CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0540 |
1.0525 |
-0.0015 |
-0.1% |
1.0443 |
High |
1.0606 |
1.0525 |
-0.0081 |
-0.8% |
1.0606 |
Low |
1.0540 |
1.0525 |
-0.0015 |
-0.1% |
1.0398 |
Close |
1.0589 |
1.0525 |
-0.0064 |
-0.6% |
1.0589 |
Range |
0.0066 |
0.0000 |
-0.0066 |
-100.0% |
0.0208 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.2% |
0.0000 |
Volume |
140 |
2 |
-138 |
-98.6% |
450 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0525 |
1.0525 |
1.0525 |
|
R3 |
1.0525 |
1.0525 |
1.0525 |
|
R2 |
1.0525 |
1.0525 |
1.0525 |
|
R1 |
1.0525 |
1.0525 |
1.0525 |
1.0525 |
PP |
1.0525 |
1.0525 |
1.0525 |
1.0525 |
S1 |
1.0525 |
1.0525 |
1.0525 |
1.0525 |
S2 |
1.0525 |
1.0525 |
1.0525 |
|
S3 |
1.0525 |
1.0525 |
1.0525 |
|
S4 |
1.0525 |
1.0525 |
1.0525 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1155 |
1.1080 |
1.0703 |
|
R3 |
1.0947 |
1.0872 |
1.0646 |
|
R2 |
1.0739 |
1.0739 |
1.0627 |
|
R1 |
1.0664 |
1.0664 |
1.0608 |
1.0702 |
PP |
1.0531 |
1.0531 |
1.0531 |
1.0550 |
S1 |
1.0456 |
1.0456 |
1.0570 |
1.0494 |
S2 |
1.0323 |
1.0323 |
1.0551 |
|
S3 |
1.0115 |
1.0248 |
1.0532 |
|
S4 |
0.9907 |
1.0040 |
1.0475 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0606 |
1.0398 |
0.0208 |
2.0% |
0.0021 |
0.2% |
61% |
False |
False |
90 |
10 |
1.0635 |
1.0398 |
0.0237 |
2.3% |
0.0019 |
0.2% |
54% |
False |
False |
46 |
20 |
1.0730 |
1.0398 |
0.0332 |
3.2% |
0.0018 |
0.2% |
38% |
False |
False |
23 |
40 |
1.0903 |
1.0350 |
0.0553 |
5.3% |
0.0010 |
0.1% |
32% |
False |
False |
12 |
60 |
1.1081 |
1.0350 |
0.0731 |
6.9% |
0.0008 |
0.1% |
24% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0525 |
2.618 |
1.0525 |
1.618 |
1.0525 |
1.000 |
1.0525 |
0.618 |
1.0525 |
HIGH |
1.0525 |
0.618 |
1.0525 |
0.500 |
1.0525 |
0.382 |
1.0525 |
LOW |
1.0525 |
0.618 |
1.0525 |
1.000 |
1.0525 |
1.618 |
1.0525 |
2.618 |
1.0525 |
4.250 |
1.0525 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0525 |
1.0517 |
PP |
1.0525 |
1.0510 |
S1 |
1.0525 |
1.0502 |
|