CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0506 |
-0.0044 |
-0.4% |
1.0443 |
| High |
1.0550 |
1.0506 |
-0.0044 |
-0.4% |
1.0606 |
| Low |
1.0550 |
1.0360 |
-0.0190 |
-1.8% |
1.0398 |
| Close |
1.0550 |
1.0360 |
-0.0190 |
-1.8% |
1.0589 |
| Range |
0.0000 |
0.0146 |
0.0146 |
|
0.0208 |
| ATR |
0.0060 |
0.0069 |
0.0009 |
15.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
450 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0749 |
1.0440 |
|
| R3 |
1.0701 |
1.0603 |
1.0400 |
|
| R2 |
1.0555 |
1.0555 |
1.0387 |
|
| R1 |
1.0457 |
1.0457 |
1.0373 |
1.0433 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0397 |
| S1 |
1.0311 |
1.0311 |
1.0347 |
1.0287 |
| S2 |
1.0263 |
1.0263 |
1.0333 |
|
| S3 |
1.0117 |
1.0165 |
1.0320 |
|
| S4 |
0.9971 |
1.0019 |
1.0280 |
|
|
| 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 |
1.0360 |
0.0246 |
2.4% |
0.0042 |
0.4% |
0% |
False |
True |
57 |
| 10 |
1.0606 |
1.0360 |
0.0246 |
2.4% |
0.0030 |
0.3% |
0% |
False |
True |
46 |
| 20 |
1.0730 |
1.0360 |
0.0370 |
3.6% |
0.0025 |
0.2% |
0% |
False |
True |
23 |
| 40 |
1.0822 |
1.0350 |
0.0472 |
4.6% |
0.0013 |
0.1% |
2% |
False |
False |
12 |
| 60 |
1.1081 |
1.0350 |
0.0731 |
7.1% |
0.0011 |
0.1% |
1% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.0888 |
|
1.618 |
1.0742 |
|
1.000 |
1.0652 |
|
0.618 |
1.0596 |
|
HIGH |
1.0506 |
|
0.618 |
1.0450 |
|
0.500 |
1.0433 |
|
0.382 |
1.0416 |
|
LOW |
1.0360 |
|
0.618 |
1.0270 |
|
1.000 |
1.0214 |
|
1.618 |
1.0124 |
|
2.618 |
0.9978 |
|
4.250 |
0.9740 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0433 |
1.0455 |
| PP |
1.0409 |
1.0423 |
| S1 |
1.0384 |
1.0392 |
|