CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 13-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0185 |
1.0237 |
0.0052 |
0.5% |
1.0283 |
High |
1.0198 |
1.0237 |
0.0039 |
0.4% |
1.0295 |
Low |
1.0185 |
1.0234 |
0.0049 |
0.5% |
1.0185 |
Close |
1.0198 |
1.0234 |
0.0036 |
0.4% |
1.0234 |
Range |
0.0013 |
0.0003 |
-0.0010 |
-76.9% |
0.0110 |
ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
7 |
5 |
-2 |
-28.6% |
80 |
|
Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0244 |
1.0242 |
1.0236 |
|
R3 |
1.0241 |
1.0239 |
1.0235 |
|
R2 |
1.0238 |
1.0238 |
1.0235 |
|
R1 |
1.0236 |
1.0236 |
1.0234 |
1.0236 |
PP |
1.0235 |
1.0235 |
1.0235 |
1.0235 |
S1 |
1.0233 |
1.0233 |
1.0234 |
1.0233 |
S2 |
1.0232 |
1.0232 |
1.0233 |
|
S3 |
1.0229 |
1.0230 |
1.0233 |
|
S4 |
1.0226 |
1.0227 |
1.0232 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0568 |
1.0511 |
1.0295 |
|
R3 |
1.0458 |
1.0401 |
1.0264 |
|
R2 |
1.0348 |
1.0348 |
1.0254 |
|
R1 |
1.0291 |
1.0291 |
1.0244 |
1.0265 |
PP |
1.0238 |
1.0238 |
1.0238 |
1.0225 |
S1 |
1.0181 |
1.0181 |
1.0224 |
1.0155 |
S2 |
1.0128 |
1.0128 |
1.0214 |
|
S3 |
1.0018 |
1.0071 |
1.0204 |
|
S4 |
0.9908 |
0.9961 |
1.0174 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0295 |
1.0185 |
0.0110 |
1.1% |
0.0021 |
0.2% |
45% |
False |
False |
16 |
10 |
1.0606 |
1.0185 |
0.0421 |
4.1% |
0.0041 |
0.4% |
12% |
False |
False |
23 |
20 |
1.0730 |
1.0185 |
0.0545 |
5.3% |
0.0035 |
0.3% |
9% |
False |
False |
28 |
40 |
1.0730 |
1.0185 |
0.0545 |
5.3% |
0.0018 |
0.2% |
9% |
False |
False |
14 |
60 |
1.1081 |
1.0185 |
0.0896 |
8.8% |
0.0012 |
0.1% |
5% |
False |
False |
10 |
80 |
1.1117 |
1.0185 |
0.0932 |
9.1% |
0.0011 |
0.1% |
5% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0250 |
2.618 |
1.0245 |
1.618 |
1.0242 |
1.000 |
1.0240 |
0.618 |
1.0239 |
HIGH |
1.0237 |
0.618 |
1.0236 |
0.500 |
1.0236 |
0.382 |
1.0235 |
LOW |
1.0234 |
0.618 |
1.0232 |
1.000 |
1.0231 |
1.618 |
1.0229 |
2.618 |
1.0226 |
4.250 |
1.0221 |
|
|
Fisher Pivots for day following 13-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0236 |
1.0232 |
PP |
1.0235 |
1.0230 |
S1 |
1.0235 |
1.0228 |
|