CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 1.0235 1.0102 -0.0133 -1.3% 1.0217
High 1.0238 1.0137 -0.0101 -1.0% 1.0274
Low 1.0124 1.0062 -0.0062 -0.6% 1.0124
Close 1.0137 1.0109 -0.0028 -0.3% 1.0137
Range 0.0114 0.0075 -0.0039 -34.2% 0.0150
ATR 0.0096 0.0095 -0.0002 -1.6% 0.0000
Volume 41,860 55,318 13,458 32.2% 184,276
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0328 1.0293 1.0150
R3 1.0253 1.0218 1.0130
R2 1.0178 1.0178 1.0123
R1 1.0143 1.0143 1.0116 1.0161
PP 1.0103 1.0103 1.0103 1.0111
S1 1.0068 1.0068 1.0102 1.0086
S2 1.0028 1.0028 1.0095
S3 0.9953 0.9993 1.0088
S4 0.9878 0.9918 1.0068
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 1.0062 0.0212 2.1% 0.0089 0.9% 22% False True 41,584
10 1.0286 1.0062 0.0224 2.2% 0.0083 0.8% 21% False True 38,175
20 1.0588 1.0062 0.0526 5.2% 0.0094 0.9% 9% False True 34,660
40 1.0902 1.0062 0.0840 8.3% 0.0104 1.0% 6% False True 26,620
60 1.1061 1.0062 0.0999 9.9% 0.0081 0.8% 5% False True 17,756
80 1.1108 1.0062 0.1046 10.3% 0.0066 0.7% 4% False True 13,320
100 1.1108 1.0062 0.1046 10.3% 0.0054 0.5% 4% False True 10,661
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0456
2.618 1.0333
1.618 1.0258
1.000 1.0212
0.618 1.0183
HIGH 1.0137
0.618 1.0108
0.500 1.0100
0.382 1.0091
LOW 1.0062
0.618 1.0016
1.000 0.9987
1.618 0.9941
2.618 0.9866
4.250 0.9743
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 1.0106 1.0168
PP 1.0103 1.0148
S1 1.0100 1.0129

These figures are updated between 7pm and 10pm EST after a trading day.

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