CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0171 |
-0.0100 |
-1.0% |
1.0196 |
| High |
1.0272 |
1.0171 |
-0.0101 |
-1.0% |
1.0272 |
| Low |
1.0232 |
1.0153 |
-0.0079 |
-0.8% |
1.0153 |
| Close |
1.0263 |
1.0164 |
-0.0099 |
-1.0% |
1.0164 |
| Range |
0.0040 |
0.0018 |
-0.0022 |
-55.0% |
0.0119 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.0% |
0.0000 |
| Volume |
3 |
19 |
16 |
533.3% |
33 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0208 |
1.0174 |
|
| R3 |
1.0199 |
1.0190 |
1.0169 |
|
| R2 |
1.0181 |
1.0181 |
1.0167 |
|
| R1 |
1.0172 |
1.0172 |
1.0166 |
1.0168 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0160 |
| S1 |
1.0154 |
1.0154 |
1.0162 |
1.0150 |
| S2 |
1.0145 |
1.0145 |
1.0161 |
|
| S3 |
1.0127 |
1.0136 |
1.0159 |
|
| S4 |
1.0109 |
1.0118 |
1.0154 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0478 |
1.0229 |
|
| R3 |
1.0434 |
1.0359 |
1.0197 |
|
| R2 |
1.0315 |
1.0315 |
1.0186 |
|
| R1 |
1.0240 |
1.0240 |
1.0175 |
1.0218 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0186 |
| S1 |
1.0121 |
1.0121 |
1.0153 |
1.0099 |
| S2 |
1.0077 |
1.0077 |
1.0142 |
|
| S3 |
0.9958 |
1.0002 |
1.0131 |
|
| S4 |
0.9839 |
0.9883 |
1.0099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0272 |
1.0153 |
0.0119 |
1.2% |
0.0030 |
0.3% |
9% |
False |
True |
6 |
| 10 |
1.0295 |
1.0153 |
0.0142 |
1.4% |
0.0025 |
0.2% |
8% |
False |
True |
11 |
| 20 |
1.0606 |
1.0153 |
0.0453 |
4.5% |
0.0032 |
0.3% |
2% |
False |
True |
29 |
| 40 |
1.0730 |
1.0153 |
0.0577 |
5.7% |
0.0022 |
0.2% |
2% |
False |
True |
15 |
| 60 |
1.1081 |
1.0153 |
0.0928 |
9.1% |
0.0015 |
0.1% |
1% |
False |
True |
10 |
| 80 |
1.1117 |
1.0153 |
0.0964 |
9.5% |
0.0012 |
0.1% |
1% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0248 |
|
2.618 |
1.0218 |
|
1.618 |
1.0200 |
|
1.000 |
1.0189 |
|
0.618 |
1.0182 |
|
HIGH |
1.0171 |
|
0.618 |
1.0164 |
|
0.500 |
1.0162 |
|
0.382 |
1.0160 |
|
LOW |
1.0153 |
|
0.618 |
1.0142 |
|
1.000 |
1.0135 |
|
1.618 |
1.0124 |
|
2.618 |
1.0106 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0163 |
1.0213 |
| PP |
1.0163 |
1.0196 |
| S1 |
1.0162 |
1.0180 |
|