CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0187 |
0.0025 |
0.2% |
1.0243 |
| High |
1.0171 |
1.0336 |
0.0165 |
1.6% |
1.0336 |
| Low |
1.0162 |
1.0187 |
0.0025 |
0.2% |
1.0162 |
| Close |
1.0171 |
1.0335 |
0.0164 |
1.6% |
1.0335 |
| Range |
0.0009 |
0.0149 |
0.0140 |
1,555.6% |
0.0174 |
| ATR |
0.0062 |
0.0069 |
0.0007 |
12.0% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
76 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0683 |
1.0417 |
|
| R3 |
1.0584 |
1.0534 |
1.0376 |
|
| R2 |
1.0435 |
1.0435 |
1.0362 |
|
| R1 |
1.0385 |
1.0385 |
1.0349 |
1.0410 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0299 |
| S1 |
1.0236 |
1.0236 |
1.0321 |
1.0261 |
| S2 |
1.0137 |
1.0137 |
1.0308 |
|
| S3 |
0.9988 |
1.0087 |
1.0294 |
|
| S4 |
0.9839 |
0.9938 |
1.0253 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0800 |
1.0741 |
1.0431 |
|
| R3 |
1.0626 |
1.0567 |
1.0383 |
|
| R2 |
1.0452 |
1.0452 |
1.0367 |
|
| R1 |
1.0393 |
1.0393 |
1.0351 |
1.0423 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0292 |
| S1 |
1.0219 |
1.0219 |
1.0319 |
1.0249 |
| S2 |
1.0104 |
1.0104 |
1.0303 |
|
| S3 |
0.9930 |
1.0045 |
1.0287 |
|
| S4 |
0.9756 |
0.9871 |
1.0239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0336 |
1.0162 |
0.0174 |
1.7% |
0.0052 |
0.5% |
99% |
True |
False |
15 |
| 10 |
1.0336 |
1.0085 |
0.0251 |
2.4% |
0.0039 |
0.4% |
100% |
True |
False |
10 |
| 20 |
1.0336 |
1.0085 |
0.0251 |
2.4% |
0.0032 |
0.3% |
100% |
True |
False |
10 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.2% |
0.0031 |
0.3% |
39% |
False |
False |
17 |
| 60 |
1.0822 |
1.0085 |
0.0737 |
7.1% |
0.0021 |
0.2% |
34% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.6% |
0.0017 |
0.2% |
25% |
False |
False |
9 |
| 100 |
1.1117 |
1.0085 |
0.1032 |
10.0% |
0.0014 |
0.1% |
24% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0969 |
|
2.618 |
1.0726 |
|
1.618 |
1.0577 |
|
1.000 |
1.0485 |
|
0.618 |
1.0428 |
|
HIGH |
1.0336 |
|
0.618 |
1.0279 |
|
0.500 |
1.0262 |
|
0.382 |
1.0244 |
|
LOW |
1.0187 |
|
0.618 |
1.0095 |
|
1.000 |
1.0038 |
|
1.618 |
0.9946 |
|
2.618 |
0.9797 |
|
4.250 |
0.9554 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0311 |
1.0306 |
| PP |
1.0286 |
1.0278 |
| S1 |
1.0262 |
1.0249 |
|