CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0360 |
1.0283 |
-0.0077 |
-0.7% |
1.0525 |
| High |
1.0360 |
1.0295 |
-0.0065 |
-0.6% |
1.0550 |
| Low |
1.0263 |
1.0283 |
0.0020 |
0.2% |
1.0263 |
| Close |
1.0263 |
1.0295 |
0.0032 |
0.3% |
1.0263 |
| Range |
0.0097 |
0.0012 |
-0.0085 |
-87.6% |
0.0287 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.9% |
0.0000 |
| Volume |
13 |
1 |
-12 |
-92.3% |
19 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0327 |
1.0323 |
1.0302 |
|
| R3 |
1.0315 |
1.0311 |
1.0298 |
|
| R2 |
1.0303 |
1.0303 |
1.0297 |
|
| R1 |
1.0299 |
1.0299 |
1.0296 |
1.0301 |
| PP |
1.0291 |
1.0291 |
1.0291 |
1.0292 |
| S1 |
1.0287 |
1.0287 |
1.0294 |
1.0289 |
| S2 |
1.0279 |
1.0279 |
1.0293 |
|
| S3 |
1.0267 |
1.0275 |
1.0292 |
|
| S4 |
1.0255 |
1.0263 |
1.0288 |
|
|
| 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 |
1.0550 |
1.0263 |
0.0287 |
2.8% |
0.0051 |
0.5% |
11% |
False |
False |
4 |
| 10 |
1.0606 |
1.0263 |
0.0343 |
3.3% |
0.0038 |
0.4% |
9% |
False |
False |
47 |
| 20 |
1.0730 |
1.0263 |
0.0467 |
4.5% |
0.0031 |
0.3% |
7% |
False |
False |
24 |
| 40 |
1.0797 |
1.0263 |
0.0534 |
5.2% |
0.0016 |
0.2% |
6% |
False |
False |
12 |
| 60 |
1.1081 |
1.0263 |
0.0818 |
7.9% |
0.0013 |
0.1% |
4% |
False |
False |
8 |
| 80 |
1.1117 |
1.0263 |
0.0854 |
8.3% |
0.0010 |
0.1% |
4% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0346 |
|
2.618 |
1.0326 |
|
1.618 |
1.0314 |
|
1.000 |
1.0307 |
|
0.618 |
1.0302 |
|
HIGH |
1.0295 |
|
0.618 |
1.0290 |
|
0.500 |
1.0289 |
|
0.382 |
1.0288 |
|
LOW |
1.0283 |
|
0.618 |
1.0276 |
|
1.000 |
1.0271 |
|
1.618 |
1.0264 |
|
2.618 |
1.0252 |
|
4.250 |
1.0232 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0385 |
| PP |
1.0291 |
1.0355 |
| S1 |
1.0289 |
1.0325 |
|