CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0054 |
1.0128 |
0.0074 |
0.7% |
1.0217 |
High |
1.0146 |
1.0279 |
0.0133 |
1.3% |
1.0274 |
Low |
1.0049 |
1.0101 |
0.0052 |
0.5% |
1.0124 |
Close |
1.0135 |
1.0242 |
0.0107 |
1.1% |
1.0137 |
Range |
0.0097 |
0.0178 |
0.0081 |
83.5% |
0.0150 |
ATR |
0.0094 |
0.0100 |
0.0006 |
6.4% |
0.0000 |
Volume |
49,032 |
68,618 |
19,586 |
39.9% |
184,276 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0741 |
1.0670 |
1.0340 |
|
R3 |
1.0563 |
1.0492 |
1.0291 |
|
R2 |
1.0385 |
1.0385 |
1.0275 |
|
R1 |
1.0314 |
1.0314 |
1.0258 |
1.0350 |
PP |
1.0207 |
1.0207 |
1.0207 |
1.0225 |
S1 |
1.0136 |
1.0136 |
1.0226 |
1.0172 |
S2 |
1.0029 |
1.0029 |
1.0209 |
|
S3 |
0.9851 |
0.9958 |
1.0193 |
|
S4 |
0.9673 |
0.9780 |
1.0144 |
|
|
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 |
1.0279 |
1.0040 |
0.0239 |
2.3% |
0.0109 |
1.1% |
85% |
True |
False |
51,249 |
10 |
1.0279 |
1.0040 |
0.0239 |
2.3% |
0.0097 |
0.9% |
85% |
True |
False |
43,865 |
20 |
1.0588 |
1.0040 |
0.0548 |
5.4% |
0.0101 |
1.0% |
37% |
False |
False |
37,919 |
40 |
1.0902 |
1.0040 |
0.0862 |
8.4% |
0.0107 |
1.0% |
23% |
False |
False |
30,592 |
60 |
1.0972 |
1.0040 |
0.0932 |
9.1% |
0.0085 |
0.8% |
22% |
False |
False |
20,406 |
80 |
1.1061 |
1.0040 |
0.1021 |
10.0% |
0.0069 |
0.7% |
20% |
False |
False |
15,308 |
100 |
1.1108 |
1.0040 |
0.1068 |
10.4% |
0.0058 |
0.6% |
19% |
False |
False |
12,252 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1036 |
2.618 |
1.0745 |
1.618 |
1.0567 |
1.000 |
1.0457 |
0.618 |
1.0389 |
HIGH |
1.0279 |
0.618 |
1.0211 |
0.500 |
1.0190 |
0.382 |
1.0169 |
LOW |
1.0101 |
0.618 |
0.9991 |
1.000 |
0.9923 |
1.618 |
0.9813 |
2.618 |
0.9635 |
4.250 |
0.9345 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0225 |
1.0215 |
PP |
1.0207 |
1.0187 |
S1 |
1.0190 |
1.0160 |
|