CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0398 |
1.0540 |
0.0142 |
1.4% |
1.0443 |
| High |
1.0398 |
1.0606 |
0.0208 |
2.0% |
1.0606 |
| Low |
1.0398 |
1.0540 |
0.0142 |
1.4% |
1.0398 |
| Close |
1.0398 |
1.0589 |
0.0191 |
1.8% |
1.0589 |
| Range |
0.0000 |
0.0066 |
0.0066 |
|
0.0208 |
| ATR |
0.0051 |
0.0062 |
0.0011 |
22.0% |
0.0000 |
| Volume |
140 |
140 |
0 |
0.0% |
450 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0749 |
1.0625 |
|
| R3 |
1.0710 |
1.0683 |
1.0607 |
|
| R2 |
1.0644 |
1.0644 |
1.0601 |
|
| R1 |
1.0617 |
1.0617 |
1.0595 |
1.0631 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0585 |
| S1 |
1.0551 |
1.0551 |
1.0583 |
1.0565 |
| S2 |
1.0512 |
1.0512 |
1.0577 |
|
| S3 |
1.0446 |
1.0485 |
1.0571 |
|
| S4 |
1.0380 |
1.0419 |
1.0553 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1080 |
1.0703 |
|
| R3 |
1.0947 |
1.0872 |
1.0646 |
|
| R2 |
1.0739 |
1.0739 |
1.0627 |
|
| R1 |
1.0664 |
1.0664 |
1.0608 |
1.0702 |
| PP |
1.0531 |
1.0531 |
1.0531 |
1.0550 |
| S1 |
1.0456 |
1.0456 |
1.0570 |
1.0494 |
| S2 |
1.0323 |
1.0323 |
1.0551 |
|
| S3 |
1.0115 |
1.0248 |
1.0532 |
|
| S4 |
0.9907 |
1.0040 |
1.0475 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0606 |
1.0398 |
0.0208 |
2.0% |
0.0025 |
0.2% |
92% |
True |
False |
90 |
| 10 |
1.0635 |
1.0398 |
0.0237 |
2.2% |
0.0020 |
0.2% |
81% |
False |
False |
46 |
| 20 |
1.0730 |
1.0398 |
0.0332 |
3.1% |
0.0018 |
0.2% |
58% |
False |
False |
23 |
| 40 |
1.0935 |
1.0350 |
0.0585 |
5.5% |
0.0010 |
0.1% |
41% |
False |
False |
12 |
| 60 |
1.1081 |
1.0350 |
0.0731 |
6.9% |
0.0008 |
0.1% |
33% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0887 |
|
2.618 |
1.0779 |
|
1.618 |
1.0713 |
|
1.000 |
1.0672 |
|
0.618 |
1.0647 |
|
HIGH |
1.0606 |
|
0.618 |
1.0581 |
|
0.500 |
1.0573 |
|
0.382 |
1.0565 |
|
LOW |
1.0540 |
|
0.618 |
1.0499 |
|
1.000 |
1.0474 |
|
1.618 |
1.0433 |
|
2.618 |
1.0367 |
|
4.250 |
1.0260 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0560 |
| PP |
1.0578 |
1.0531 |
| S1 |
1.0573 |
1.0502 |
|