CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0241 |
1.0238 |
-0.0003 |
0.0% |
1.0227 |
| High |
1.0258 |
1.0274 |
0.0016 |
0.2% |
1.0286 |
| Low |
1.0186 |
1.0195 |
0.0009 |
0.1% |
1.0142 |
| Close |
1.0223 |
1.0236 |
0.0013 |
0.1% |
1.0206 |
| Range |
0.0072 |
0.0079 |
0.0007 |
9.7% |
0.0144 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
32,330 |
37,491 |
5,161 |
16.0% |
172,203 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0433 |
1.0279 |
|
| R3 |
1.0393 |
1.0354 |
1.0258 |
|
| R2 |
1.0314 |
1.0314 |
1.0250 |
|
| R1 |
1.0275 |
1.0275 |
1.0243 |
1.0255 |
| PP |
1.0235 |
1.0235 |
1.0235 |
1.0225 |
| S1 |
1.0196 |
1.0196 |
1.0229 |
1.0176 |
| S2 |
1.0156 |
1.0156 |
1.0222 |
|
| S3 |
1.0077 |
1.0117 |
1.0214 |
|
| S4 |
0.9998 |
1.0038 |
1.0193 |
|
|
| 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 |
1.0274 |
1.0142 |
0.0132 |
1.3% |
0.0085 |
0.8% |
71% |
True |
False |
36,480 |
| 10 |
1.0343 |
1.0142 |
0.0201 |
2.0% |
0.0082 |
0.8% |
47% |
False |
False |
35,804 |
| 20 |
1.0596 |
1.0142 |
0.0454 |
4.4% |
0.0094 |
0.9% |
21% |
False |
False |
34,616 |
| 40 |
1.0902 |
1.0142 |
0.0760 |
7.4% |
0.0103 |
1.0% |
12% |
False |
False |
24,195 |
| 60 |
1.1061 |
1.0142 |
0.0919 |
9.0% |
0.0078 |
0.8% |
10% |
False |
False |
16,136 |
| 80 |
1.1108 |
1.0142 |
0.0966 |
9.4% |
0.0064 |
0.6% |
10% |
False |
False |
12,105 |
| 100 |
1.1151 |
1.0142 |
0.1009 |
9.9% |
0.0053 |
0.5% |
9% |
False |
False |
9,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0610 |
|
2.618 |
1.0481 |
|
1.618 |
1.0402 |
|
1.000 |
1.0353 |
|
0.618 |
1.0323 |
|
HIGH |
1.0274 |
|
0.618 |
1.0244 |
|
0.500 |
1.0235 |
|
0.382 |
1.0225 |
|
LOW |
1.0195 |
|
0.618 |
1.0146 |
|
1.000 |
1.0116 |
|
1.618 |
1.0067 |
|
2.618 |
0.9988 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0236 |
1.0230 |
| PP |
1.0235 |
1.0225 |
| S1 |
1.0235 |
1.0219 |
|