CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0243 |
0.0003 |
0.0% |
1.0139 |
| High |
1.0335 |
1.0247 |
-0.0088 |
-0.9% |
1.0335 |
| Low |
1.0240 |
1.0243 |
0.0003 |
0.0% |
1.0085 |
| Close |
1.0287 |
1.0247 |
-0.0040 |
-0.4% |
1.0287 |
| Range |
0.0095 |
0.0004 |
-0.0091 |
-95.8% |
0.0250 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
7 |
11 |
4 |
57.1% |
27 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0258 |
1.0256 |
1.0249 |
|
| R3 |
1.0254 |
1.0252 |
1.0248 |
|
| R2 |
1.0250 |
1.0250 |
1.0248 |
|
| R1 |
1.0248 |
1.0248 |
1.0247 |
1.0249 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0246 |
| S1 |
1.0244 |
1.0244 |
1.0247 |
1.0245 |
| S2 |
1.0242 |
1.0242 |
1.0246 |
|
| S3 |
1.0238 |
1.0240 |
1.0246 |
|
| S4 |
1.0234 |
1.0236 |
1.0245 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0886 |
1.0425 |
|
| R3 |
1.0736 |
1.0636 |
1.0356 |
|
| R2 |
1.0486 |
1.0486 |
1.0333 |
|
| R1 |
1.0386 |
1.0386 |
1.0310 |
1.0436 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0261 |
| S1 |
1.0136 |
1.0136 |
1.0264 |
1.0186 |
| S2 |
0.9986 |
0.9986 |
1.0241 |
|
| S3 |
0.9736 |
0.9886 |
1.0218 |
|
| S4 |
0.9486 |
0.9636 |
1.0150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0335 |
1.0085 |
0.0250 |
2.4% |
0.0028 |
0.3% |
65% |
False |
False |
6 |
| 10 |
1.0335 |
1.0085 |
0.0250 |
2.4% |
0.0022 |
0.2% |
65% |
False |
False |
6 |
| 20 |
1.0550 |
1.0085 |
0.0465 |
4.5% |
0.0032 |
0.3% |
35% |
False |
False |
8 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0025 |
0.2% |
25% |
False |
False |
16 |
| 60 |
1.0935 |
1.0085 |
0.0850 |
8.3% |
0.0017 |
0.2% |
19% |
False |
False |
11 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0014 |
0.1% |
16% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0264 |
|
2.618 |
1.0257 |
|
1.618 |
1.0253 |
|
1.000 |
1.0251 |
|
0.618 |
1.0249 |
|
HIGH |
1.0247 |
|
0.618 |
1.0245 |
|
0.500 |
1.0245 |
|
0.382 |
1.0245 |
|
LOW |
1.0243 |
|
0.618 |
1.0241 |
|
1.000 |
1.0239 |
|
1.618 |
1.0237 |
|
2.618 |
1.0233 |
|
4.250 |
1.0226 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0246 |
1.0288 |
| PP |
1.0246 |
1.0274 |
| S1 |
1.0245 |
1.0261 |
|