CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0213 |
1.0248 |
0.0035 |
0.3% |
1.0102 |
| High |
1.0277 |
1.0281 |
0.0004 |
0.0% |
1.0324 |
| Low |
1.0209 |
1.0180 |
-0.0029 |
-0.3% |
1.0040 |
| Close |
1.0257 |
1.0196 |
-0.0061 |
-0.6% |
1.0259 |
| Range |
0.0068 |
0.0101 |
0.0033 |
48.5% |
0.0284 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.3% |
0.0000 |
| Volume |
36,821 |
32,737 |
-4,084 |
-11.1% |
270,145 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0460 |
1.0252 |
|
| R3 |
1.0421 |
1.0359 |
1.0224 |
|
| R2 |
1.0320 |
1.0320 |
1.0215 |
|
| R1 |
1.0258 |
1.0258 |
1.0205 |
1.0239 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0209 |
| S1 |
1.0157 |
1.0157 |
1.0187 |
1.0138 |
| S2 |
1.0118 |
1.0118 |
1.0177 |
|
| S3 |
1.0017 |
1.0056 |
1.0168 |
|
| S4 |
0.9916 |
0.9955 |
1.0140 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1060 |
1.0943 |
1.0415 |
|
| R3 |
1.0776 |
1.0659 |
1.0337 |
|
| R2 |
1.0492 |
1.0492 |
1.0311 |
|
| R1 |
1.0375 |
1.0375 |
1.0285 |
1.0434 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0237 |
| S1 |
1.0091 |
1.0091 |
1.0233 |
1.0150 |
| S2 |
0.9924 |
0.9924 |
1.0207 |
|
| S3 |
0.9640 |
0.9807 |
1.0181 |
|
| S4 |
0.9356 |
0.9523 |
1.0103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0324 |
1.0101 |
0.0223 |
2.2% |
0.0107 |
1.1% |
43% |
False |
False |
44,568 |
| 10 |
1.0324 |
1.0040 |
0.0284 |
2.8% |
0.0098 |
1.0% |
55% |
False |
False |
44,796 |
| 20 |
1.0522 |
1.0040 |
0.0482 |
4.7% |
0.0097 |
0.9% |
32% |
False |
False |
38,439 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.5% |
0.0107 |
1.0% |
18% |
False |
False |
34,400 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.5% |
0.0090 |
0.9% |
18% |
False |
False |
22,977 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
10.0% |
0.0073 |
0.7% |
15% |
False |
False |
17,235 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.5% |
0.0061 |
0.6% |
15% |
False |
False |
13,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0545 |
|
1.618 |
1.0444 |
|
1.000 |
1.0382 |
|
0.618 |
1.0343 |
|
HIGH |
1.0281 |
|
0.618 |
1.0242 |
|
0.500 |
1.0231 |
|
0.382 |
1.0219 |
|
LOW |
1.0180 |
|
0.618 |
1.0118 |
|
1.000 |
1.0079 |
|
1.618 |
1.0017 |
|
2.618 |
0.9916 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0231 |
| PP |
1.0219 |
1.0219 |
| S1 |
1.0208 |
1.0208 |
|