CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0276 |
-0.0007 |
-0.1% |
1.0525 |
| High |
1.0295 |
1.0276 |
-0.0019 |
-0.2% |
1.0550 |
| Low |
1.0283 |
1.0247 |
-0.0036 |
-0.4% |
1.0263 |
| Close |
1.0295 |
1.0247 |
-0.0048 |
-0.5% |
1.0263 |
| Range |
0.0012 |
0.0029 |
0.0017 |
141.7% |
0.0287 |
| ATR |
0.0068 |
0.0067 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
1 |
66 |
65 |
6,500.0% |
19 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0344 |
1.0324 |
1.0263 |
|
| R3 |
1.0315 |
1.0295 |
1.0255 |
|
| R2 |
1.0286 |
1.0286 |
1.0252 |
|
| R1 |
1.0266 |
1.0266 |
1.0250 |
1.0262 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0254 |
| S1 |
1.0237 |
1.0237 |
1.0244 |
1.0233 |
| S2 |
1.0228 |
1.0228 |
1.0242 |
|
| S3 |
1.0199 |
1.0208 |
1.0239 |
|
| S4 |
1.0170 |
1.0179 |
1.0231 |
|
|
| 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 |
1.0247 |
0.0303 |
3.0% |
0.0057 |
0.6% |
0% |
False |
True |
16 |
| 10 |
1.0606 |
1.0247 |
0.0359 |
3.5% |
0.0039 |
0.4% |
0% |
False |
True |
53 |
| 20 |
1.0730 |
1.0247 |
0.0483 |
4.7% |
0.0032 |
0.3% |
0% |
False |
True |
27 |
| 40 |
1.0736 |
1.0247 |
0.0489 |
4.8% |
0.0016 |
0.2% |
0% |
False |
True |
14 |
| 60 |
1.1081 |
1.0247 |
0.0834 |
8.1% |
0.0013 |
0.1% |
0% |
False |
True |
9 |
| 80 |
1.1117 |
1.0247 |
0.0870 |
8.5% |
0.0010 |
0.1% |
0% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0399 |
|
2.618 |
1.0352 |
|
1.618 |
1.0323 |
|
1.000 |
1.0305 |
|
0.618 |
1.0294 |
|
HIGH |
1.0276 |
|
0.618 |
1.0265 |
|
0.500 |
1.0262 |
|
0.382 |
1.0258 |
|
LOW |
1.0247 |
|
0.618 |
1.0229 |
|
1.000 |
1.0218 |
|
1.618 |
1.0200 |
|
2.618 |
1.0171 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0262 |
1.0304 |
| PP |
1.0257 |
1.0285 |
| S1 |
1.0252 |
1.0266 |
|