
1.1081 |
1.0085 |
0.0996 |
9.3% |
0.0026 |
0.2% |
65% |
False |
False |
1,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1269 |
|
2.618 |
1.1093 |
|
1.618 |
1.0985 |
|
1.000 |
1.0918 |
|
0.618 |
1.0877 |
|
HIGH |
1.0810 |
|
0.618 |
1.0769 |
|
0.500 |
1.0756 |
|
0.382 |
1.0743 |
|
LOW |
1.0702 |
|
0.618 |
1.0635 |
|
1.000 |
1.0594 |
|
1.618 |
1.0527 |
|
2.618 |
1.0419 |
|
4.250 |
1.0243 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0756 |
1.0767 |
| PP |
1.0749 |
1.0756 |
| S1 |
1.0742 |
1.0746 |
|