CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0232 |
1.0241 |
0.0009 |
0.1% |
1.0227 |
| High |
1.0268 |
1.0258 |
-0.0010 |
-0.1% |
1.0286 |
| Low |
1.0164 |
1.0186 |
0.0022 |
0.2% |
1.0142 |
| Close |
1.0240 |
1.0223 |
-0.0017 |
-0.2% |
1.0206 |
| Range |
0.0104 |
0.0072 |
-0.0032 |
-30.8% |
0.0144 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
40,923 |
32,330 |
-8,593 |
-21.0% |
172,203 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0403 |
1.0263 |
|
| R3 |
1.0366 |
1.0331 |
1.0243 |
|
| R2 |
1.0294 |
1.0294 |
1.0236 |
|
| R1 |
1.0259 |
1.0259 |
1.0230 |
1.0241 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0213 |
| S1 |
1.0187 |
1.0187 |
1.0216 |
1.0169 |
| S2 |
1.0150 |
1.0150 |
1.0210 |
|
| S3 |
1.0078 |
1.0115 |
1.0203 |
|
| S4 |
1.0006 |
1.0043 |
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% |
0.0083 |
0.8% |
64% |
False |
False |
35,982 |
| 10 |
1.0522 |
1.0142 |
0.0380 |
3.7% |
0.0095 |
0.9% |
21% |
False |
False |
32,082 |
| 20 |
1.0621 |
1.0142 |
0.0479 |
4.7% |
0.0094 |
0.9% |
17% |
False |
False |
35,025 |
| 40 |
1.0902 |
1.0142 |
0.0760 |
7.4% |
0.0102 |
1.0% |
11% |
False |
False |
23,258 |
| 60 |
1.1061 |
1.0142 |
0.0919 |
9.0% |
0.0077 |
0.7% |
9% |
False |
False |
15,512 |
| 80 |
1.1108 |
1.0142 |
0.0966 |
9.4% |
0.0063 |
0.6% |
8% |
False |
False |
11,637 |
| 100 |
1.1203 |
1.0142 |
0.1061 |
10.4% |
0.0052 |
0.5% |
8% |
False |
False |
9,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0564 |
|
2.618 |
1.0446 |
|
1.618 |
1.0374 |
|
1.000 |
1.0330 |
|
0.618 |
1.0302 |
|
HIGH |
1.0258 |
|
0.618 |
1.0230 |
|
0.500 |
1.0222 |
|
0.382 |
1.0214 |
|
LOW |
1.0186 |
|
0.618 |
1.0142 |
|
1.000 |
1.0114 |
|
1.618 |
1.0070 |
|
2.618 |
0.9998 |
|
4.250 |
0.9880 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0223 |
1.0219 |
| PP |
1.0222 |
1.0215 |
| S1 |
1.0222 |
1.0211 |
|