CME Swiss Franc Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jul-2012 | 
                    24-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        1.0139 | 
                        1.0085 | 
                        -0.0054 | 
                        -0.5% | 
                        1.0196 | 
                     
                    
                        | High | 
                        1.0139 | 
                        1.0085 | 
                        -0.0054 | 
                        -0.5% | 
                        1.0272 | 
                     
                    
                        | Low | 
                        1.0138 | 
                        1.0085 | 
                        -0.0053 | 
                        -0.5% | 
                        1.0153 | 
                     
                    
                        | Close | 
                        1.0138 | 
                        1.0085 | 
                        -0.0053 | 
                        -0.5% | 
                        1.0164 | 
                     
                    
                        | Range | 
                        0.0001 | 
                        0.0000 | 
                        -0.0001 | 
                        -100.0% | 
                        0.0119 | 
                     
                    
                        | ATR | 
                        0.0057 | 
                        0.0057 | 
                        0.0000 | 
                        -0.5% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        8 | 
                        5 | 
                        -3 | 
                        -37.5% | 
                        33 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
                 | 
             
            
                | R3 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
                 | 
             
            
                | R2 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
                 | 
             
            
                | R1 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
             
            
                | PP | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
             
            
                | S1 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
             
            
                | S2 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
                 | 
             
            
                | S3 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
                 | 
             
            
                | S4 | 
                1.0085 | 
                1.0085 | 
                1.0085 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                1.0085 | 
                0.0187 | 
                1.9% | 
                0.0016 | 
                0.2% | 
                0% | 
                False | 
                True | 
                7 | 
                 
                
                | 10 | 
                1.0272 | 
                1.0085 | 
                0.0187 | 
                1.9% | 
                0.0021 | 
                0.2% | 
                0% | 
                False | 
                True | 
                5 | 
                 
                
                | 20 | 
                1.0606 | 
                1.0085 | 
                0.0521 | 
                5.2% | 
                0.0030 | 
                0.3% | 
                0% | 
                False | 
                True | 
                29 | 
                 
                
                | 40 | 
                1.0730 | 
                1.0085 | 
                0.0645 | 
                6.4% | 
                0.0022 | 
                0.2% | 
                0% | 
                False | 
                True | 
                15 | 
                 
                
                | 60 | 
                1.1061 | 
                1.0085 | 
                0.0976 | 
                9.7% | 
                0.0015 | 
                0.1% | 
                0% | 
                False | 
                True | 
                10 | 
                 
                
                | 80 | 
                1.1113 | 
                1.0085 | 
                0.1028 | 
                10.2% | 
                0.0012 | 
                0.1% | 
                0% | 
                False | 
                True | 
                8 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            1.0085 | 
         
        
            | 
2.618             | 
            1.0085 | 
         
        
            | 
1.618             | 
            1.0085 | 
         
        
            | 
1.000             | 
            1.0085 | 
         
        
            | 
0.618             | 
            1.0085 | 
         
        
            | 
HIGH             | 
            1.0085 | 
         
        
            | 
0.618             | 
            1.0085 | 
         
        
            | 
0.500             | 
            1.0085 | 
         
        
            | 
0.382             | 
            1.0085 | 
         
        
            | 
LOW             | 
            1.0085 | 
         
        
            | 
0.618             | 
            1.0085 | 
         
        
            | 
1.000             | 
            1.0085 | 
         
        
            | 
1.618             | 
            1.0085 | 
         
        
            | 
2.618             | 
            1.0085 | 
         
        
            | 
4.250             | 
            1.0085 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                1.0085 | 
                                1.0128 | 
                             
                            
                                | PP | 
                                1.0085 | 
                                1.0114 | 
                             
                            
                                | S1 | 
                                1.0085 | 
                                1.0099 | 
                             
             
         |