CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0381 |
1.0565 |
0.0184 |
1.8% |
1.0475 |
High |
1.0588 |
1.0566 |
-0.0022 |
-0.2% |
1.0588 |
Low |
1.0368 |
1.0482 |
0.0114 |
1.1% |
1.0353 |
Close |
1.0561 |
1.0497 |
-0.0064 |
-0.6% |
1.0561 |
Range |
0.0220 |
0.0084 |
-0.0136 |
-61.8% |
0.0235 |
ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.5% |
0.0000 |
Volume |
65,515 |
38,386 |
-27,129 |
-41.4% |
199,294 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0767 |
1.0716 |
1.0543 |
|
R3 |
1.0683 |
1.0632 |
1.0520 |
|
R2 |
1.0599 |
1.0599 |
1.0512 |
|
R1 |
1.0548 |
1.0548 |
1.0505 |
1.0532 |
PP |
1.0515 |
1.0515 |
1.0515 |
1.0507 |
S1 |
1.0464 |
1.0464 |
1.0489 |
1.0448 |
S2 |
1.0431 |
1.0431 |
1.0482 |
|
S3 |
1.0347 |
1.0380 |
1.0474 |
|
S4 |
1.0263 |
1.0296 |
1.0451 |
|
|
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% |
0.0105 |
1.0% |
61% |
False |
False |
41,633 |
10 |
1.0625 |
1.0353 |
0.0272 |
2.6% |
0.0100 |
1.0% |
53% |
False |
False |
42,693 |
20 |
1.0902 |
1.0353 |
0.0549 |
5.2% |
0.0119 |
1.1% |
26% |
False |
False |
30,372 |
40 |
1.0902 |
1.0280 |
0.0622 |
5.9% |
0.0087 |
0.8% |
35% |
False |
False |
15,245 |
60 |
1.1061 |
1.0280 |
0.0781 |
7.4% |
0.0065 |
0.6% |
28% |
False |
False |
10,167 |
80 |
1.1108 |
1.0280 |
0.0828 |
7.9% |
0.0052 |
0.5% |
26% |
False |
False |
7,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0923 |
2.618 |
1.0786 |
1.618 |
1.0702 |
1.000 |
1.0650 |
0.618 |
1.0618 |
HIGH |
1.0566 |
0.618 |
1.0534 |
0.500 |
1.0524 |
0.382 |
1.0514 |
LOW |
1.0482 |
0.618 |
1.0430 |
1.000 |
1.0398 |
1.618 |
1.0346 |
2.618 |
1.0262 |
4.250 |
1.0125 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0524 |
1.0488 |
PP |
1.0515 |
1.0479 |
S1 |
1.0506 |
1.0471 |
|