CME Swiss Franc Future September 2012
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0501 |
1.0331 |
-0.0170 |
-1.6% |
1.0565 |
High |
1.0522 |
1.0343 |
-0.0179 |
-1.7% |
1.0566 |
Low |
1.0310 |
1.0227 |
-0.0083 |
-0.8% |
1.0227 |
Close |
1.0332 |
1.0235 |
-0.0097 |
-0.9% |
1.0235 |
Range |
0.0212 |
0.0116 |
-0.0096 |
-45.3% |
0.0339 |
ATR |
0.0110 |
0.0110 |
0.0000 |
0.4% |
0.0000 |
Volume |
268 |
43,427 |
43,159 |
16,104.1% |
82,110 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0616 |
1.0542 |
1.0299 |
|
R3 |
1.0500 |
1.0426 |
1.0267 |
|
R2 |
1.0384 |
1.0384 |
1.0256 |
|
R1 |
1.0310 |
1.0310 |
1.0246 |
1.0289 |
PP |
1.0268 |
1.0268 |
1.0268 |
1.0258 |
S1 |
1.0194 |
1.0194 |
1.0224 |
1.0173 |
S2 |
1.0152 |
1.0152 |
1.0214 |
|
S3 |
1.0036 |
1.0078 |
1.0203 |
|
S4 |
0.9920 |
0.9962 |
1.0171 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1360 |
1.1136 |
1.0421 |
|
R3 |
1.1021 |
1.0797 |
1.0328 |
|
R2 |
1.0682 |
1.0682 |
1.0297 |
|
R1 |
1.0458 |
1.0458 |
1.0266 |
1.0401 |
PP |
1.0343 |
1.0343 |
1.0343 |
1.0314 |
S1 |
1.0119 |
1.0119 |
1.0204 |
1.0062 |
S2 |
1.0004 |
1.0004 |
1.0173 |
|
S3 |
0.9665 |
0.9780 |
1.0142 |
|
S4 |
0.9326 |
0.9441 |
1.0049 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0588 |
1.0227 |
0.0361 |
3.5% |
0.0138 |
1.3% |
2% |
False |
True |
29,525 |
10 |
1.0588 |
1.0227 |
0.0361 |
3.5% |
0.0104 |
1.0% |
2% |
False |
True |
32,259 |
20 |
1.0902 |
1.0227 |
0.0675 |
6.6% |
0.0125 |
1.2% |
1% |
False |
True |
32,378 |
40 |
1.0902 |
1.0227 |
0.0675 |
6.6% |
0.0094 |
0.9% |
1% |
False |
True |
16,337 |
60 |
1.1061 |
1.0227 |
0.0834 |
8.1% |
0.0071 |
0.7% |
1% |
False |
True |
10,895 |
80 |
1.1108 |
1.0227 |
0.0881 |
8.6% |
0.0056 |
0.6% |
1% |
False |
True |
8,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0836 |
2.618 |
1.0647 |
1.618 |
1.0531 |
1.000 |
1.0459 |
0.618 |
1.0415 |
HIGH |
1.0343 |
0.618 |
1.0299 |
0.500 |
1.0285 |
0.382 |
1.0271 |
LOW |
1.0227 |
0.618 |
1.0155 |
1.000 |
1.0111 |
1.618 |
1.0039 |
2.618 |
0.9923 |
4.250 |
0.9734 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0285 |
1.0380 |
PP |
1.0268 |
1.0332 |
S1 |
1.0252 |
1.0283 |
|