CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0276 |
1.0270 |
-0.0006 |
-0.1% |
1.0525 |
| High |
1.0276 |
1.0270 |
-0.0006 |
-0.1% |
1.0550 |
| Low |
1.0247 |
1.0222 |
-0.0025 |
-0.2% |
1.0263 |
| Close |
1.0247 |
1.0222 |
-0.0025 |
-0.2% |
1.0263 |
| Range |
0.0029 |
0.0048 |
0.0019 |
65.5% |
0.0287 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
66 |
1 |
-65 |
-98.5% |
19 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0382 |
1.0350 |
1.0248 |
|
| R3 |
1.0334 |
1.0302 |
1.0235 |
|
| R2 |
1.0286 |
1.0286 |
1.0231 |
|
| R1 |
1.0254 |
1.0254 |
1.0226 |
1.0246 |
| PP |
1.0238 |
1.0238 |
1.0238 |
1.0234 |
| S1 |
1.0206 |
1.0206 |
1.0218 |
1.0198 |
| S2 |
1.0190 |
1.0190 |
1.0213 |
|
| S3 |
1.0142 |
1.0158 |
1.0209 |
|
| S4 |
1.0094 |
1.0110 |
1.0196 |
|
|
| 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 |
1.0506 |
1.0222 |
0.0284 |
2.8% |
0.0066 |
0.6% |
0% |
False |
True |
16 |
| 10 |
1.0606 |
1.0222 |
0.0384 |
3.8% |
0.0040 |
0.4% |
0% |
False |
True |
50 |
| 20 |
1.0730 |
1.0222 |
0.0508 |
5.0% |
0.0034 |
0.3% |
0% |
False |
True |
27 |
| 40 |
1.0730 |
1.0222 |
0.0508 |
5.0% |
0.0017 |
0.2% |
0% |
False |
True |
14 |
| 60 |
1.1081 |
1.0222 |
0.0859 |
8.4% |
0.0012 |
0.1% |
0% |
False |
True |
9 |
| 80 |
1.1117 |
1.0222 |
0.0895 |
8.8% |
0.0010 |
0.1% |
0% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0474 |
|
2.618 |
1.0396 |
|
1.618 |
1.0348 |
|
1.000 |
1.0318 |
|
0.618 |
1.0300 |
|
HIGH |
1.0270 |
|
0.618 |
1.0252 |
|
0.500 |
1.0246 |
|
0.382 |
1.0240 |
|
LOW |
1.0222 |
|
0.618 |
1.0192 |
|
1.000 |
1.0174 |
|
1.618 |
1.0144 |
|
2.618 |
1.0096 |
|
4.250 |
1.0018 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0246 |
1.0259 |
| PP |
1.0238 |
1.0246 |
| S1 |
1.0230 |
1.0234 |
|