CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1924 |
1.1939 |
0.0015 |
0.1% |
1.1971 |
| High |
1.1925 |
1.1941 |
0.0016 |
0.1% |
1.2100 |
| Low |
1.1899 |
1.1841 |
-0.0058 |
-0.5% |
1.1789 |
| Close |
1.1917 |
1.1852 |
-0.0065 |
-0.5% |
1.1800 |
| Range |
0.0026 |
0.0100 |
0.0074 |
284.6% |
0.0311 |
| ATR |
0.0093 |
0.0093 |
0.0001 |
0.5% |
0.0000 |
| Volume |
44 |
6 |
-38 |
-86.4% |
98 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2178 |
1.2115 |
1.1907 |
|
| R3 |
1.2078 |
1.2015 |
1.1880 |
|
| R2 |
1.1978 |
1.1978 |
1.1870 |
|
| R1 |
1.1915 |
1.1915 |
1.1861 |
1.1897 |
| PP |
1.1878 |
1.1878 |
1.1878 |
1.1869 |
| S1 |
1.1815 |
1.1815 |
1.1843 |
1.1797 |
| S2 |
1.1778 |
1.1778 |
1.1834 |
|
| S3 |
1.1678 |
1.1715 |
1.1825 |
|
| S4 |
1.1578 |
1.1615 |
1.1797 |
|
|
| 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 |
1.2035 |
1.1782 |
0.0253 |
2.1% |
0.0109 |
0.9% |
28% |
False |
False |
21 |
| 10 |
1.2100 |
1.1782 |
0.0318 |
2.7% |
0.0098 |
0.8% |
22% |
False |
False |
47 |
| 20 |
1.2100 |
1.1724 |
0.0376 |
3.2% |
0.0089 |
0.7% |
34% |
False |
False |
33 |
| 40 |
1.2100 |
1.1180 |
0.0920 |
7.8% |
0.0048 |
0.4% |
73% |
False |
False |
20 |
| 60 |
1.2100 |
1.1133 |
0.0967 |
8.2% |
0.0034 |
0.3% |
74% |
False |
False |
15 |
| 80 |
1.2100 |
1.0821 |
0.1279 |
10.8% |
0.0027 |
0.2% |
81% |
False |
False |
12 |
| 100 |
1.2100 |
1.0340 |
0.1760 |
14.8% |
0.0021 |
0.2% |
86% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2366 |
|
2.618 |
1.2203 |
|
1.618 |
1.2103 |
|
1.000 |
1.2041 |
|
0.618 |
1.2003 |
|
HIGH |
1.1941 |
|
0.618 |
1.1903 |
|
0.500 |
1.1891 |
|
0.382 |
1.1879 |
|
LOW |
1.1841 |
|
0.618 |
1.1779 |
|
1.000 |
1.1741 |
|
1.618 |
1.1679 |
|
2.618 |
1.1579 |
|
4.250 |
1.1416 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1891 |
1.1862 |
| PP |
1.1878 |
1.1858 |
| S1 |
1.1865 |
1.1855 |
|