CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2354 |
1.2265 |
-0.0089 |
-0.7% |
1.1987 |
| High |
1.2361 |
1.2265 |
-0.0096 |
-0.8% |
1.2365 |
| Low |
1.2234 |
1.2131 |
-0.0103 |
-0.8% |
1.1943 |
| Close |
1.2236 |
1.2156 |
-0.0080 |
-0.7% |
1.2303 |
| Range |
0.0127 |
0.0134 |
0.0007 |
5.5% |
0.0422 |
| ATR |
0.0105 |
0.0107 |
0.0002 |
2.0% |
0.0000 |
| Volume |
19 |
41 |
22 |
115.8% |
150 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2586 |
1.2505 |
1.2230 |
|
| R3 |
1.2452 |
1.2371 |
1.2193 |
|
| R2 |
1.2318 |
1.2318 |
1.2181 |
|
| R1 |
1.2237 |
1.2237 |
1.2168 |
1.2211 |
| PP |
1.2184 |
1.2184 |
1.2184 |
1.2171 |
| S1 |
1.2103 |
1.2103 |
1.2144 |
1.2077 |
| S2 |
1.2050 |
1.2050 |
1.2131 |
|
| S3 |
1.1916 |
1.1969 |
1.2119 |
|
| S4 |
1.1782 |
1.1835 |
1.2082 |
|
|
| 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 |
1.2092 |
0.0273 |
2.2% |
0.0126 |
1.0% |
23% |
False |
False |
35 |
| 10 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0109 |
0.9% |
65% |
False |
False |
26 |
| 20 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0105 |
0.9% |
65% |
False |
False |
39 |
| 40 |
1.2365 |
1.1342 |
0.1023 |
8.4% |
0.0071 |
0.6% |
80% |
False |
False |
25 |
| 60 |
1.2365 |
1.1180 |
0.1185 |
9.7% |
0.0050 |
0.4% |
82% |
False |
False |
18 |
| 80 |
1.2365 |
1.0821 |
0.1544 |
12.7% |
0.0039 |
0.3% |
86% |
False |
False |
14 |
| 100 |
1.2365 |
1.0705 |
0.1660 |
13.7% |
0.0031 |
0.3% |
87% |
False |
False |
12 |
| 120 |
1.2365 |
1.0303 |
0.2062 |
17.0% |
0.0026 |
0.2% |
90% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2835 |
|
2.618 |
1.2616 |
|
1.618 |
1.2482 |
|
1.000 |
1.2399 |
|
0.618 |
1.2348 |
|
HIGH |
1.2265 |
|
0.618 |
1.2214 |
|
0.500 |
1.2198 |
|
0.382 |
1.2182 |
|
LOW |
1.2131 |
|
0.618 |
1.2048 |
|
1.000 |
1.1997 |
|
1.618 |
1.1914 |
|
2.618 |
1.1780 |
|
4.250 |
1.1562 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2198 |
1.2246 |
| PP |
1.2184 |
1.2216 |
| S1 |
1.2170 |
1.2186 |
|