CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0185 |
-0.0085 |
-0.8% |
1.0525 |
| High |
1.0270 |
1.0198 |
-0.0072 |
-0.7% |
1.0550 |
| Low |
1.0222 |
1.0185 |
-0.0037 |
-0.4% |
1.0263 |
| Close |
1.0222 |
1.0198 |
-0.0024 |
-0.2% |
1.0263 |
| Range |
0.0048 |
0.0013 |
-0.0035 |
-72.9% |
0.0287 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
19 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0233 |
1.0228 |
1.0205 |
|
| R3 |
1.0220 |
1.0215 |
1.0202 |
|
| R2 |
1.0207 |
1.0207 |
1.0200 |
|
| R1 |
1.0202 |
1.0202 |
1.0199 |
1.0205 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0195 |
| S1 |
1.0189 |
1.0189 |
1.0197 |
1.0192 |
| S2 |
1.0181 |
1.0181 |
1.0196 |
|
| S3 |
1.0168 |
1.0176 |
1.0194 |
|
| S4 |
1.0155 |
1.0163 |
1.0191 |
|
|
| 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 |
1.0360 |
1.0185 |
0.0175 |
1.7% |
0.0040 |
0.4% |
7% |
False |
True |
17 |
| 10 |
1.0606 |
1.0185 |
0.0421 |
4.1% |
0.0041 |
0.4% |
3% |
False |
True |
37 |
| 20 |
1.0730 |
1.0185 |
0.0545 |
5.3% |
0.0035 |
0.3% |
2% |
False |
True |
28 |
| 40 |
1.0730 |
1.0185 |
0.0545 |
5.3% |
0.0018 |
0.2% |
2% |
False |
True |
14 |
| 60 |
1.1081 |
1.0185 |
0.0896 |
8.8% |
0.0012 |
0.1% |
1% |
False |
True |
10 |
| 80 |
1.1117 |
1.0185 |
0.0932 |
9.1% |
0.0011 |
0.1% |
1% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0232 |
|
1.618 |
1.0219 |
|
1.000 |
1.0211 |
|
0.618 |
1.0206 |
|
HIGH |
1.0198 |
|
0.618 |
1.0193 |
|
0.500 |
1.0192 |
|
0.382 |
1.0190 |
|
LOW |
1.0185 |
|
0.618 |
1.0177 |
|
1.000 |
1.0172 |
|
1.618 |
1.0164 |
|
2.618 |
1.0151 |
|
4.250 |
1.0130 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0196 |
1.0231 |
| PP |
1.0194 |
1.0220 |
| S1 |
1.0192 |
1.0209 |
|