CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0248 |
1.0189 |
-0.0059 |
-0.6% |
1.0102 |
| High |
1.0281 |
1.0312 |
0.0031 |
0.3% |
1.0324 |
| Low |
1.0180 |
1.0112 |
-0.0068 |
-0.7% |
1.0040 |
| Close |
1.0196 |
1.0142 |
-0.0054 |
-0.5% |
1.0259 |
| Range |
0.0101 |
0.0200 |
0.0099 |
98.0% |
0.0284 |
| ATR |
0.0097 |
0.0105 |
0.0007 |
7.5% |
0.0000 |
| Volume |
32,737 |
85,257 |
52,520 |
160.4% |
270,145 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0665 |
1.0252 |
|
| R3 |
1.0589 |
1.0465 |
1.0197 |
|
| R2 |
1.0389 |
1.0389 |
1.0179 |
|
| R1 |
1.0265 |
1.0265 |
1.0160 |
1.0227 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0170 |
| S1 |
1.0065 |
1.0065 |
1.0124 |
1.0027 |
| S2 |
0.9989 |
0.9989 |
1.0105 |
|
| S3 |
0.9789 |
0.9865 |
1.0087 |
|
| S4 |
0.9589 |
0.9665 |
1.0032 |
|
|
| 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 |
1.0112 |
0.0212 |
2.1% |
0.0112 |
1.1% |
14% |
False |
True |
47,896 |
| 10 |
1.0324 |
1.0040 |
0.0284 |
2.8% |
0.0110 |
1.1% |
36% |
False |
False |
49,573 |
| 20 |
1.0343 |
1.0040 |
0.0303 |
3.0% |
0.0096 |
0.9% |
34% |
False |
False |
42,688 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.5% |
0.0109 |
1.1% |
12% |
False |
False |
36,480 |
| 60 |
1.0902 |
1.0040 |
0.0862 |
8.5% |
0.0093 |
0.9% |
12% |
False |
False |
24,397 |
| 80 |
1.1061 |
1.0040 |
0.1021 |
10.1% |
0.0076 |
0.7% |
10% |
False |
False |
18,301 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.5% |
0.0063 |
0.6% |
10% |
False |
False |
14,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1162 |
|
2.618 |
1.0836 |
|
1.618 |
1.0636 |
|
1.000 |
1.0512 |
|
0.618 |
1.0436 |
|
HIGH |
1.0312 |
|
0.618 |
1.0236 |
|
0.500 |
1.0212 |
|
0.382 |
1.0188 |
|
LOW |
1.0112 |
|
0.618 |
0.9988 |
|
1.000 |
0.9912 |
|
1.618 |
0.9788 |
|
2.618 |
0.9588 |
|
4.250 |
0.9262 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0212 |
| PP |
1.0189 |
1.0189 |
| S1 |
1.0165 |
1.0165 |
|