CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0218 |
-0.0053 |
-0.5% |
1.0565 |
| High |
1.0286 |
1.0254 |
-0.0032 |
-0.3% |
1.0566 |
| Low |
1.0204 |
1.0186 |
-0.0018 |
-0.2% |
1.0227 |
| Close |
1.0218 |
1.0193 |
-0.0025 |
-0.2% |
1.0235 |
| Range |
0.0082 |
0.0068 |
-0.0014 |
-17.1% |
0.0339 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
34,986 |
32,186 |
-2,800 |
-8.0% |
82,110 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0372 |
1.0230 |
|
| R3 |
1.0347 |
1.0304 |
1.0212 |
|
| R2 |
1.0279 |
1.0279 |
1.0205 |
|
| R1 |
1.0236 |
1.0236 |
1.0199 |
1.0224 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0205 |
| S1 |
1.0168 |
1.0168 |
1.0187 |
1.0156 |
| S2 |
1.0143 |
1.0143 |
1.0181 |
|
| S3 |
1.0075 |
1.0100 |
1.0174 |
|
| S4 |
1.0007 |
1.0032 |
1.0156 |
|
|
| 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 |
1.0522 |
1.0186 |
0.0336 |
3.3% |
0.0107 |
1.0% |
2% |
False |
True |
28,182 |
| 10 |
1.0588 |
1.0186 |
0.0402 |
3.9% |
0.0104 |
1.0% |
2% |
False |
True |
31,542 |
| 20 |
1.0902 |
1.0186 |
0.0716 |
7.0% |
0.0117 |
1.1% |
1% |
False |
True |
35,101 |
| 40 |
1.0902 |
1.0186 |
0.0716 |
7.0% |
0.0098 |
1.0% |
1% |
False |
True |
18,767 |
| 60 |
1.1061 |
1.0186 |
0.0875 |
8.6% |
0.0071 |
0.7% |
1% |
False |
True |
12,515 |
| 80 |
1.1108 |
1.0186 |
0.0922 |
9.0% |
0.0059 |
0.6% |
1% |
False |
True |
9,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0543 |
|
2.618 |
1.0432 |
|
1.618 |
1.0364 |
|
1.000 |
1.0322 |
|
0.618 |
1.0296 |
|
HIGH |
1.0254 |
|
0.618 |
1.0228 |
|
0.500 |
1.0220 |
|
0.382 |
1.0212 |
|
LOW |
1.0186 |
|
0.618 |
1.0144 |
|
1.000 |
1.0118 |
|
1.618 |
1.0076 |
|
2.618 |
1.0008 |
|
4.250 |
0.9897 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0220 |
1.0236 |
| PP |
1.0211 |
1.0222 |
| S1 |
1.0202 |
1.0207 |
|