CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 28-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
1.0423 |
1.0398 |
-0.0025 |
-0.2% |
1.0517 |
High |
1.0423 |
1.0398 |
-0.0025 |
-0.2% |
1.0635 |
Low |
1.0423 |
1.0398 |
-0.0025 |
-0.2% |
1.0502 |
Close |
1.0423 |
1.0398 |
-0.0025 |
-0.2% |
1.0511 |
Range |
|
|
|
|
|
ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
140 |
140 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0398 |
1.0398 |
1.0398 |
|
R3 |
1.0398 |
1.0398 |
1.0398 |
|
R2 |
1.0398 |
1.0398 |
1.0398 |
|
R1 |
1.0398 |
1.0398 |
1.0398 |
1.0398 |
PP |
1.0398 |
1.0398 |
1.0398 |
1.0398 |
S1 |
1.0398 |
1.0398 |
1.0398 |
1.0398 |
S2 |
1.0398 |
1.0398 |
1.0398 |
|
S3 |
1.0398 |
1.0398 |
1.0398 |
|
S4 |
1.0398 |
1.0398 |
1.0398 |
|
|
Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0948 |
1.0863 |
1.0584 |
|
R3 |
1.0815 |
1.0730 |
1.0548 |
|
R2 |
1.0682 |
1.0682 |
1.0535 |
|
R1 |
1.0597 |
1.0597 |
1.0523 |
1.0573 |
PP |
1.0549 |
1.0549 |
1.0549 |
1.0538 |
S1 |
1.0464 |
1.0464 |
1.0499 |
1.0440 |
S2 |
1.0416 |
1.0416 |
1.0487 |
|
S3 |
1.0283 |
1.0331 |
1.0474 |
|
S4 |
1.0150 |
1.0198 |
1.0438 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0519 |
1.0398 |
0.0121 |
1.2% |
0.0014 |
0.1% |
0% |
False |
True |
63 |
10 |
1.0730 |
1.0398 |
0.0332 |
3.2% |
0.0028 |
0.3% |
0% |
False |
True |
32 |
20 |
1.0730 |
1.0395 |
0.0335 |
3.2% |
0.0014 |
0.1% |
1% |
False |
False |
16 |
40 |
1.0984 |
1.0350 |
0.0634 |
6.1% |
0.0008 |
0.1% |
8% |
False |
False |
8 |
60 |
1.1081 |
1.0350 |
0.0731 |
7.0% |
0.0007 |
0.1% |
7% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0398 |
2.618 |
1.0398 |
1.618 |
1.0398 |
1.000 |
1.0398 |
0.618 |
1.0398 |
HIGH |
1.0398 |
0.618 |
1.0398 |
0.500 |
1.0398 |
0.382 |
1.0398 |
LOW |
1.0398 |
0.618 |
1.0398 |
1.000 |
1.0398 |
1.618 |
1.0398 |
2.618 |
1.0398 |
4.250 |
1.0398 |
|
|
Fisher Pivots for day following 28-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0398 |
1.0429 |
PP |
1.0398 |
1.0418 |
S1 |
1.0398 |
1.0408 |
|