CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0230 |
1.0271 |
0.0041 |
0.4% |
1.0283 |
| High |
1.0252 |
1.0272 |
0.0020 |
0.2% |
1.0295 |
| Low |
1.0230 |
1.0232 |
0.0002 |
0.0% |
1.0185 |
| Close |
1.0252 |
1.0263 |
0.0011 |
0.1% |
1.0234 |
| Range |
0.0022 |
0.0040 |
0.0018 |
81.8% |
0.0110 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
80 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0359 |
1.0285 |
|
| R3 |
1.0336 |
1.0319 |
1.0274 |
|
| R2 |
1.0296 |
1.0296 |
1.0270 |
|
| R1 |
1.0279 |
1.0279 |
1.0267 |
1.0268 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0250 |
| S1 |
1.0239 |
1.0239 |
1.0259 |
1.0228 |
| S2 |
1.0216 |
1.0216 |
1.0256 |
|
| S3 |
1.0176 |
1.0199 |
1.0252 |
|
| S4 |
1.0136 |
1.0159 |
1.0241 |
|
|
| 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 |
1.0272 |
1.0196 |
0.0076 |
0.7% |
0.0027 |
0.3% |
88% |
True |
False |
3 |
| 10 |
1.0360 |
1.0185 |
0.0175 |
1.7% |
0.0033 |
0.3% |
45% |
False |
False |
10 |
| 20 |
1.0606 |
1.0185 |
0.0421 |
4.1% |
0.0031 |
0.3% |
19% |
False |
False |
28 |
| 40 |
1.0730 |
1.0185 |
0.0545 |
5.3% |
0.0021 |
0.2% |
14% |
False |
False |
14 |
| 60 |
1.1081 |
1.0185 |
0.0896 |
8.7% |
0.0014 |
0.1% |
9% |
False |
False |
10 |
| 80 |
1.1117 |
1.0185 |
0.0932 |
9.1% |
0.0012 |
0.1% |
8% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0442 |
|
2.618 |
1.0377 |
|
1.618 |
1.0337 |
|
1.000 |
1.0312 |
|
0.618 |
1.0297 |
|
HIGH |
1.0272 |
|
0.618 |
1.0257 |
|
0.500 |
1.0252 |
|
0.382 |
1.0247 |
|
LOW |
1.0232 |
|
0.618 |
1.0207 |
|
1.000 |
1.0192 |
|
1.618 |
1.0167 |
|
2.618 |
1.0127 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0259 |
1.0259 |
| PP |
1.0256 |
1.0255 |
| S1 |
1.0252 |
1.0251 |
|