CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 02-Aug-2012
Day Change Summary
Previous Current
01-Aug-2012 02-Aug-2012 Change Change % Previous Week
Open 1.0248 1.0189 -0.0059 -0.6% 1.0102
High 1.0281 1.0312 0.0031 0.3% 1.0324
Low 1.0180 1.0112 -0.0068 -0.7% 1.0040
Close 1.0196 1.0142 -0.0054 -0.5% 1.0259
Range 0.0101 0.0200 0.0099 98.0% 0.0284
ATR 0.0097 0.0105 0.0007 7.5% 0.0000
Volume 32,737 85,257 52,520 160.4% 270,145
Daily Pivots for day following 02-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0789 1.0665 1.0252
R3 1.0589 1.0465 1.0197
R2 1.0389 1.0389 1.0179
R1 1.0265 1.0265 1.0160 1.0227
PP 1.0189 1.0189 1.0189 1.0170
S1 1.0065 1.0065 1.0124 1.0027
S2 0.9989 0.9989 1.0105
S3 0.9789 0.9865 1.0087
S4 0.9589 0.9665 1.0032
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.1060 1.0943 1.0415
R3 1.0776 1.0659 1.0337
R2 1.0492 1.0492 1.0311
R1 1.0375 1.0375 1.0285 1.0434
PP 1.0208 1.0208 1.0208 1.0237
S1 1.0091 1.0091 1.0233 1.0150
S2 0.9924 0.9924 1.0207
S3 0.9640 0.9807 1.0181
S4 0.9356 0.9523 1.0103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0324 1.0112 0.0212 2.1% 0.0112 1.1% 14% False True 47,896
10 1.0324 1.0040 0.0284 2.8% 0.0110 1.1% 36% False False 49,573
20 1.0343 1.0040 0.0303 3.0% 0.0096 0.9% 34% False False 42,688
40 1.0902 1.0040 0.0862 8.5% 0.0109 1.1% 12% False False 36,480
60 1.0902 1.0040 0.0862 8.5% 0.0093 0.9% 12% False False 24,397
80 1.1061 1.0040 0.1021 10.1% 0.0076 0.7% 10% False False 18,301
100 1.1108 1.0040 0.1068 10.5% 0.0063 0.6% 10% False False 14,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1162
2.618 1.0836
1.618 1.0636
1.000 1.0512
0.618 1.0436
HIGH 1.0312
0.618 1.0236
0.500 1.0212
0.382 1.0188
LOW 1.0112
0.618 0.9988
1.000 0.9912
1.618 0.9788
2.618 0.9588
4.250 0.9262
Fisher Pivots for day following 02-Aug-2012
Pivot 1 day 3 day
R1 1.0212 1.0212
PP 1.0189 1.0189
S1 1.0165 1.0165

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

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