CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1987 |
1.1951 |
-0.0036 |
-0.3% |
1.1825 |
| High |
1.2000 |
1.2045 |
0.0045 |
0.4% |
1.1977 |
| Low |
1.1979 |
1.1943 |
-0.0036 |
-0.3% |
1.1770 |
| Close |
1.1994 |
1.2069 |
0.0075 |
0.6% |
1.1969 |
| Range |
0.0021 |
0.0102 |
0.0081 |
385.7% |
0.0207 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.4% |
0.0000 |
| Volume |
20 |
11 |
-9 |
-45.0% |
77 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2325 |
1.2299 |
1.2125 |
|
| R3 |
1.2223 |
1.2197 |
1.2097 |
|
| R2 |
1.2121 |
1.2121 |
1.2088 |
|
| R1 |
1.2095 |
1.2095 |
1.2078 |
1.2108 |
| PP |
1.2019 |
1.2019 |
1.2019 |
1.2026 |
| S1 |
1.1993 |
1.1993 |
1.2060 |
1.2006 |
| S2 |
1.1917 |
1.1917 |
1.2050 |
|
| S3 |
1.1815 |
1.1891 |
1.2041 |
|
| S4 |
1.1713 |
1.1789 |
1.2013 |
|
|
| 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 |
1.2045 |
1.1770 |
0.0275 |
2.3% |
0.0091 |
0.8% |
109% |
True |
False |
17 |
| 10 |
1.2100 |
1.1770 |
0.0330 |
2.7% |
0.0105 |
0.9% |
91% |
False |
False |
17 |
| 20 |
1.2100 |
1.1724 |
0.0376 |
3.1% |
0.0096 |
0.8% |
92% |
False |
False |
34 |
| 40 |
1.2100 |
1.1180 |
0.0920 |
7.6% |
0.0056 |
0.5% |
97% |
False |
False |
21 |
| 60 |
1.2100 |
1.1133 |
0.0967 |
8.0% |
0.0039 |
0.3% |
97% |
False |
False |
15 |
| 80 |
1.2100 |
1.0821 |
0.1279 |
10.6% |
0.0031 |
0.3% |
98% |
False |
False |
12 |
| 100 |
1.2100 |
1.0566 |
0.1534 |
12.7% |
0.0025 |
0.2% |
98% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2479 |
|
2.618 |
1.2312 |
|
1.618 |
1.2210 |
|
1.000 |
1.2147 |
|
0.618 |
1.2108 |
|
HIGH |
1.2045 |
|
0.618 |
1.2006 |
|
0.500 |
1.1994 |
|
0.382 |
1.1982 |
|
LOW |
1.1943 |
|
0.618 |
1.1880 |
|
1.000 |
1.1841 |
|
1.618 |
1.1778 |
|
2.618 |
1.1676 |
|
4.250 |
1.1510 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2044 |
1.2015 |
| PP |
1.2019 |
1.1961 |
| S1 |
1.1994 |
1.1908 |
|