CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0565 |
1.0496 |
-0.0069 |
-0.7% |
1.0475 |
| High |
1.0566 |
1.0533 |
-0.0033 |
-0.3% |
1.0588 |
| Low |
1.0482 |
1.0476 |
-0.0006 |
-0.1% |
1.0353 |
| Close |
1.0497 |
1.0522 |
0.0025 |
0.2% |
1.0561 |
| Range |
0.0084 |
0.0057 |
-0.0027 |
-32.1% |
0.0235 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
38,386 |
29 |
-38,357 |
-99.9% |
199,294 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0681 |
1.0659 |
1.0553 |
|
| R3 |
1.0624 |
1.0602 |
1.0538 |
|
| R2 |
1.0567 |
1.0567 |
1.0532 |
|
| R1 |
1.0545 |
1.0545 |
1.0527 |
1.0556 |
| PP |
1.0510 |
1.0510 |
1.0510 |
1.0516 |
| S1 |
1.0488 |
1.0488 |
1.0517 |
1.0499 |
| S2 |
1.0453 |
1.0453 |
1.0512 |
|
| S3 |
1.0396 |
1.0431 |
1.0506 |
|
| S4 |
1.0339 |
1.0374 |
1.0491 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1118 |
1.0690 |
|
| R3 |
1.0971 |
1.0883 |
1.0626 |
|
| R2 |
1.0736 |
1.0736 |
1.0604 |
|
| R1 |
1.0648 |
1.0648 |
1.0583 |
1.0692 |
| PP |
1.0501 |
1.0501 |
1.0501 |
1.0523 |
| S1 |
1.0413 |
1.0413 |
1.0539 |
1.0457 |
| S2 |
1.0266 |
1.0266 |
1.0518 |
|
| S3 |
1.0031 |
1.0178 |
1.0496 |
|
| S4 |
0.9796 |
0.9943 |
1.0432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0588 |
1.0353 |
0.0235 |
2.2% |
0.0102 |
1.0% |
72% |
False |
False |
34,903 |
| 10 |
1.0621 |
1.0353 |
0.0268 |
2.5% |
0.0092 |
0.9% |
63% |
False |
False |
37,968 |
| 20 |
1.0902 |
1.0353 |
0.0549 |
5.2% |
0.0117 |
1.1% |
31% |
False |
False |
30,362 |
| 40 |
1.0902 |
1.0280 |
0.0622 |
5.9% |
0.0087 |
0.8% |
39% |
False |
False |
15,246 |
| 60 |
1.1061 |
1.0280 |
0.0781 |
7.4% |
0.0066 |
0.6% |
31% |
False |
False |
10,168 |
| 80 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0053 |
0.5% |
29% |
False |
False |
7,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0775 |
|
2.618 |
1.0682 |
|
1.618 |
1.0625 |
|
1.000 |
1.0590 |
|
0.618 |
1.0568 |
|
HIGH |
1.0533 |
|
0.618 |
1.0511 |
|
0.500 |
1.0505 |
|
0.382 |
1.0498 |
|
LOW |
1.0476 |
|
0.618 |
1.0441 |
|
1.000 |
1.0419 |
|
1.618 |
1.0384 |
|
2.618 |
1.0327 |
|
4.250 |
1.0234 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0516 |
1.0507 |
| PP |
1.0510 |
1.0493 |
| S1 |
1.0505 |
1.0478 |
|