CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0237 |
1.0196 |
-0.0041 |
-0.4% |
1.0283 |
| High |
1.0237 |
1.0265 |
0.0028 |
0.3% |
1.0295 |
| Low |
1.0234 |
1.0196 |
-0.0038 |
-0.4% |
1.0185 |
| Close |
1.0234 |
1.0265 |
0.0031 |
0.3% |
1.0234 |
| Range |
0.0003 |
0.0069 |
0.0066 |
2,200.0% |
0.0110 |
| ATR |
0.0062 |
0.0062 |
0.0001 |
0.9% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
80 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0449 |
1.0426 |
1.0303 |
|
| R3 |
1.0380 |
1.0357 |
1.0284 |
|
| R2 |
1.0311 |
1.0311 |
1.0278 |
|
| R1 |
1.0288 |
1.0288 |
1.0271 |
1.0300 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0248 |
| S1 |
1.0219 |
1.0219 |
1.0259 |
1.0231 |
| S2 |
1.0173 |
1.0173 |
1.0252 |
|
| S3 |
1.0104 |
1.0150 |
1.0246 |
|
| S4 |
1.0035 |
1.0081 |
1.0227 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0511 |
1.0295 |
|
| R3 |
1.0458 |
1.0401 |
1.0264 |
|
| R2 |
1.0348 |
1.0348 |
1.0254 |
|
| R1 |
1.0291 |
1.0291 |
1.0244 |
1.0265 |
| PP |
1.0238 |
1.0238 |
1.0238 |
1.0225 |
| S1 |
1.0181 |
1.0181 |
1.0224 |
1.0155 |
| S2 |
1.0128 |
1.0128 |
1.0214 |
|
| S3 |
1.0018 |
1.0071 |
1.0204 |
|
| S4 |
0.9908 |
0.9961 |
1.0174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0276 |
1.0185 |
0.0091 |
0.9% |
0.0032 |
0.3% |
88% |
False |
False |
16 |
| 10 |
1.0550 |
1.0185 |
0.0365 |
3.6% |
0.0042 |
0.4% |
22% |
False |
False |
10 |
| 20 |
1.0635 |
1.0185 |
0.0450 |
4.4% |
0.0031 |
0.3% |
18% |
False |
False |
28 |
| 40 |
1.0730 |
1.0185 |
0.0545 |
5.3% |
0.0020 |
0.2% |
15% |
False |
False |
14 |
| 60 |
1.1081 |
1.0185 |
0.0896 |
8.7% |
0.0013 |
0.1% |
9% |
False |
False |
10 |
| 80 |
1.1117 |
1.0185 |
0.0932 |
9.1% |
0.0011 |
0.1% |
9% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0558 |
|
2.618 |
1.0446 |
|
1.618 |
1.0377 |
|
1.000 |
1.0334 |
|
0.618 |
1.0308 |
|
HIGH |
1.0265 |
|
0.618 |
1.0239 |
|
0.500 |
1.0231 |
|
0.382 |
1.0222 |
|
LOW |
1.0196 |
|
0.618 |
1.0153 |
|
1.000 |
1.0127 |
|
1.618 |
1.0084 |
|
2.618 |
1.0015 |
|
4.250 |
0.9903 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0254 |
1.0252 |
| PP |
1.0242 |
1.0238 |
| S1 |
1.0231 |
1.0225 |
|