CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0401 |
1.0381 |
-0.0020 |
-0.2% |
1.0475 |
| High |
1.0447 |
1.0588 |
0.0141 |
1.3% |
1.0588 |
| Low |
1.0353 |
1.0368 |
0.0015 |
0.1% |
1.0353 |
| Close |
1.0368 |
1.0561 |
0.0193 |
1.9% |
1.0561 |
| Range |
0.0094 |
0.0220 |
0.0126 |
134.0% |
0.0235 |
| ATR |
0.0098 |
0.0107 |
0.0009 |
8.8% |
0.0000 |
| Volume |
39,906 |
65,515 |
25,609 |
64.2% |
199,294 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1083 |
1.0682 |
|
| R3 |
1.0946 |
1.0863 |
1.0622 |
|
| R2 |
1.0726 |
1.0726 |
1.0601 |
|
| R1 |
1.0643 |
1.0643 |
1.0581 |
1.0685 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0526 |
| S1 |
1.0423 |
1.0423 |
1.0541 |
1.0465 |
| S2 |
1.0286 |
1.0286 |
1.0521 |
|
| S3 |
1.0066 |
1.0203 |
1.0501 |
|
| S4 |
0.9846 |
0.9983 |
1.0440 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1206 |
1.1118 |
1.0690 |
|
| R3 |
1.0971 |
1.0883 |
1.0626 |
|
| R2 |
1.0736 |
1.0736 |
1.0604 |
|
| R1 |
1.0648 |
1.0648 |
1.0583 |
1.0692 |
| PP |
1.0501 |
1.0501 |
1.0501 |
1.0523 |
| S1 |
1.0413 |
1.0413 |
1.0539 |
1.0457 |
| S2 |
1.0266 |
1.0266 |
1.0518 |
|
| S3 |
1.0031 |
1.0178 |
1.0496 |
|
| S4 |
0.9796 |
0.9943 |
1.0432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0588 |
1.0353 |
0.0235 |
2.2% |
0.0103 |
1.0% |
89% |
True |
False |
39,858 |
| 10 |
1.0638 |
1.0353 |
0.0285 |
2.7% |
0.0108 |
1.0% |
73% |
False |
False |
43,573 |
| 20 |
1.0902 |
1.0350 |
0.0552 |
5.2% |
0.0119 |
1.1% |
38% |
False |
False |
28,484 |
| 40 |
1.0917 |
1.0280 |
0.0637 |
6.0% |
0.0085 |
0.8% |
44% |
False |
False |
14,285 |
| 60 |
1.1061 |
1.0280 |
0.0781 |
7.4% |
0.0063 |
0.6% |
36% |
False |
False |
9,528 |
| 80 |
1.1108 |
1.0280 |
0.0828 |
7.8% |
0.0051 |
0.5% |
34% |
False |
False |
7,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1523 |
|
2.618 |
1.1164 |
|
1.618 |
1.0944 |
|
1.000 |
1.0808 |
|
0.618 |
1.0724 |
|
HIGH |
1.0588 |
|
0.618 |
1.0504 |
|
0.500 |
1.0478 |
|
0.382 |
1.0452 |
|
LOW |
1.0368 |
|
0.618 |
1.0232 |
|
1.000 |
1.0148 |
|
1.618 |
1.0012 |
|
2.618 |
0.9792 |
|
4.250 |
0.9433 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0533 |
1.0531 |
| PP |
1.0506 |
1.0501 |
| S1 |
1.0478 |
1.0471 |
|