CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2093 |
1.2365 |
0.0272 |
2.2% |
1.1825 |
| High |
1.2250 |
1.2365 |
0.0115 |
0.9% |
1.1977 |
| Low |
1.2092 |
1.2218 |
0.0126 |
1.0% |
1.1770 |
| Close |
1.2215 |
1.2252 |
0.0037 |
0.3% |
1.1969 |
| Range |
0.0158 |
0.0147 |
-0.0011 |
-7.0% |
0.0207 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
3.3% |
0.0000 |
| Volume |
41 |
67 |
26 |
63.4% |
77 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2719 |
1.2633 |
1.2333 |
|
| R3 |
1.2572 |
1.2486 |
1.2292 |
|
| R2 |
1.2425 |
1.2425 |
1.2279 |
|
| R1 |
1.2339 |
1.2339 |
1.2265 |
1.2309 |
| PP |
1.2278 |
1.2278 |
1.2278 |
1.2263 |
| S1 |
1.2192 |
1.2192 |
1.2239 |
1.2162 |
| S2 |
1.2131 |
1.2131 |
1.2225 |
|
| S3 |
1.1984 |
1.2045 |
1.2212 |
|
| S4 |
1.1837 |
1.1898 |
1.2171 |
|
|
| 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 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0127 |
1.0% |
81% |
True |
False |
29 |
| 10 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0118 |
1.0% |
81% |
True |
False |
25 |
| 20 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0098 |
0.8% |
81% |
True |
False |
38 |
| 40 |
1.2365 |
1.1342 |
0.1023 |
8.3% |
0.0063 |
0.5% |
89% |
True |
False |
24 |
| 60 |
1.2365 |
1.1133 |
0.1232 |
10.1% |
0.0044 |
0.4% |
91% |
True |
False |
17 |
| 80 |
1.2365 |
1.0821 |
0.1544 |
12.6% |
0.0035 |
0.3% |
93% |
True |
False |
13 |
| 100 |
1.2365 |
1.0694 |
0.1671 |
13.6% |
0.0028 |
0.2% |
93% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2990 |
|
2.618 |
1.2750 |
|
1.618 |
1.2603 |
|
1.000 |
1.2512 |
|
0.618 |
1.2456 |
|
HIGH |
1.2365 |
|
0.618 |
1.2309 |
|
0.500 |
1.2292 |
|
0.382 |
1.2274 |
|
LOW |
1.2218 |
|
0.618 |
1.2127 |
|
1.000 |
1.2071 |
|
1.618 |
1.1980 |
|
2.618 |
1.1833 |
|
4.250 |
1.1593 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2292 |
1.2219 |
| PP |
1.2278 |
1.2187 |
| S1 |
1.2265 |
1.2154 |
|