CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0265 |
1.0240 |
-0.0025 |
-0.2% |
1.0139 |
| High |
1.0271 |
1.0335 |
0.0064 |
0.6% |
1.0335 |
| Low |
1.0265 |
1.0240 |
-0.0025 |
-0.2% |
1.0085 |
| Close |
1.0271 |
1.0287 |
0.0016 |
0.2% |
1.0287 |
| Range |
0.0006 |
0.0095 |
0.0089 |
1,483.3% |
0.0250 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.8% |
0.0000 |
| Volume |
5 |
7 |
2 |
40.0% |
27 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0572 |
1.0525 |
1.0339 |
|
| R3 |
1.0477 |
1.0430 |
1.0313 |
|
| R2 |
1.0382 |
1.0382 |
1.0304 |
|
| R1 |
1.0335 |
1.0335 |
1.0296 |
1.0359 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0299 |
| S1 |
1.0240 |
1.0240 |
1.0278 |
1.0264 |
| S2 |
1.0192 |
1.0192 |
1.0270 |
|
| S3 |
1.0097 |
1.0145 |
1.0261 |
|
| S4 |
1.0002 |
1.0050 |
1.0235 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0886 |
1.0425 |
|
| R3 |
1.0736 |
1.0636 |
1.0356 |
|
| R2 |
1.0486 |
1.0486 |
1.0333 |
|
| R1 |
1.0386 |
1.0386 |
1.0310 |
1.0436 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0261 |
| S1 |
1.0136 |
1.0136 |
1.0264 |
1.0186 |
| S2 |
0.9986 |
0.9986 |
1.0241 |
|
| S3 |
0.9736 |
0.9886 |
1.0218 |
|
| S4 |
0.9486 |
0.9636 |
1.0150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0335 |
1.0085 |
0.0250 |
2.4% |
0.0027 |
0.3% |
81% |
True |
False |
5 |
| 10 |
1.0335 |
1.0085 |
0.0250 |
2.4% |
0.0028 |
0.3% |
81% |
True |
False |
6 |
| 20 |
1.0606 |
1.0085 |
0.0521 |
5.1% |
0.0035 |
0.3% |
39% |
False |
False |
14 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0025 |
0.2% |
31% |
False |
False |
15 |
| 60 |
1.0984 |
1.0085 |
0.0899 |
8.7% |
0.0017 |
0.2% |
22% |
False |
False |
10 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0014 |
0.1% |
20% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0739 |
|
2.618 |
1.0584 |
|
1.618 |
1.0489 |
|
1.000 |
1.0430 |
|
0.618 |
1.0394 |
|
HIGH |
1.0335 |
|
0.618 |
1.0299 |
|
0.500 |
1.0288 |
|
0.382 |
1.0276 |
|
LOW |
1.0240 |
|
0.618 |
1.0181 |
|
1.000 |
1.0145 |
|
1.618 |
1.0086 |
|
2.618 |
0.9991 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0269 |
| PP |
1.0287 |
1.0251 |
| S1 |
1.0287 |
1.0233 |
|