CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1825 |
1.1924 |
0.0099 |
0.8% |
1.1971 |
| High |
1.1915 |
1.1925 |
0.0010 |
0.1% |
1.2100 |
| Low |
1.1782 |
1.1899 |
0.0117 |
1.0% |
1.1789 |
| Close |
1.1917 |
1.1917 |
0.0000 |
0.0% |
1.1800 |
| Range |
0.0133 |
0.0026 |
-0.0107 |
-80.5% |
0.0311 |
| ATR |
0.0098 |
0.0093 |
-0.0005 |
-5.3% |
0.0000 |
| Volume |
21 |
44 |
23 |
109.5% |
98 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1992 |
1.1980 |
1.1931 |
|
| R3 |
1.1966 |
1.1954 |
1.1924 |
|
| R2 |
1.1940 |
1.1940 |
1.1922 |
|
| R1 |
1.1928 |
1.1928 |
1.1919 |
1.1921 |
| PP |
1.1914 |
1.1914 |
1.1914 |
1.1910 |
| S1 |
1.1902 |
1.1902 |
1.1915 |
1.1895 |
| S2 |
1.1888 |
1.1888 |
1.1912 |
|
| S3 |
1.1862 |
1.1876 |
1.1910 |
|
| S4 |
1.1836 |
1.1850 |
1.1903 |
|
|
| 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 |
1.2065 |
1.1782 |
0.0283 |
2.4% |
0.0108 |
0.9% |
48% |
False |
False |
23 |
| 10 |
1.2100 |
1.1782 |
0.0318 |
2.7% |
0.0099 |
0.8% |
42% |
False |
False |
48 |
| 20 |
1.2100 |
1.1724 |
0.0376 |
3.2% |
0.0084 |
0.7% |
51% |
False |
False |
34 |
| 40 |
1.2100 |
1.1180 |
0.0920 |
7.7% |
0.0045 |
0.4% |
80% |
False |
False |
20 |
| 60 |
1.2100 |
1.1000 |
0.1100 |
9.2% |
0.0033 |
0.3% |
83% |
False |
False |
15 |
| 80 |
1.2100 |
1.0821 |
0.1279 |
10.7% |
0.0026 |
0.2% |
86% |
False |
False |
12 |
| 100 |
1.2100 |
1.0303 |
0.1797 |
15.1% |
0.0020 |
0.2% |
90% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2036 |
|
2.618 |
1.1993 |
|
1.618 |
1.1967 |
|
1.000 |
1.1951 |
|
0.618 |
1.1941 |
|
HIGH |
1.1925 |
|
0.618 |
1.1915 |
|
0.500 |
1.1912 |
|
0.382 |
1.1909 |
|
LOW |
1.1899 |
|
0.618 |
1.1883 |
|
1.000 |
1.1873 |
|
1.618 |
1.1857 |
|
2.618 |
1.1831 |
|
4.250 |
1.1789 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1915 |
1.1896 |
| PP |
1.1914 |
1.1875 |
| S1 |
1.1912 |
1.1854 |
|