CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0235 |
1.0102 |
-0.0133 |
-1.3% |
1.0217 |
High |
1.0238 |
1.0137 |
-0.0101 |
-1.0% |
1.0274 |
Low |
1.0124 |
1.0062 |
-0.0062 |
-0.6% |
1.0124 |
Close |
1.0137 |
1.0109 |
-0.0028 |
-0.3% |
1.0137 |
Range |
0.0114 |
0.0075 |
-0.0039 |
-34.2% |
0.0150 |
ATR |
0.0096 |
0.0095 |
-0.0002 |
-1.6% |
0.0000 |
Volume |
41,860 |
55,318 |
13,458 |
32.2% |
184,276 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0328 |
1.0293 |
1.0150 |
|
R3 |
1.0253 |
1.0218 |
1.0130 |
|
R2 |
1.0178 |
1.0178 |
1.0123 |
|
R1 |
1.0143 |
1.0143 |
1.0116 |
1.0161 |
PP |
1.0103 |
1.0103 |
1.0103 |
1.0111 |
S1 |
1.0068 |
1.0068 |
1.0102 |
1.0086 |
S2 |
1.0028 |
1.0028 |
1.0095 |
|
S3 |
0.9953 |
0.9993 |
1.0088 |
|
S4 |
0.9878 |
0.9918 |
1.0068 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0628 |
1.0533 |
1.0220 |
|
R3 |
1.0478 |
1.0383 |
1.0178 |
|
R2 |
1.0328 |
1.0328 |
1.0165 |
|
R1 |
1.0233 |
1.0233 |
1.0151 |
1.0206 |
PP |
1.0178 |
1.0178 |
1.0178 |
1.0165 |
S1 |
1.0083 |
1.0083 |
1.0123 |
1.0056 |
S2 |
1.0028 |
1.0028 |
1.0110 |
|
S3 |
0.9878 |
0.9933 |
1.0096 |
|
S4 |
0.9728 |
0.9783 |
1.0055 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0274 |
1.0062 |
0.0212 |
2.1% |
0.0089 |
0.9% |
22% |
False |
True |
41,584 |
10 |
1.0286 |
1.0062 |
0.0224 |
2.2% |
0.0083 |
0.8% |
21% |
False |
True |
38,175 |
20 |
1.0588 |
1.0062 |
0.0526 |
5.2% |
0.0094 |
0.9% |
9% |
False |
True |
34,660 |
40 |
1.0902 |
1.0062 |
0.0840 |
8.3% |
0.0104 |
1.0% |
6% |
False |
True |
26,620 |
60 |
1.1061 |
1.0062 |
0.0999 |
9.9% |
0.0081 |
0.8% |
5% |
False |
True |
17,756 |
80 |
1.1108 |
1.0062 |
0.1046 |
10.3% |
0.0066 |
0.7% |
4% |
False |
True |
13,320 |
100 |
1.1108 |
1.0062 |
0.1046 |
10.3% |
0.0054 |
0.5% |
4% |
False |
True |
10,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0456 |
2.618 |
1.0333 |
1.618 |
1.0258 |
1.000 |
1.0212 |
0.618 |
1.0183 |
HIGH |
1.0137 |
0.618 |
1.0108 |
0.500 |
1.0100 |
0.382 |
1.0091 |
LOW |
1.0062 |
0.618 |
1.0016 |
1.000 |
0.9987 |
1.618 |
0.9941 |
2.618 |
0.9866 |
4.250 |
0.9743 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0106 |
1.0168 |
PP |
1.0103 |
1.0148 |
S1 |
1.0100 |
1.0129 |
|