CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0235 |
-0.0003 |
0.0% |
1.0217 |
| High |
1.0274 |
1.0238 |
-0.0036 |
-0.4% |
1.0274 |
| Low |
1.0195 |
1.0124 |
-0.0071 |
-0.7% |
1.0124 |
| Close |
1.0236 |
1.0137 |
-0.0099 |
-1.0% |
1.0137 |
| Range |
0.0079 |
0.0114 |
0.0035 |
44.3% |
0.0150 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.4% |
0.0000 |
| Volume |
37,491 |
41,860 |
4,369 |
11.7% |
184,276 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0437 |
1.0200 |
|
| R3 |
1.0394 |
1.0323 |
1.0168 |
|
| R2 |
1.0280 |
1.0280 |
1.0158 |
|
| R1 |
1.0209 |
1.0209 |
1.0147 |
1.0188 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0156 |
| S1 |
1.0095 |
1.0095 |
1.0127 |
1.0074 |
| S2 |
1.0052 |
1.0052 |
1.0116 |
|
| S3 |
0.9938 |
0.9981 |
1.0106 |
|
| S4 |
0.9824 |
0.9867 |
1.0074 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0533 |
1.0220 |
|
| R3 |
1.0478 |
1.0383 |
1.0178 |
|
| R2 |
1.0328 |
1.0328 |
1.0165 |
|
| R1 |
1.0233 |
1.0233 |
1.0151 |
1.0206 |
| PP |
1.0178 |
1.0178 |
1.0178 |
1.0165 |
| S1 |
1.0083 |
1.0083 |
1.0123 |
1.0056 |
| S2 |
1.0028 |
1.0028 |
1.0110 |
|
| S3 |
0.9878 |
0.9933 |
1.0096 |
|
| S4 |
0.9728 |
0.9783 |
1.0055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0274 |
1.0124 |
0.0150 |
1.5% |
0.0093 |
0.9% |
9% |
False |
True |
36,855 |
| 10 |
1.0286 |
1.0124 |
0.0162 |
1.6% |
0.0082 |
0.8% |
8% |
False |
True |
35,647 |
| 20 |
1.0588 |
1.0124 |
0.0464 |
4.6% |
0.0093 |
0.9% |
3% |
False |
True |
33,953 |
| 40 |
1.0902 |
1.0124 |
0.0778 |
7.7% |
0.0103 |
1.0% |
2% |
False |
True |
25,241 |
| 60 |
1.1061 |
1.0124 |
0.0937 |
9.2% |
0.0080 |
0.8% |
1% |
False |
True |
16,834 |
| 80 |
1.1108 |
1.0124 |
0.0984 |
9.7% |
0.0065 |
0.6% |
1% |
False |
True |
12,628 |
| 100 |
1.1108 |
1.0124 |
0.0984 |
9.7% |
0.0053 |
0.5% |
1% |
False |
True |
10,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0723 |
|
2.618 |
1.0536 |
|
1.618 |
1.0422 |
|
1.000 |
1.0352 |
|
0.618 |
1.0308 |
|
HIGH |
1.0238 |
|
0.618 |
1.0194 |
|
0.500 |
1.0181 |
|
0.382 |
1.0168 |
|
LOW |
1.0124 |
|
0.618 |
1.0054 |
|
1.000 |
1.0010 |
|
1.618 |
0.9940 |
|
2.618 |
0.9826 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0199 |
| PP |
1.0166 |
1.0178 |
| S1 |
1.0152 |
1.0158 |
|