CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0196 |
1.0269 |
0.0073 |
0.7% |
1.0283 |
High |
1.0265 |
1.0269 |
0.0004 |
0.0% |
1.0295 |
Low |
1.0196 |
1.0269 |
0.0073 |
0.7% |
1.0185 |
Close |
1.0265 |
1.0269 |
0.0004 |
0.0% |
1.0234 |
Range |
0.0069 |
0.0000 |
-0.0069 |
-100.0% |
0.0110 |
ATR |
0.0062 |
0.0058 |
-0.0004 |
-6.7% |
0.0000 |
Volume |
5 |
3 |
-2 |
-40.0% |
80 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0269 |
1.0269 |
1.0269 |
|
R3 |
1.0269 |
1.0269 |
1.0269 |
|
R2 |
1.0269 |
1.0269 |
1.0269 |
|
R1 |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
PP |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
S1 |
1.0269 |
1.0269 |
1.0269 |
1.0269 |
S2 |
1.0269 |
1.0269 |
1.0269 |
|
S3 |
1.0269 |
1.0269 |
1.0269 |
|
S4 |
1.0269 |
1.0269 |
1.0269 |
|
|
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 |
1.0270 |
1.0185 |
0.0085 |
0.8% |
0.0027 |
0.3% |
99% |
False |
False |
4 |
10 |
1.0550 |
1.0185 |
0.0365 |
3.6% |
0.0042 |
0.4% |
23% |
False |
False |
10 |
20 |
1.0635 |
1.0185 |
0.0450 |
4.4% |
0.0030 |
0.3% |
19% |
False |
False |
28 |
40 |
1.0730 |
1.0185 |
0.0545 |
5.3% |
0.0020 |
0.2% |
15% |
False |
False |
14 |
60 |
1.1081 |
1.0185 |
0.0896 |
8.7% |
0.0013 |
0.1% |
9% |
False |
False |
10 |
80 |
1.1117 |
1.0185 |
0.0932 |
9.1% |
0.0011 |
0.1% |
9% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0269 |
2.618 |
1.0269 |
1.618 |
1.0269 |
1.000 |
1.0269 |
0.618 |
1.0269 |
HIGH |
1.0269 |
0.618 |
1.0269 |
0.500 |
1.0269 |
0.382 |
1.0269 |
LOW |
1.0269 |
0.618 |
1.0269 |
1.000 |
1.0269 |
1.618 |
1.0269 |
2.618 |
1.0269 |
4.250 |
1.0269 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0269 |
1.0257 |
PP |
1.0269 |
1.0245 |
S1 |
1.0269 |
1.0233 |
|