CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0131 |
0.0046 |
0.5% |
1.0196 |
| High |
1.0085 |
1.0164 |
0.0079 |
0.8% |
1.0272 |
| Low |
1.0085 |
1.0131 |
0.0046 |
0.5% |
1.0153 |
| Close |
1.0085 |
1.0164 |
0.0079 |
0.8% |
1.0164 |
| Range |
0.0000 |
0.0033 |
0.0033 |
|
0.0119 |
| ATR |
0.0057 |
0.0058 |
0.0002 |
2.8% |
0.0000 |
| Volume |
5 |
2 |
-3 |
-60.0% |
33 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0241 |
1.0182 |
|
| R3 |
1.0219 |
1.0208 |
1.0173 |
|
| R2 |
1.0186 |
1.0186 |
1.0170 |
|
| R1 |
1.0175 |
1.0175 |
1.0167 |
1.0181 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0156 |
| S1 |
1.0142 |
1.0142 |
1.0161 |
1.0148 |
| S2 |
1.0120 |
1.0120 |
1.0158 |
|
| S3 |
1.0087 |
1.0109 |
1.0155 |
|
| S4 |
1.0054 |
1.0076 |
1.0146 |
|
|
| 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 |
1.8% |
0.0018 |
0.2% |
42% |
False |
False |
7 |
| 10 |
1.0272 |
1.0085 |
0.0187 |
1.8% |
0.0020 |
0.2% |
42% |
False |
False |
6 |
| 20 |
1.0606 |
1.0085 |
0.0521 |
5.1% |
0.0030 |
0.3% |
15% |
False |
False |
28 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0022 |
0.2% |
12% |
False |
False |
15 |
| 60 |
1.1050 |
1.0085 |
0.0965 |
9.5% |
0.0015 |
0.2% |
8% |
False |
False |
10 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.8% |
0.0013 |
0.1% |
8% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0304 |
|
2.618 |
1.0250 |
|
1.618 |
1.0217 |
|
1.000 |
1.0197 |
|
0.618 |
1.0184 |
|
HIGH |
1.0164 |
|
0.618 |
1.0151 |
|
0.500 |
1.0148 |
|
0.382 |
1.0144 |
|
LOW |
1.0131 |
|
0.618 |
1.0111 |
|
1.000 |
1.0098 |
|
1.618 |
1.0078 |
|
2.618 |
1.0045 |
|
4.250 |
0.9991 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0151 |
| PP |
1.0153 |
1.0138 |
| S1 |
1.0148 |
1.0125 |
|