CME Swiss Franc Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0100 |
-0.0002 |
0.0% |
1.0217 |
| High |
1.0137 |
1.0119 |
-0.0018 |
-0.2% |
1.0274 |
| Low |
1.0062 |
1.0040 |
-0.0022 |
-0.2% |
1.0124 |
| Close |
1.0109 |
1.0056 |
-0.0053 |
-0.5% |
1.0137 |
| Range |
0.0075 |
0.0079 |
0.0004 |
5.3% |
0.0150 |
| ATR |
0.0095 |
0.0094 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
55,318 |
41,420 |
-13,898 |
-25.1% |
184,276 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0261 |
1.0099 |
|
| R3 |
1.0230 |
1.0182 |
1.0078 |
|
| R2 |
1.0151 |
1.0151 |
1.0070 |
|
| R1 |
1.0103 |
1.0103 |
1.0063 |
1.0088 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0064 |
| S1 |
1.0024 |
1.0024 |
1.0049 |
1.0009 |
| S2 |
0.9993 |
0.9993 |
1.0042 |
|
| S3 |
0.9914 |
0.9945 |
1.0034 |
|
| S4 |
0.9835 |
0.9866 |
1.0013 |
|
|
| 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 |
1.0040 |
0.0234 |
2.3% |
0.0084 |
0.8% |
7% |
False |
True |
41,683 |
| 10 |
1.0274 |
1.0040 |
0.0234 |
2.3% |
0.0083 |
0.8% |
7% |
False |
True |
38,818 |
| 20 |
1.0588 |
1.0040 |
0.0548 |
5.4% |
0.0094 |
0.9% |
3% |
False |
True |
35,255 |
| 40 |
1.0902 |
1.0040 |
0.0862 |
8.6% |
0.0105 |
1.0% |
2% |
False |
True |
27,654 |
| 60 |
1.1044 |
1.0040 |
0.1004 |
10.0% |
0.0081 |
0.8% |
2% |
False |
True |
18,446 |
| 80 |
1.1108 |
1.0040 |
0.1068 |
10.6% |
0.0067 |
0.7% |
1% |
False |
True |
13,837 |
| 100 |
1.1108 |
1.0040 |
0.1068 |
10.6% |
0.0055 |
0.5% |
1% |
False |
True |
11,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0455 |
|
2.618 |
1.0326 |
|
1.618 |
1.0247 |
|
1.000 |
1.0198 |
|
0.618 |
1.0168 |
|
HIGH |
1.0119 |
|
0.618 |
1.0089 |
|
0.500 |
1.0080 |
|
0.382 |
1.0070 |
|
LOW |
1.0040 |
|
0.618 |
0.9991 |
|
1.000 |
0.9961 |
|
1.618 |
0.9912 |
|
2.618 |
0.9833 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0080 |
1.0139 |
| PP |
1.0072 |
1.0111 |
| S1 |
1.0064 |
1.0084 |
|