CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0173 |
1.0217 |
0.0044 |
0.4% |
1.0227 |
| High |
1.0219 |
1.0247 |
0.0028 |
0.3% |
1.0286 |
| Low |
1.0142 |
1.0153 |
0.0011 |
0.1% |
1.0142 |
| Close |
1.0206 |
1.0236 |
0.0030 |
0.3% |
1.0206 |
| Range |
0.0077 |
0.0094 |
0.0017 |
22.1% |
0.0144 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
39,986 |
31,672 |
-8,314 |
-20.8% |
172,203 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0459 |
1.0288 |
|
| R3 |
1.0400 |
1.0365 |
1.0262 |
|
| R2 |
1.0306 |
1.0306 |
1.0253 |
|
| R1 |
1.0271 |
1.0271 |
1.0245 |
1.0289 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0221 |
| S1 |
1.0177 |
1.0177 |
1.0227 |
1.0195 |
| S2 |
1.0118 |
1.0118 |
1.0219 |
|
| S3 |
1.0024 |
1.0083 |
1.0210 |
|
| S4 |
0.9930 |
0.9989 |
1.0184 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0569 |
1.0285 |
|
| R3 |
1.0499 |
1.0425 |
1.0246 |
|
| R2 |
1.0355 |
1.0355 |
1.0232 |
|
| R1 |
1.0281 |
1.0281 |
1.0219 |
1.0246 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0194 |
| S1 |
1.0137 |
1.0137 |
1.0193 |
1.0102 |
| S2 |
1.0067 |
1.0067 |
1.0180 |
|
| S3 |
0.9923 |
0.9993 |
1.0166 |
|
| S4 |
0.9779 |
0.9849 |
1.0127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0286 |
1.0142 |
0.0144 |
1.4% |
0.0078 |
0.8% |
65% |
False |
False |
34,766 |
| 10 |
1.0566 |
1.0142 |
0.0424 |
4.1% |
0.0092 |
0.9% |
22% |
False |
False |
28,598 |
| 20 |
1.0638 |
1.0142 |
0.0496 |
4.8% |
0.0100 |
1.0% |
19% |
False |
False |
36,085 |
| 40 |
1.0902 |
1.0142 |
0.0760 |
7.4% |
0.0101 |
1.0% |
12% |
False |
False |
21,430 |
| 60 |
1.1061 |
1.0142 |
0.0919 |
9.0% |
0.0074 |
0.7% |
10% |
False |
False |
14,291 |
| 80 |
1.1108 |
1.0142 |
0.0966 |
9.4% |
0.0061 |
0.6% |
10% |
False |
False |
10,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0647 |
|
2.618 |
1.0493 |
|
1.618 |
1.0399 |
|
1.000 |
1.0341 |
|
0.618 |
1.0305 |
|
HIGH |
1.0247 |
|
0.618 |
1.0211 |
|
0.500 |
1.0200 |
|
0.382 |
1.0189 |
|
LOW |
1.0153 |
|
0.618 |
1.0095 |
|
1.000 |
1.0059 |
|
1.618 |
1.0001 |
|
2.618 |
0.9907 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0222 |
| PP |
1.0212 |
1.0208 |
| S1 |
1.0200 |
1.0195 |
|