CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0331 |
1.0227 |
-0.0104 |
-1.0% |
1.0565 |
| High |
1.0343 |
1.0278 |
-0.0065 |
-0.6% |
1.0566 |
| Low |
1.0227 |
1.0221 |
-0.0006 |
-0.1% |
1.0227 |
| Close |
1.0235 |
1.0266 |
0.0031 |
0.3% |
1.0235 |
| Range |
0.0116 |
0.0057 |
-0.0059 |
-50.9% |
0.0339 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
43,427 |
30,045 |
-13,382 |
-30.8% |
82,110 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0403 |
1.0297 |
|
| R3 |
1.0369 |
1.0346 |
1.0282 |
|
| R2 |
1.0312 |
1.0312 |
1.0276 |
|
| R1 |
1.0289 |
1.0289 |
1.0271 |
1.0301 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0261 |
| S1 |
1.0232 |
1.0232 |
1.0261 |
1.0244 |
| S2 |
1.0198 |
1.0198 |
1.0256 |
|
| S3 |
1.0141 |
1.0175 |
1.0250 |
|
| S4 |
1.0084 |
1.0118 |
1.0235 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1360 |
1.1136 |
1.0421 |
|
| R3 |
1.1021 |
1.0797 |
1.0328 |
|
| R2 |
1.0682 |
1.0682 |
1.0297 |
|
| R1 |
1.0458 |
1.0458 |
1.0266 |
1.0401 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0314 |
| S1 |
1.0119 |
1.0119 |
1.0204 |
1.0062 |
| S2 |
1.0004 |
1.0004 |
1.0173 |
|
| S3 |
0.9665 |
0.9780 |
1.0142 |
|
| S4 |
0.9326 |
0.9441 |
1.0049 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0566 |
1.0221 |
0.0345 |
3.4% |
0.0105 |
1.0% |
13% |
False |
True |
22,431 |
| 10 |
1.0588 |
1.0221 |
0.0367 |
3.6% |
0.0104 |
1.0% |
12% |
False |
True |
31,144 |
| 20 |
1.0902 |
1.0221 |
0.0681 |
6.6% |
0.0121 |
1.2% |
7% |
False |
True |
33,282 |
| 40 |
1.0902 |
1.0221 |
0.0681 |
6.6% |
0.0096 |
0.9% |
7% |
False |
True |
17,088 |
| 60 |
1.1061 |
1.0221 |
0.0840 |
8.2% |
0.0072 |
0.7% |
5% |
False |
True |
11,396 |
| 80 |
1.1108 |
1.0221 |
0.0887 |
8.6% |
0.0057 |
0.6% |
5% |
False |
True |
8,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0520 |
|
2.618 |
1.0427 |
|
1.618 |
1.0370 |
|
1.000 |
1.0335 |
|
0.618 |
1.0313 |
|
HIGH |
1.0278 |
|
0.618 |
1.0256 |
|
0.500 |
1.0250 |
|
0.382 |
1.0243 |
|
LOW |
1.0221 |
|
0.618 |
1.0186 |
|
1.000 |
1.0164 |
|
1.618 |
1.0129 |
|
2.618 |
1.0072 |
|
4.250 |
0.9979 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0372 |
| PP |
1.0255 |
1.0336 |
| S1 |
1.0250 |
1.0301 |
|