CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0171 |
1.0139 |
-0.0032 |
-0.3% |
1.0196 |
| High |
1.0171 |
1.0139 |
-0.0032 |
-0.3% |
1.0272 |
| Low |
1.0153 |
1.0138 |
-0.0015 |
-0.1% |
1.0153 |
| Close |
1.0164 |
1.0138 |
-0.0026 |
-0.3% |
1.0164 |
| Range |
0.0018 |
0.0001 |
-0.0017 |
-94.4% |
0.0119 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
19 |
8 |
-11 |
-57.9% |
33 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0141 |
1.0141 |
1.0139 |
|
| R3 |
1.0140 |
1.0140 |
1.0138 |
|
| R2 |
1.0139 |
1.0139 |
1.0138 |
|
| R1 |
1.0139 |
1.0139 |
1.0138 |
1.0139 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0138 |
| S1 |
1.0138 |
1.0138 |
1.0138 |
1.0138 |
| S2 |
1.0137 |
1.0137 |
1.0138 |
|
| S3 |
1.0136 |
1.0137 |
1.0138 |
|
| S4 |
1.0135 |
1.0136 |
1.0137 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0478 |
1.0229 |
|
| R3 |
1.0434 |
1.0359 |
1.0197 |
|
| R2 |
1.0315 |
1.0315 |
1.0186 |
|
| R1 |
1.0240 |
1.0240 |
1.0175 |
1.0218 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0186 |
| S1 |
1.0121 |
1.0121 |
1.0153 |
1.0099 |
| S2 |
1.0077 |
1.0077 |
1.0142 |
|
| S3 |
0.9958 |
1.0002 |
1.0131 |
|
| S4 |
0.9839 |
0.9883 |
1.0099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0272 |
1.0138 |
0.0134 |
1.3% |
0.0016 |
0.2% |
0% |
False |
True |
7 |
| 10 |
1.0276 |
1.0138 |
0.0138 |
1.4% |
0.0024 |
0.2% |
0% |
False |
True |
12 |
| 20 |
1.0606 |
1.0138 |
0.0468 |
4.6% |
0.0031 |
0.3% |
0% |
False |
True |
29 |
| 40 |
1.0730 |
1.0138 |
0.0592 |
5.8% |
0.0022 |
0.2% |
0% |
False |
True |
15 |
| 60 |
1.1081 |
1.0138 |
0.0943 |
9.3% |
0.0015 |
0.1% |
0% |
False |
True |
10 |
| 80 |
1.1117 |
1.0138 |
0.0979 |
9.7% |
0.0012 |
0.1% |
0% |
False |
True |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
1.0142 |
|
1.618 |
1.0141 |
|
1.000 |
1.0140 |
|
0.618 |
1.0140 |
|
HIGH |
1.0139 |
|
0.618 |
1.0139 |
|
0.500 |
1.0139 |
|
0.382 |
1.0138 |
|
LOW |
1.0138 |
|
0.618 |
1.0137 |
|
1.000 |
1.0137 |
|
1.618 |
1.0136 |
|
2.618 |
1.0135 |
|
4.250 |
1.0134 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0205 |
| PP |
1.0138 |
1.0183 |
| S1 |
1.0138 |
1.0160 |
|