CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2145 |
1.2170 |
0.0025 |
0.2% |
1.1987 |
| High |
1.2220 |
1.2294 |
0.0074 |
0.6% |
1.2365 |
| Low |
1.2145 |
1.2170 |
0.0025 |
0.2% |
1.1943 |
| Close |
1.2227 |
1.2267 |
0.0040 |
0.3% |
1.2303 |
| Range |
0.0075 |
0.0124 |
0.0049 |
65.3% |
0.0422 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.3% |
0.0000 |
| Volume |
43 |
11 |
-32 |
-74.4% |
150 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2616 |
1.2565 |
1.2335 |
|
| R3 |
1.2492 |
1.2441 |
1.2301 |
|
| R2 |
1.2368 |
1.2368 |
1.2290 |
|
| R1 |
1.2317 |
1.2317 |
1.2278 |
1.2343 |
| PP |
1.2244 |
1.2244 |
1.2244 |
1.2256 |
| S1 |
1.2193 |
1.2193 |
1.2256 |
1.2219 |
| S2 |
1.2120 |
1.2120 |
1.2244 |
|
| S3 |
1.1996 |
1.2069 |
1.2233 |
|
| S4 |
1.1872 |
1.1945 |
1.2199 |
|
|
| 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 |
1.2361 |
1.2131 |
0.0230 |
1.9% |
0.0105 |
0.9% |
59% |
False |
False |
25 |
| 10 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0116 |
0.9% |
84% |
False |
False |
27 |
| 20 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0107 |
0.9% |
84% |
False |
False |
37 |
| 40 |
1.2365 |
1.1477 |
0.0888 |
7.2% |
0.0076 |
0.6% |
89% |
False |
False |
27 |
| 60 |
1.2365 |
1.1180 |
0.1185 |
9.7% |
0.0053 |
0.4% |
92% |
False |
False |
19 |
| 80 |
1.2365 |
1.0821 |
0.1544 |
12.6% |
0.0041 |
0.3% |
94% |
False |
False |
14 |
| 100 |
1.2365 |
1.0705 |
0.1660 |
13.5% |
0.0033 |
0.3% |
94% |
False |
False |
12 |
| 120 |
1.2365 |
1.0303 |
0.2062 |
16.8% |
0.0028 |
0.2% |
95% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2821 |
|
2.618 |
1.2619 |
|
1.618 |
1.2495 |
|
1.000 |
1.2418 |
|
0.618 |
1.2371 |
|
HIGH |
1.2294 |
|
0.618 |
1.2247 |
|
0.500 |
1.2232 |
|
0.382 |
1.2217 |
|
LOW |
1.2170 |
|
0.618 |
1.2093 |
|
1.000 |
1.2046 |
|
1.618 |
1.1969 |
|
2.618 |
1.1845 |
|
4.250 |
1.1643 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2255 |
1.2249 |
| PP |
1.2244 |
1.2231 |
| S1 |
1.2232 |
1.2213 |
|