CME Swiss Franc Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jun-2012 | 
                    02-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0540 | 
                        1.0525 | 
                        -0.0015 | 
                        -0.1% | 
                        1.0443 | 
                     
                    
                        | High | 
                        1.0606 | 
                        1.0525 | 
                        -0.0081 | 
                        -0.8% | 
                        1.0606 | 
                     
                    
                        | Low | 
                        1.0540 | 
                        1.0525 | 
                        -0.0015 | 
                        -0.1% | 
                        1.0398 | 
                     
                    
                        | Close | 
                        1.0589 | 
                        1.0525 | 
                        -0.0064 | 
                        -0.6% | 
                        1.0589 | 
                     
                    
                        | Range | 
                        0.0066 | 
                        0.0000 | 
                        -0.0066 | 
                        -100.0% | 
                        0.0208 | 
                     
                    
                        | ATR | 
                        0.0062 | 
                        0.0062 | 
                        0.0000 | 
                        0.2% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        140 | 
                        2 | 
                        -138 | 
                        -98.6% | 
                        450 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
                 | 
             
            
                | R3 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
                 | 
             
            
                | R2 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
                 | 
             
            
                | R1 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
             
            
                | PP | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
             
            
                | S1 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
             
            
                | S2 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
                 | 
             
            
                | S3 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
                 | 
             
            
                | S4 | 
                1.0525 | 
                1.0525 | 
                1.0525 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.0021 | 
                0.2% | 
                61% | 
                False | 
                False | 
                90 | 
                 
                
                | 10 | 
                1.0635 | 
                1.0398 | 
                0.0237 | 
                2.3% | 
                0.0019 | 
                0.2% | 
                54% | 
                False | 
                False | 
                46 | 
                 
                
                | 20 | 
                1.0730 | 
                1.0398 | 
                0.0332 | 
                3.2% | 
                0.0018 | 
                0.2% | 
                38% | 
                False | 
                False | 
                23 | 
                 
                
                | 40 | 
                1.0903 | 
                1.0350 | 
                0.0553 | 
                5.3% | 
                0.0010 | 
                0.1% | 
                32% | 
                False | 
                False | 
                12 | 
                 
                
                | 60 | 
                1.1081 | 
                1.0350 | 
                0.0731 | 
                6.9% | 
                0.0008 | 
                0.1% | 
                24% | 
                False | 
                False | 
                8 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0525 | 
         
        
            | 
2.618             | 
            1.0525 | 
         
        
            | 
1.618             | 
            1.0525 | 
         
        
            | 
1.000             | 
            1.0525 | 
         
        
            | 
0.618             | 
            1.0525 | 
         
        
            | 
HIGH             | 
            1.0525 | 
         
        
            | 
0.618             | 
            1.0525 | 
         
        
            | 
0.500             | 
            1.0525 | 
         
        
            | 
0.382             | 
            1.0525 | 
         
        
            | 
LOW             | 
            1.0525 | 
         
        
            | 
0.618             | 
            1.0525 | 
         
        
            | 
1.000             | 
            1.0525 | 
         
        
            | 
1.618             | 
            1.0525 | 
         
        
            | 
2.618             | 
            1.0525 | 
         
        
            | 
4.250             | 
            1.0525 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0525 | 
                                1.0517 | 
                             
                            
                                | PP | 
                                1.0525 | 
                                1.0510 | 
                             
                            
                                | S1 | 
                                1.0525 | 
                                1.0502 | 
                             
             
         |