CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 24-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0139 |
1.0085 |
-0.0054 |
-0.5% |
1.0196 |
High |
1.0139 |
1.0085 |
-0.0054 |
-0.5% |
1.0272 |
Low |
1.0138 |
1.0085 |
-0.0053 |
-0.5% |
1.0153 |
Close |
1.0138 |
1.0085 |
-0.0053 |
-0.5% |
1.0164 |
Range |
0.0001 |
0.0000 |
-0.0001 |
-100.0% |
0.0119 |
ATR |
0.0057 |
0.0057 |
0.0000 |
-0.5% |
0.0000 |
Volume |
8 |
5 |
-3 |
-37.5% |
33 |
|
Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0085 |
1.0085 |
1.0085 |
|
R3 |
1.0085 |
1.0085 |
1.0085 |
|
R2 |
1.0085 |
1.0085 |
1.0085 |
|
R1 |
1.0085 |
1.0085 |
1.0085 |
1.0085 |
PP |
1.0085 |
1.0085 |
1.0085 |
1.0085 |
S1 |
1.0085 |
1.0085 |
1.0085 |
1.0085 |
S2 |
1.0085 |
1.0085 |
1.0085 |
|
S3 |
1.0085 |
1.0085 |
1.0085 |
|
S4 |
1.0085 |
1.0085 |
1.0085 |
|
|
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 |
1.0085 |
0.0187 |
1.9% |
0.0016 |
0.2% |
0% |
False |
True |
7 |
10 |
1.0272 |
1.0085 |
0.0187 |
1.9% |
0.0021 |
0.2% |
0% |
False |
True |
5 |
20 |
1.0606 |
1.0085 |
0.0521 |
5.2% |
0.0030 |
0.3% |
0% |
False |
True |
29 |
40 |
1.0730 |
1.0085 |
0.0645 |
6.4% |
0.0022 |
0.2% |
0% |
False |
True |
15 |
60 |
1.1061 |
1.0085 |
0.0976 |
9.7% |
0.0015 |
0.1% |
0% |
False |
True |
10 |
80 |
1.1113 |
1.0085 |
0.1028 |
10.2% |
0.0012 |
0.1% |
0% |
False |
True |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0085 |
2.618 |
1.0085 |
1.618 |
1.0085 |
1.000 |
1.0085 |
0.618 |
1.0085 |
HIGH |
1.0085 |
0.618 |
1.0085 |
0.500 |
1.0085 |
0.382 |
1.0085 |
LOW |
1.0085 |
0.618 |
1.0085 |
1.000 |
1.0085 |
1.618 |
1.0085 |
2.618 |
1.0085 |
4.250 |
1.0085 |
|
|
Fisher Pivots for day following 24-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0085 |
1.0128 |
PP |
1.0085 |
1.0114 |
S1 |
1.0085 |
1.0099 |
|