CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 18-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2011 |
18-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2294 |
1.2354 |
0.0060 |
0.5% |
1.1987 |
| High |
1.2307 |
1.2361 |
0.0054 |
0.4% |
1.2365 |
| Low |
1.2243 |
1.2234 |
-0.0009 |
-0.1% |
1.1943 |
| Close |
1.2303 |
1.2236 |
-0.0067 |
-0.5% |
1.2303 |
| Range |
0.0064 |
0.0127 |
0.0063 |
98.4% |
0.0422 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.6% |
0.0000 |
| Volume |
11 |
19 |
8 |
72.7% |
150 |
|
| Daily Pivots for day following 18-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2658 |
1.2574 |
1.2306 |
|
| R3 |
1.2531 |
1.2447 |
1.2271 |
|
| R2 |
1.2404 |
1.2404 |
1.2259 |
|
| R1 |
1.2320 |
1.2320 |
1.2248 |
1.2299 |
| PP |
1.2277 |
1.2277 |
1.2277 |
1.2266 |
| S1 |
1.2193 |
1.2193 |
1.2224 |
1.2172 |
| S2 |
1.2150 |
1.2150 |
1.2213 |
|
| S3 |
1.2023 |
1.2066 |
1.2201 |
|
| S4 |
1.1896 |
1.1939 |
1.2166 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3308 |
1.2535 |
|
| R3 |
1.3048 |
1.2886 |
1.2419 |
|
| R2 |
1.2626 |
1.2626 |
1.2380 |
|
| R1 |
1.2464 |
1.2464 |
1.2342 |
1.2545 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2244 |
| S1 |
1.2042 |
1.2042 |
1.2264 |
1.2123 |
| S2 |
1.1782 |
1.1782 |
1.2226 |
|
| S3 |
1.1360 |
1.1620 |
1.2187 |
|
| S4 |
1.0938 |
1.1198 |
1.2071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2365 |
1.1943 |
0.0422 |
3.4% |
0.0120 |
1.0% |
69% |
False |
False |
29 |
| 10 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0109 |
0.9% |
78% |
False |
False |
24 |
| 20 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0104 |
0.8% |
78% |
False |
False |
37 |
| 40 |
1.2365 |
1.1342 |
0.1023 |
8.4% |
0.0068 |
0.6% |
87% |
False |
False |
24 |
| 60 |
1.2365 |
1.1180 |
0.1185 |
9.7% |
0.0047 |
0.4% |
89% |
False |
False |
17 |
| 80 |
1.2365 |
1.0821 |
0.1544 |
12.6% |
0.0037 |
0.3% |
92% |
False |
False |
13 |
| 100 |
1.2365 |
1.0705 |
0.1660 |
13.6% |
0.0030 |
0.2% |
92% |
False |
False |
12 |
| 120 |
1.2365 |
1.0303 |
0.2062 |
16.9% |
0.0025 |
0.2% |
94% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2901 |
|
2.618 |
1.2693 |
|
1.618 |
1.2566 |
|
1.000 |
1.2488 |
|
0.618 |
1.2439 |
|
HIGH |
1.2361 |
|
0.618 |
1.2312 |
|
0.500 |
1.2298 |
|
0.382 |
1.2283 |
|
LOW |
1.2234 |
|
0.618 |
1.2156 |
|
1.000 |
1.2107 |
|
1.618 |
1.2029 |
|
2.618 |
1.1902 |
|
4.250 |
1.1694 |
|
|
| Fisher Pivots for day following 18-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2298 |
1.2292 |
| PP |
1.2277 |
1.2273 |
| S1 |
1.2257 |
1.2255 |
|