CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 1.0565 1.0496 -0.0069 -0.7% 1.0475
High 1.0566 1.0533 -0.0033 -0.3% 1.0588
Low 1.0482 1.0476 -0.0006 -0.1% 1.0353
Close 1.0497 1.0522 0.0025 0.2% 1.0561
Range 0.0084 0.0057 -0.0027 -32.1% 0.0235
ATR 0.0105 0.0102 -0.0003 -3.3% 0.0000
Volume 38,386 29 -38,357 -99.9% 199,294
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0681 1.0659 1.0553
R3 1.0624 1.0602 1.0538
R2 1.0567 1.0567 1.0532
R1 1.0545 1.0545 1.0527 1.0556
PP 1.0510 1.0510 1.0510 1.0516
S1 1.0488 1.0488 1.0517 1.0499
S2 1.0453 1.0453 1.0512
S3 1.0396 1.0431 1.0506
S4 1.0339 1.0374 1.0491
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% 0.0102 1.0% 72% False False 34,903
10 1.0621 1.0353 0.0268 2.5% 0.0092 0.9% 63% False False 37,968
20 1.0902 1.0353 0.0549 5.2% 0.0117 1.1% 31% False False 30,362
40 1.0902 1.0280 0.0622 5.9% 0.0087 0.8% 39% False False 15,246
60 1.1061 1.0280 0.0781 7.4% 0.0066 0.6% 31% False False 10,168
80 1.1108 1.0280 0.0828 7.9% 0.0053 0.5% 29% False False 7,631
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0775
2.618 1.0682
1.618 1.0625
1.000 1.0590
0.618 1.0568
HIGH 1.0533
0.618 1.0511
0.500 1.0505
0.382 1.0498
LOW 1.0476
0.618 1.0441
1.000 1.0419
1.618 1.0384
2.618 1.0327
4.250 1.0234
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 1.0516 1.0507
PP 1.0510 1.0493
S1 1.0505 1.0478

These figures are updated between 7pm and 10pm EST after a trading day.

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