CME Swiss Franc Future December 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0275 |
1.0162 |
-0.0113 |
-1.1% |
1.0139 |
High |
1.0275 |
1.0171 |
-0.0104 |
-1.0% |
1.0335 |
Low |
1.0226 |
1.0162 |
-0.0064 |
-0.6% |
1.0085 |
Close |
1.0226 |
1.0171 |
-0.0055 |
-0.5% |
1.0287 |
Range |
0.0049 |
0.0009 |
-0.0040 |
-81.6% |
0.0250 |
ATR |
0.0062 |
0.0062 |
0.0000 |
0.3% |
0.0000 |
Volume |
58 |
3 |
-55 |
-94.8% |
27 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0195 |
1.0192 |
1.0176 |
|
R3 |
1.0186 |
1.0183 |
1.0173 |
|
R2 |
1.0177 |
1.0177 |
1.0173 |
|
R1 |
1.0174 |
1.0174 |
1.0172 |
1.0176 |
PP |
1.0168 |
1.0168 |
1.0168 |
1.0169 |
S1 |
1.0165 |
1.0165 |
1.0170 |
1.0167 |
S2 |
1.0159 |
1.0159 |
1.0169 |
|
S3 |
1.0150 |
1.0156 |
1.0169 |
|
S4 |
1.0141 |
1.0147 |
1.0166 |
|
|
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 |
1.0162 |
0.0173 |
1.7% |
0.0041 |
0.4% |
5% |
False |
True |
16 |
10 |
1.0335 |
1.0085 |
0.0250 |
2.5% |
0.0026 |
0.3% |
34% |
False |
False |
11 |
20 |
1.0360 |
1.0085 |
0.0275 |
2.7% |
0.0030 |
0.3% |
31% |
False |
False |
11 |
40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0027 |
0.3% |
13% |
False |
False |
17 |
60 |
1.0822 |
1.0085 |
0.0737 |
7.2% |
0.0019 |
0.2% |
12% |
False |
False |
12 |
80 |
1.1081 |
1.0085 |
0.0996 |
9.8% |
0.0016 |
0.2% |
9% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0209 |
2.618 |
1.0195 |
1.618 |
1.0186 |
1.000 |
1.0180 |
0.618 |
1.0177 |
HIGH |
1.0171 |
0.618 |
1.0168 |
0.500 |
1.0167 |
0.382 |
1.0165 |
LOW |
1.0162 |
0.618 |
1.0156 |
1.000 |
1.0153 |
1.618 |
1.0147 |
2.618 |
1.0138 |
4.250 |
1.0124 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0170 |
1.0228 |
PP |
1.0168 |
1.0209 |
S1 |
1.0167 |
1.0190 |
|