CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0217 |
1.0232 |
0.0015 |
0.1% |
1.0227 |
| High |
1.0247 |
1.0268 |
0.0021 |
0.2% |
1.0286 |
| Low |
1.0153 |
1.0164 |
0.0011 |
0.1% |
1.0142 |
| Close |
1.0236 |
1.0240 |
0.0004 |
0.0% |
1.0206 |
| Range |
0.0094 |
0.0104 |
0.0010 |
10.6% |
0.0144 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.5% |
0.0000 |
| Volume |
31,672 |
40,923 |
9,251 |
29.2% |
172,203 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0536 |
1.0492 |
1.0297 |
|
| R3 |
1.0432 |
1.0388 |
1.0269 |
|
| R2 |
1.0328 |
1.0328 |
1.0259 |
|
| R1 |
1.0284 |
1.0284 |
1.0250 |
1.0306 |
| PP |
1.0224 |
1.0224 |
1.0224 |
1.0235 |
| S1 |
1.0180 |
1.0180 |
1.0230 |
1.0202 |
| S2 |
1.0120 |
1.0120 |
1.0221 |
|
| S3 |
1.0016 |
1.0076 |
1.0211 |
|
| S4 |
0.9912 |
0.9972 |
1.0183 |
|
|
| 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 |
1.0268 |
1.0142 |
0.0126 |
1.2% |
0.0082 |
0.8% |
78% |
True |
False |
35,953 |
| 10 |
1.0533 |
1.0142 |
0.0391 |
3.8% |
0.0094 |
0.9% |
25% |
False |
False |
28,852 |
| 20 |
1.0625 |
1.0142 |
0.0483 |
4.7% |
0.0097 |
0.9% |
20% |
False |
False |
35,772 |
| 40 |
1.0902 |
1.0142 |
0.0760 |
7.4% |
0.0102 |
1.0% |
13% |
False |
False |
22,452 |
| 60 |
1.1061 |
1.0142 |
0.0919 |
9.0% |
0.0075 |
0.7% |
11% |
False |
False |
14,973 |
| 80 |
1.1108 |
1.0142 |
0.0966 |
9.4% |
0.0062 |
0.6% |
10% |
False |
False |
11,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0540 |
|
1.618 |
1.0436 |
|
1.000 |
1.0372 |
|
0.618 |
1.0332 |
|
HIGH |
1.0268 |
|
0.618 |
1.0228 |
|
0.500 |
1.0216 |
|
0.382 |
1.0204 |
|
LOW |
1.0164 |
|
0.618 |
1.0100 |
|
1.000 |
1.0060 |
|
1.618 |
0.9996 |
|
2.618 |
0.9892 |
|
4.250 |
0.9722 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0228 |
| PP |
1.0224 |
1.0217 |
| S1 |
1.0216 |
1.0205 |
|