CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0054 |
-0.0046 |
-0.5% |
1.0217 |
| High |
1.0119 |
1.0146 |
0.0027 |
0.3% |
1.0274 |
| Low |
1.0040 |
1.0049 |
0.0009 |
0.1% |
1.0124 |
| Close |
1.0056 |
1.0135 |
0.0079 |
0.8% |
1.0137 |
| Range |
0.0079 |
0.0097 |
0.0018 |
22.8% |
0.0150 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.2% |
0.0000 |
| Volume |
41,420 |
49,032 |
7,612 |
18.4% |
184,276 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0365 |
1.0188 |
|
| R3 |
1.0304 |
1.0268 |
1.0162 |
|
| R2 |
1.0207 |
1.0207 |
1.0153 |
|
| R1 |
1.0171 |
1.0171 |
1.0144 |
1.0189 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0119 |
| S1 |
1.0074 |
1.0074 |
1.0126 |
1.0092 |
| S2 |
1.0013 |
1.0013 |
1.0117 |
|
| S3 |
0.9916 |
0.9977 |
1.0108 |
|
| S4 |
0.9819 |
0.9880 |
1.0082 |
|
|
| 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 |
1.0040 |
0.0234 |
2.3% |
0.0089 |
0.9% |
41% |
False |
False |
45,024 |
| 10 |
1.0274 |
1.0040 |
0.0234 |
2.3% |
0.0086 |
0.8% |
41% |
False |
False |
40,503 |
| 20 |
1.0588 |
1.0040 |
0.0548 |
5.4% |
0.0095 |
0.9% |
17% |
False |
False |
36,023 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.5% |
0.0105 |
1.0% |
11% |
False |
False |
28,879 |
| 60 |
1.1032 |
1.0040 |
0.0992 |
9.8% |
0.0083 |
0.8% |
10% |
False |
False |
19,263 |
| 80 |
1.1108 |
1.0040 |
0.1068 |
10.5% |
0.0068 |
0.7% |
9% |
False |
False |
14,450 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.5% |
0.0056 |
0.6% |
9% |
False |
False |
11,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0558 |
|
2.618 |
1.0400 |
|
1.618 |
1.0303 |
|
1.000 |
1.0243 |
|
0.618 |
1.0206 |
|
HIGH |
1.0146 |
|
0.618 |
1.0109 |
|
0.500 |
1.0098 |
|
0.382 |
1.0086 |
|
LOW |
1.0049 |
|
0.618 |
0.9989 |
|
1.000 |
0.9952 |
|
1.618 |
0.9892 |
|
2.618 |
0.9795 |
|
4.250 |
0.9637 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0123 |
1.0121 |
| PP |
1.0110 |
1.0107 |
| S1 |
1.0098 |
1.0093 |
|