CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1951 |
1.2093 |
0.0142 |
1.2% |
1.1825 |
| High |
1.2045 |
1.2250 |
0.0205 |
1.7% |
1.1977 |
| Low |
1.1943 |
1.2092 |
0.0149 |
1.2% |
1.1770 |
| Close |
1.2069 |
1.2215 |
0.0146 |
1.2% |
1.1969 |
| Range |
0.0102 |
0.0158 |
0.0056 |
54.9% |
0.0207 |
| ATR |
0.0097 |
0.0103 |
0.0006 |
6.2% |
0.0000 |
| Volume |
11 |
41 |
30 |
272.7% |
77 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2660 |
1.2595 |
1.2302 |
|
| R3 |
1.2502 |
1.2437 |
1.2258 |
|
| R2 |
1.2344 |
1.2344 |
1.2244 |
|
| R1 |
1.2279 |
1.2279 |
1.2229 |
1.2312 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2202 |
| S1 |
1.2121 |
1.2121 |
1.2201 |
1.2154 |
| S2 |
1.2028 |
1.2028 |
1.2186 |
|
| S3 |
1.1870 |
1.1963 |
1.2172 |
|
| S4 |
1.1712 |
1.1805 |
1.2128 |
|
|
| 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 |
1.2250 |
1.1770 |
0.0480 |
3.9% |
0.0118 |
1.0% |
93% |
True |
False |
16 |
| 10 |
1.2250 |
1.1770 |
0.0480 |
3.9% |
0.0113 |
0.9% |
93% |
True |
False |
20 |
| 20 |
1.2250 |
1.1724 |
0.0526 |
4.3% |
0.0097 |
0.8% |
93% |
True |
False |
36 |
| 40 |
1.2250 |
1.1342 |
0.0908 |
7.4% |
0.0060 |
0.5% |
96% |
True |
False |
22 |
| 60 |
1.2250 |
1.1133 |
0.1117 |
9.1% |
0.0042 |
0.3% |
97% |
True |
False |
16 |
| 80 |
1.2250 |
1.0821 |
0.1429 |
11.7% |
0.0033 |
0.3% |
98% |
True |
False |
12 |
| 100 |
1.2250 |
1.0611 |
0.1639 |
13.4% |
0.0026 |
0.2% |
98% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2922 |
|
2.618 |
1.2664 |
|
1.618 |
1.2506 |
|
1.000 |
1.2408 |
|
0.618 |
1.2348 |
|
HIGH |
1.2250 |
|
0.618 |
1.2190 |
|
0.500 |
1.2171 |
|
0.382 |
1.2152 |
|
LOW |
1.2092 |
|
0.618 |
1.1994 |
|
1.000 |
1.1934 |
|
1.618 |
1.1836 |
|
2.618 |
1.1678 |
|
4.250 |
1.1421 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2200 |
1.2176 |
| PP |
1.2186 |
1.2136 |
| S1 |
1.2171 |
1.2097 |
|