CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0173 |
-0.0037 |
-0.4% |
1.0227 |
| High |
1.0215 |
1.0219 |
0.0004 |
0.0% |
1.0286 |
| Low |
1.0146 |
1.0142 |
-0.0004 |
0.0% |
1.0142 |
| Close |
1.0170 |
1.0206 |
0.0036 |
0.4% |
1.0206 |
| Range |
0.0069 |
0.0077 |
0.0008 |
11.6% |
0.0144 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
35,000 |
39,986 |
4,986 |
14.2% |
172,203 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0390 |
1.0248 |
|
| R3 |
1.0343 |
1.0313 |
1.0227 |
|
| R2 |
1.0266 |
1.0266 |
1.0220 |
|
| R1 |
1.0236 |
1.0236 |
1.0213 |
1.0251 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0197 |
| S1 |
1.0159 |
1.0159 |
1.0199 |
1.0174 |
| S2 |
1.0112 |
1.0112 |
1.0192 |
|
| S3 |
1.0035 |
1.0082 |
1.0185 |
|
| S4 |
0.9958 |
1.0005 |
1.0164 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0569 |
1.0285 |
|
| R3 |
1.0499 |
1.0425 |
1.0246 |
|
| R2 |
1.0355 |
1.0355 |
1.0232 |
|
| R1 |
1.0281 |
1.0281 |
1.0219 |
1.0246 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0194 |
| S1 |
1.0137 |
1.0137 |
1.0193 |
1.0102 |
| S2 |
1.0067 |
1.0067 |
1.0180 |
|
| S3 |
0.9923 |
0.9993 |
1.0166 |
|
| S4 |
0.9779 |
0.9849 |
1.0127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0286 |
1.0142 |
0.0144 |
1.4% |
0.0071 |
0.7% |
44% |
False |
True |
34,440 |
| 10 |
1.0588 |
1.0142 |
0.0446 |
4.4% |
0.0104 |
1.0% |
14% |
False |
True |
31,982 |
| 20 |
1.0902 |
1.0142 |
0.0760 |
7.4% |
0.0115 |
1.1% |
8% |
False |
True |
36,717 |
| 40 |
1.0902 |
1.0142 |
0.0760 |
7.4% |
0.0099 |
1.0% |
8% |
False |
True |
20,639 |
| 60 |
1.1061 |
1.0142 |
0.0919 |
9.0% |
0.0073 |
0.7% |
7% |
False |
True |
13,763 |
| 80 |
1.1108 |
1.0142 |
0.0966 |
9.5% |
0.0060 |
0.6% |
7% |
False |
True |
10,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0546 |
|
2.618 |
1.0421 |
|
1.618 |
1.0344 |
|
1.000 |
1.0296 |
|
0.618 |
1.0267 |
|
HIGH |
1.0219 |
|
0.618 |
1.0190 |
|
0.500 |
1.0181 |
|
0.382 |
1.0171 |
|
LOW |
1.0142 |
|
0.618 |
1.0094 |
|
1.000 |
1.0065 |
|
1.618 |
1.0017 |
|
2.618 |
0.9940 |
|
4.250 |
0.9815 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0203 |
| PP |
1.0189 |
1.0201 |
| S1 |
1.0181 |
1.0198 |
|