CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0269 |
1.0230 |
-0.0039 |
-0.4% |
1.0283 |
| High |
1.0269 |
1.0252 |
-0.0017 |
-0.2% |
1.0295 |
| Low |
1.0269 |
1.0230 |
-0.0039 |
-0.4% |
1.0185 |
| Close |
1.0269 |
1.0252 |
-0.0017 |
-0.2% |
1.0234 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0110 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
80 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0311 |
1.0303 |
1.0264 |
|
| R3 |
1.0289 |
1.0281 |
1.0258 |
|
| R2 |
1.0267 |
1.0267 |
1.0256 |
|
| R1 |
1.0259 |
1.0259 |
1.0254 |
1.0263 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0247 |
| S1 |
1.0237 |
1.0237 |
1.0250 |
1.0241 |
| S2 |
1.0223 |
1.0223 |
1.0248 |
|
| S3 |
1.0201 |
1.0215 |
1.0246 |
|
| S4 |
1.0179 |
1.0193 |
1.0240 |
|
|
| 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 |
1.0269 |
1.0185 |
0.0084 |
0.8% |
0.0021 |
0.2% |
80% |
False |
False |
4 |
| 10 |
1.0506 |
1.0185 |
0.0321 |
3.1% |
0.0044 |
0.4% |
21% |
False |
False |
10 |
| 20 |
1.0635 |
1.0185 |
0.0450 |
4.4% |
0.0031 |
0.3% |
15% |
False |
False |
28 |
| 40 |
1.0730 |
1.0185 |
0.0545 |
5.3% |
0.0020 |
0.2% |
12% |
False |
False |
14 |
| 60 |
1.1081 |
1.0185 |
0.0896 |
8.7% |
0.0014 |
0.1% |
7% |
False |
False |
10 |
| 80 |
1.1117 |
1.0185 |
0.0932 |
9.1% |
0.0012 |
0.1% |
7% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0346 |
|
2.618 |
1.0310 |
|
1.618 |
1.0288 |
|
1.000 |
1.0274 |
|
0.618 |
1.0266 |
|
HIGH |
1.0252 |
|
0.618 |
1.0244 |
|
0.500 |
1.0241 |
|
0.382 |
1.0238 |
|
LOW |
1.0230 |
|
0.618 |
1.0216 |
|
1.000 |
1.0208 |
|
1.618 |
1.0194 |
|
2.618 |
1.0172 |
|
4.250 |
1.0137 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0246 |
| PP |
1.0245 |
1.0239 |
| S1 |
1.0241 |
1.0233 |
|