CME Swiss Franc Future December 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0247 |
1.0275 |
0.0028 |
0.3% |
1.0139 |
| High |
1.0294 |
1.0275 |
-0.0019 |
-0.2% |
1.0335 |
| Low |
1.0247 |
1.0226 |
-0.0021 |
-0.2% |
1.0085 |
| Close |
1.0287 |
1.0226 |
-0.0061 |
-0.6% |
1.0287 |
| Range |
0.0047 |
0.0049 |
0.0002 |
4.3% |
0.0250 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1 |
58 |
57 |
5,700.0% |
27 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0357 |
1.0253 |
|
| R3 |
1.0340 |
1.0308 |
1.0239 |
|
| R2 |
1.0291 |
1.0291 |
1.0235 |
|
| R1 |
1.0259 |
1.0259 |
1.0230 |
1.0251 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0238 |
| S1 |
1.0210 |
1.0210 |
1.0222 |
1.0202 |
| S2 |
1.0193 |
1.0193 |
1.0217 |
|
| S3 |
1.0144 |
1.0161 |
1.0213 |
|
| S4 |
1.0095 |
1.0112 |
1.0199 |
|
|
| 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 |
1.0226 |
0.0109 |
1.1% |
0.0040 |
0.4% |
0% |
False |
True |
16 |
| 10 |
1.0335 |
1.0085 |
0.0250 |
2.4% |
0.0029 |
0.3% |
56% |
False |
False |
11 |
| 20 |
1.0506 |
1.0085 |
0.0421 |
4.1% |
0.0037 |
0.4% |
33% |
False |
False |
11 |
| 40 |
1.0730 |
1.0085 |
0.0645 |
6.3% |
0.0027 |
0.3% |
22% |
False |
False |
17 |
| 60 |
1.0886 |
1.0085 |
0.0801 |
7.8% |
0.0019 |
0.2% |
18% |
False |
False |
12 |
| 80 |
1.1081 |
1.0085 |
0.0996 |
9.7% |
0.0015 |
0.2% |
14% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0483 |
|
2.618 |
1.0403 |
|
1.618 |
1.0354 |
|
1.000 |
1.0324 |
|
0.618 |
1.0305 |
|
HIGH |
1.0275 |
|
0.618 |
1.0256 |
|
0.500 |
1.0251 |
|
0.382 |
1.0245 |
|
LOW |
1.0226 |
|
0.618 |
1.0196 |
|
1.000 |
1.0177 |
|
1.618 |
1.0147 |
|
2.618 |
1.0098 |
|
4.250 |
1.0018 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0260 |
| PP |
1.0242 |
1.0249 |
| S1 |
1.0234 |
1.0237 |
|