CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0265 |
0.0134 |
1.3% |
1.0196 |
| High |
1.0164 |
1.0271 |
0.0107 |
1.1% |
1.0272 |
| Low |
1.0131 |
1.0265 |
0.0134 |
1.3% |
1.0153 |
| Close |
1.0164 |
1.0271 |
0.0107 |
1.1% |
1.0164 |
| Range |
0.0033 |
0.0006 |
-0.0027 |
-81.8% |
0.0119 |
| ATR |
0.0058 |
0.0062 |
0.0003 |
6.0% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
33 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0285 |
1.0274 |
|
| R3 |
1.0281 |
1.0279 |
1.0273 |
|
| R2 |
1.0275 |
1.0275 |
1.0272 |
|
| R1 |
1.0273 |
1.0273 |
1.0272 |
1.0274 |
| PP |
1.0269 |
1.0269 |
1.0269 |
1.0270 |
| S1 |
1.0267 |
1.0267 |
1.0270 |
1.0268 |
| S2 |
1.0263 |
1.0263 |
1.0270 |
|
| S3 |
1.0257 |
1.0261 |
1.0269 |
|
| S4 |
1.0251 |
1.0255 |
1.0268 |
|
|
| 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 |
1.0271 |
1.0085 |
0.0186 |
1.8% |
0.0012 |
0.1% |
100% |
True |
False |
7 |
| 10 |
1.0272 |
1.0085 |
0.0187 |
1.8% |
0.0019 |
0.2% |
99% |
False |
False |
5 |
| 20 |
1.0606 |
1.0085 |
0.0521 |
5.1% |
0.0030 |
0.3% |
36% |
False |
False |
21 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0022 |
0.2% |
29% |
False |
False |
15 |
| 60 |
1.0989 |
1.0085 |
0.0904 |
8.8% |
0.0015 |
0.2% |
21% |
False |
False |
10 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0013 |
0.1% |
19% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0297 |
|
2.618 |
1.0287 |
|
1.618 |
1.0281 |
|
1.000 |
1.0277 |
|
0.618 |
1.0275 |
|
HIGH |
1.0271 |
|
0.618 |
1.0269 |
|
0.500 |
1.0268 |
|
0.382 |
1.0267 |
|
LOW |
1.0265 |
|
0.618 |
1.0261 |
|
1.000 |
1.0259 |
|
1.618 |
1.0255 |
|
2.618 |
1.0249 |
|
4.250 |
1.0240 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0240 |
| PP |
1.0269 |
1.0209 |
| S1 |
1.0268 |
1.0178 |
|