CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0506 |
1.0360 |
-0.0146 |
-1.4% |
1.0525 |
| High |
1.0506 |
1.0360 |
-0.0146 |
-1.4% |
1.0550 |
| Low |
1.0360 |
1.0263 |
-0.0097 |
-0.9% |
1.0263 |
| Close |
1.0360 |
1.0263 |
-0.0097 |
-0.9% |
1.0263 |
| Range |
0.0146 |
0.0097 |
-0.0049 |
-33.6% |
0.0287 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0000 |
| Volume |
2 |
13 |
11 |
550.0% |
19 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0522 |
1.0316 |
|
| R3 |
1.0489 |
1.0425 |
1.0290 |
|
| R2 |
1.0392 |
1.0392 |
1.0281 |
|
| R1 |
1.0328 |
1.0328 |
1.0272 |
1.0312 |
| PP |
1.0295 |
1.0295 |
1.0295 |
1.0287 |
| S1 |
1.0231 |
1.0231 |
1.0254 |
1.0215 |
| S2 |
1.0198 |
1.0198 |
1.0245 |
|
| S3 |
1.0101 |
1.0134 |
1.0236 |
|
| S4 |
1.0004 |
1.0037 |
1.0210 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1028 |
1.0421 |
|
| R3 |
1.0933 |
1.0741 |
1.0342 |
|
| R2 |
1.0646 |
1.0646 |
1.0316 |
|
| R1 |
1.0454 |
1.0454 |
1.0289 |
1.0407 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0335 |
| S1 |
1.0167 |
1.0167 |
1.0237 |
1.0120 |
| S2 |
1.0072 |
1.0072 |
1.0210 |
|
| S3 |
0.9785 |
0.9880 |
1.0184 |
|
| S4 |
0.9498 |
0.9593 |
1.0105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0606 |
1.0263 |
0.0343 |
3.3% |
0.0062 |
0.6% |
0% |
False |
True |
31 |
| 10 |
1.0606 |
1.0263 |
0.0343 |
3.3% |
0.0038 |
0.4% |
0% |
False |
True |
47 |
| 20 |
1.0730 |
1.0263 |
0.0467 |
4.6% |
0.0030 |
0.3% |
0% |
False |
True |
24 |
| 40 |
1.0822 |
1.0263 |
0.0559 |
5.4% |
0.0015 |
0.1% |
0% |
False |
True |
12 |
| 60 |
1.1081 |
1.0263 |
0.0818 |
8.0% |
0.0012 |
0.1% |
0% |
False |
True |
8 |
| 80 |
1.1117 |
1.0263 |
0.0854 |
8.3% |
0.0010 |
0.1% |
0% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0772 |
|
2.618 |
1.0614 |
|
1.618 |
1.0517 |
|
1.000 |
1.0457 |
|
0.618 |
1.0420 |
|
HIGH |
1.0360 |
|
0.618 |
1.0323 |
|
0.500 |
1.0312 |
|
0.382 |
1.0300 |
|
LOW |
1.0263 |
|
0.618 |
1.0203 |
|
1.000 |
1.0166 |
|
1.618 |
1.0106 |
|
2.618 |
1.0009 |
|
4.250 |
0.9851 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0312 |
1.0407 |
| PP |
1.0295 |
1.0359 |
| S1 |
1.0279 |
1.0311 |
|