CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0218 |
1.0210 |
-0.0008 |
-0.1% |
1.0565 |
| High |
1.0254 |
1.0215 |
-0.0039 |
-0.4% |
1.0566 |
| Low |
1.0186 |
1.0146 |
-0.0040 |
-0.4% |
1.0227 |
| Close |
1.0193 |
1.0170 |
-0.0023 |
-0.2% |
1.0235 |
| Range |
0.0068 |
0.0069 |
0.0001 |
1.5% |
0.0339 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
32,186 |
35,000 |
2,814 |
8.7% |
82,110 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0346 |
1.0208 |
|
| R3 |
1.0315 |
1.0277 |
1.0189 |
|
| R2 |
1.0246 |
1.0246 |
1.0183 |
|
| R1 |
1.0208 |
1.0208 |
1.0176 |
1.0193 |
| PP |
1.0177 |
1.0177 |
1.0177 |
1.0169 |
| S1 |
1.0139 |
1.0139 |
1.0164 |
1.0124 |
| S2 |
1.0108 |
1.0108 |
1.0157 |
|
| S3 |
1.0039 |
1.0070 |
1.0151 |
|
| S4 |
0.9970 |
1.0001 |
1.0132 |
|
|
| 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 |
1.0343 |
1.0146 |
0.0197 |
1.9% |
0.0078 |
0.8% |
12% |
False |
True |
35,128 |
| 10 |
1.0588 |
1.0146 |
0.0442 |
4.3% |
0.0106 |
1.0% |
5% |
False |
True |
31,974 |
| 20 |
1.0902 |
1.0146 |
0.0756 |
7.4% |
0.0115 |
1.1% |
3% |
False |
True |
35,781 |
| 40 |
1.0902 |
1.0146 |
0.0756 |
7.4% |
0.0098 |
1.0% |
3% |
False |
True |
19,641 |
| 60 |
1.1061 |
1.0146 |
0.0915 |
9.0% |
0.0072 |
0.7% |
3% |
False |
True |
13,098 |
| 80 |
1.1108 |
1.0146 |
0.0962 |
9.5% |
0.0059 |
0.6% |
2% |
False |
True |
9,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0508 |
|
2.618 |
1.0396 |
|
1.618 |
1.0327 |
|
1.000 |
1.0284 |
|
0.618 |
1.0258 |
|
HIGH |
1.0215 |
|
0.618 |
1.0189 |
|
0.500 |
1.0181 |
|
0.382 |
1.0172 |
|
LOW |
1.0146 |
|
0.618 |
1.0103 |
|
1.000 |
1.0077 |
|
1.618 |
1.0034 |
|
2.618 |
0.9965 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0216 |
| PP |
1.0177 |
1.0201 |
| S1 |
1.0174 |
1.0185 |
|