CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1939 |
1.1818 |
-0.0121 |
-1.0% |
1.1825 |
| High |
1.1941 |
1.1977 |
0.0036 |
0.3% |
1.1977 |
| Low |
1.1841 |
1.1770 |
-0.0071 |
-0.6% |
1.1770 |
| Close |
1.1852 |
1.1969 |
0.0117 |
1.0% |
1.1969 |
| Range |
0.0100 |
0.0207 |
0.0107 |
107.0% |
0.0207 |
| ATR |
0.0093 |
0.0102 |
0.0008 |
8.7% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
77 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2526 |
1.2455 |
1.2083 |
|
| R3 |
1.2319 |
1.2248 |
1.2026 |
|
| R2 |
1.2112 |
1.2112 |
1.2007 |
|
| R1 |
1.2041 |
1.2041 |
1.1988 |
1.2077 |
| PP |
1.1905 |
1.1905 |
1.1905 |
1.1923 |
| S1 |
1.1834 |
1.1834 |
1.1950 |
1.1870 |
| S2 |
1.1698 |
1.1698 |
1.1931 |
|
| S3 |
1.1491 |
1.1627 |
1.1912 |
|
| S4 |
1.1284 |
1.1420 |
1.1855 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2526 |
1.2455 |
1.2083 |
|
| R3 |
1.2319 |
1.2248 |
1.2026 |
|
| R2 |
1.2112 |
1.2112 |
1.2007 |
|
| R1 |
1.2041 |
1.2041 |
1.1988 |
1.2077 |
| PP |
1.1905 |
1.1905 |
1.1905 |
1.1923 |
| S1 |
1.1834 |
1.1834 |
1.1950 |
1.1870 |
| S2 |
1.1698 |
1.1698 |
1.1931 |
|
| S3 |
1.1491 |
1.1627 |
1.1912 |
|
| S4 |
1.1284 |
1.1420 |
1.1855 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1977 |
1.1770 |
0.0207 |
1.7% |
0.0109 |
0.9% |
96% |
True |
True |
19 |
| 10 |
1.2100 |
1.1770 |
0.0330 |
2.8% |
0.0109 |
0.9% |
60% |
False |
True |
37 |
| 20 |
1.2100 |
1.1724 |
0.0376 |
3.1% |
0.0097 |
0.8% |
65% |
False |
False |
33 |
| 40 |
1.2100 |
1.1180 |
0.0920 |
7.7% |
0.0053 |
0.4% |
86% |
False |
False |
20 |
| 60 |
1.2100 |
1.1133 |
0.0967 |
8.1% |
0.0037 |
0.3% |
86% |
False |
False |
15 |
| 80 |
1.2100 |
1.0821 |
0.1279 |
10.7% |
0.0029 |
0.2% |
90% |
False |
False |
12 |
| 100 |
1.2100 |
1.0378 |
0.1722 |
14.4% |
0.0024 |
0.2% |
92% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2857 |
|
2.618 |
1.2519 |
|
1.618 |
1.2312 |
|
1.000 |
1.2184 |
|
0.618 |
1.2105 |
|
HIGH |
1.1977 |
|
0.618 |
1.1898 |
|
0.500 |
1.1874 |
|
0.382 |
1.1849 |
|
LOW |
1.1770 |
|
0.618 |
1.1642 |
|
1.000 |
1.1563 |
|
1.618 |
1.1435 |
|
2.618 |
1.1228 |
|
4.250 |
1.0890 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1937 |
1.1937 |
| PP |
1.1905 |
1.1905 |
| S1 |
1.1874 |
1.1874 |
|