CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0496 |
1.0501 |
0.0005 |
0.0% |
1.0475 |
| High |
1.0533 |
1.0522 |
-0.0011 |
-0.1% |
1.0588 |
| Low |
1.0476 |
1.0310 |
-0.0166 |
-1.6% |
1.0353 |
| Close |
1.0522 |
1.0332 |
-0.0190 |
-1.8% |
1.0561 |
| Range |
0.0057 |
0.0212 |
0.0155 |
271.9% |
0.0235 |
| ATR |
0.0102 |
0.0110 |
0.0008 |
7.7% |
0.0000 |
| Volume |
29 |
268 |
239 |
824.1% |
199,294 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0890 |
1.0449 |
|
| R3 |
1.0812 |
1.0678 |
1.0390 |
|
| R2 |
1.0600 |
1.0600 |
1.0371 |
|
| R1 |
1.0466 |
1.0466 |
1.0351 |
1.0427 |
| PP |
1.0388 |
1.0388 |
1.0388 |
1.0369 |
| S1 |
1.0254 |
1.0254 |
1.0313 |
1.0215 |
| S2 |
1.0176 |
1.0176 |
1.0293 |
|
| S3 |
0.9964 |
1.0042 |
1.0274 |
|
| S4 |
0.9752 |
0.9830 |
1.0215 |
|
|
| 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 |
1.0310 |
0.0278 |
2.7% |
0.0133 |
1.3% |
8% |
False |
True |
28,820 |
| 10 |
1.0596 |
1.0310 |
0.0286 |
2.8% |
0.0106 |
1.0% |
8% |
False |
True |
33,427 |
| 20 |
1.0902 |
1.0310 |
0.0592 |
5.7% |
0.0122 |
1.2% |
4% |
False |
True |
30,271 |
| 40 |
1.0902 |
1.0280 |
0.0622 |
6.0% |
0.0092 |
0.9% |
8% |
False |
False |
15,252 |
| 60 |
1.1061 |
1.0280 |
0.0781 |
7.6% |
0.0069 |
0.7% |
7% |
False |
False |
10,172 |
| 80 |
1.1108 |
1.0280 |
0.0828 |
8.0% |
0.0055 |
0.5% |
6% |
False |
False |
7,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1423 |
|
2.618 |
1.1077 |
|
1.618 |
1.0865 |
|
1.000 |
1.0734 |
|
0.618 |
1.0653 |
|
HIGH |
1.0522 |
|
0.618 |
1.0441 |
|
0.500 |
1.0416 |
|
0.382 |
1.0391 |
|
LOW |
1.0310 |
|
0.618 |
1.0179 |
|
1.000 |
1.0098 |
|
1.618 |
0.9967 |
|
2.618 |
0.9755 |
|
4.250 |
0.9409 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0438 |
| PP |
1.0388 |
1.0403 |
| S1 |
1.0360 |
1.0367 |
|