CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0227 |
1.0271 |
0.0044 |
0.4% |
1.0565 |
| High |
1.0278 |
1.0286 |
0.0008 |
0.1% |
1.0566 |
| Low |
1.0221 |
1.0204 |
-0.0017 |
-0.2% |
1.0227 |
| Close |
1.0266 |
1.0218 |
-0.0048 |
-0.5% |
1.0235 |
| Range |
0.0057 |
0.0082 |
0.0025 |
43.9% |
0.0339 |
| ATR |
0.0106 |
0.0105 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
30,045 |
34,986 |
4,941 |
16.4% |
82,110 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0432 |
1.0263 |
|
| R3 |
1.0400 |
1.0350 |
1.0241 |
|
| R2 |
1.0318 |
1.0318 |
1.0233 |
|
| R1 |
1.0268 |
1.0268 |
1.0226 |
1.0252 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0228 |
| S1 |
1.0186 |
1.0186 |
1.0210 |
1.0170 |
| S2 |
1.0154 |
1.0154 |
1.0203 |
|
| S3 |
1.0072 |
1.0104 |
1.0195 |
|
| S4 |
0.9990 |
1.0022 |
1.0173 |
|
|
| 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 |
1.0533 |
1.0204 |
0.0329 |
3.2% |
0.0105 |
1.0% |
4% |
False |
True |
21,751 |
| 10 |
1.0588 |
1.0204 |
0.0384 |
3.8% |
0.0105 |
1.0% |
4% |
False |
True |
31,692 |
| 20 |
1.0902 |
1.0204 |
0.0698 |
6.8% |
0.0117 |
1.1% |
2% |
False |
True |
34,493 |
| 40 |
1.0902 |
1.0204 |
0.0698 |
6.8% |
0.0097 |
1.0% |
2% |
False |
True |
17,963 |
| 60 |
1.1061 |
1.0204 |
0.0857 |
8.4% |
0.0072 |
0.7% |
2% |
False |
True |
11,978 |
| 80 |
1.1108 |
1.0204 |
0.0904 |
8.8% |
0.0058 |
0.6% |
2% |
False |
True |
8,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0635 |
|
2.618 |
1.0501 |
|
1.618 |
1.0419 |
|
1.000 |
1.0368 |
|
0.618 |
1.0337 |
|
HIGH |
1.0286 |
|
0.618 |
1.0255 |
|
0.500 |
1.0245 |
|
0.382 |
1.0235 |
|
LOW |
1.0204 |
|
0.618 |
1.0153 |
|
1.000 |
1.0122 |
|
1.618 |
1.0071 |
|
2.618 |
0.9989 |
|
4.250 |
0.9856 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0245 |
1.0274 |
| PP |
1.0236 |
1.0255 |
| S1 |
1.0227 |
1.0237 |
|