CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0243 |
1.0247 |
0.0004 |
0.0% |
1.0139 |
| High |
1.0247 |
1.0294 |
0.0047 |
0.5% |
1.0335 |
| Low |
1.0243 |
1.0247 |
0.0004 |
0.0% |
1.0085 |
| Close |
1.0247 |
1.0287 |
0.0040 |
0.4% |
1.0287 |
| Range |
0.0004 |
0.0047 |
0.0043 |
1,075.0% |
0.0250 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
11 |
1 |
-10 |
-90.9% |
27 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0399 |
1.0313 |
|
| R3 |
1.0370 |
1.0352 |
1.0300 |
|
| R2 |
1.0323 |
1.0323 |
1.0296 |
|
| R1 |
1.0305 |
1.0305 |
1.0291 |
1.0314 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0281 |
| S1 |
1.0258 |
1.0258 |
1.0283 |
1.0267 |
| S2 |
1.0229 |
1.0229 |
1.0278 |
|
| S3 |
1.0182 |
1.0211 |
1.0274 |
|
| S4 |
1.0135 |
1.0164 |
1.0261 |
|
|
| 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 |
1.0131 |
0.0204 |
2.0% |
0.0037 |
0.4% |
76% |
False |
False |
5 |
| 10 |
1.0335 |
1.0085 |
0.0250 |
2.4% |
0.0027 |
0.3% |
81% |
False |
False |
6 |
| 20 |
1.0550 |
1.0085 |
0.0465 |
4.5% |
0.0034 |
0.3% |
43% |
False |
False |
8 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0026 |
0.3% |
31% |
False |
False |
16 |
| 60 |
1.0903 |
1.0085 |
0.0818 |
8.0% |
0.0018 |
0.2% |
25% |
False |
False |
11 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0015 |
0.1% |
20% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0494 |
|
2.618 |
1.0417 |
|
1.618 |
1.0370 |
|
1.000 |
1.0341 |
|
0.618 |
1.0323 |
|
HIGH |
1.0294 |
|
0.618 |
1.0276 |
|
0.500 |
1.0271 |
|
0.382 |
1.0265 |
|
LOW |
1.0247 |
|
0.618 |
1.0218 |
|
1.000 |
1.0200 |
|
1.618 |
1.0171 |
|
2.618 |
1.0124 |
|
4.250 |
1.0047 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0288 |
| PP |
1.0276 |
1.0287 |
| S1 |
1.0271 |
1.0287 |
|