CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1870 |
1.1825 |
-0.0045 |
-0.4% |
1.1971 |
| High |
1.1870 |
1.1915 |
0.0045 |
0.4% |
1.2100 |
| Low |
1.1789 |
1.1782 |
-0.0007 |
-0.1% |
1.1789 |
| Close |
1.1800 |
1.1917 |
0.0117 |
1.0% |
1.1800 |
| Range |
0.0081 |
0.0133 |
0.0052 |
64.2% |
0.0311 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
2.8% |
0.0000 |
| Volume |
21 |
21 |
0 |
0.0% |
98 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2270 |
1.2227 |
1.1990 |
|
| R3 |
1.2137 |
1.2094 |
1.1954 |
|
| R2 |
1.2004 |
1.2004 |
1.1941 |
|
| R1 |
1.1961 |
1.1961 |
1.1929 |
1.1983 |
| PP |
1.1871 |
1.1871 |
1.1871 |
1.1882 |
| S1 |
1.1828 |
1.1828 |
1.1905 |
1.1850 |
| S2 |
1.1738 |
1.1738 |
1.1893 |
|
| S3 |
1.1605 |
1.1695 |
1.1880 |
|
| S4 |
1.1472 |
1.1562 |
1.1844 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2829 |
1.2626 |
1.1971 |
|
| R3 |
1.2518 |
1.2315 |
1.1886 |
|
| R2 |
1.2207 |
1.2207 |
1.1857 |
|
| R1 |
1.2004 |
1.2004 |
1.1829 |
1.1950 |
| PP |
1.1896 |
1.1896 |
1.1896 |
1.1870 |
| S1 |
1.1693 |
1.1693 |
1.1771 |
1.1639 |
| S2 |
1.1585 |
1.1585 |
1.1743 |
|
| S3 |
1.1274 |
1.1382 |
1.1714 |
|
| S4 |
1.0963 |
1.1071 |
1.1629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2100 |
1.1782 |
0.0318 |
2.7% |
0.0118 |
1.0% |
42% |
False |
True |
18 |
| 10 |
1.2100 |
1.1782 |
0.0318 |
2.7% |
0.0102 |
0.9% |
42% |
False |
True |
51 |
| 20 |
1.2100 |
1.1724 |
0.0376 |
3.2% |
0.0083 |
0.7% |
51% |
False |
False |
33 |
| 40 |
1.2100 |
1.1180 |
0.0920 |
7.7% |
0.0045 |
0.4% |
80% |
False |
False |
19 |
| 60 |
1.2100 |
1.0963 |
0.1137 |
9.5% |
0.0032 |
0.3% |
84% |
False |
False |
14 |
| 80 |
1.2100 |
1.0779 |
0.1321 |
11.1% |
0.0025 |
0.2% |
86% |
False |
False |
11 |
| 100 |
1.2100 |
1.0303 |
0.1797 |
15.1% |
0.0020 |
0.2% |
90% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2480 |
|
2.618 |
1.2263 |
|
1.618 |
1.2130 |
|
1.000 |
1.2048 |
|
0.618 |
1.1997 |
|
HIGH |
1.1915 |
|
0.618 |
1.1864 |
|
0.500 |
1.1849 |
|
0.382 |
1.1833 |
|
LOW |
1.1782 |
|
0.618 |
1.1700 |
|
1.000 |
1.1649 |
|
1.618 |
1.1567 |
|
2.618 |
1.1434 |
|
4.250 |
1.1217 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1894 |
1.1914 |
| PP |
1.1871 |
1.1911 |
| S1 |
1.1849 |
1.1909 |
|