CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2494 |
1.2491 |
-0.0003 |
0.0% |
1.2290 |
| High |
1.2511 |
1.2755 |
0.0244 |
2.0% |
1.2755 |
| Low |
1.2453 |
1.2490 |
0.0037 |
0.3% |
1.2290 |
| Close |
1.2493 |
1.2695 |
0.0202 |
1.6% |
1.2695 |
| Range |
0.0058 |
0.0265 |
0.0207 |
356.9% |
0.0465 |
| ATR |
0.0105 |
0.0116 |
0.0011 |
10.9% |
0.0000 |
| Volume |
24 |
88 |
64 |
266.7% |
493 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3442 |
1.3333 |
1.2841 |
|
| R3 |
1.3177 |
1.3068 |
1.2768 |
|
| R2 |
1.2912 |
1.2912 |
1.2744 |
|
| R1 |
1.2803 |
1.2803 |
1.2719 |
1.2858 |
| PP |
1.2647 |
1.2647 |
1.2647 |
1.2674 |
| S1 |
1.2538 |
1.2538 |
1.2671 |
1.2593 |
| S2 |
1.2382 |
1.2382 |
1.2646 |
|
| S3 |
1.2117 |
1.2273 |
1.2622 |
|
| S4 |
1.1852 |
1.2008 |
1.2549 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3975 |
1.3800 |
1.2951 |
|
| R3 |
1.3510 |
1.3335 |
1.2823 |
|
| R2 |
1.3045 |
1.3045 |
1.2780 |
|
| R1 |
1.2870 |
1.2870 |
1.2738 |
1.2958 |
| PP |
1.2580 |
1.2580 |
1.2580 |
1.2624 |
| S1 |
1.2405 |
1.2405 |
1.2652 |
1.2493 |
| S2 |
1.2115 |
1.2115 |
1.2610 |
|
| S3 |
1.1650 |
1.1940 |
1.2567 |
|
| S4 |
1.1185 |
1.1475 |
1.2439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2755 |
1.2290 |
0.0465 |
3.7% |
0.0117 |
0.9% |
87% |
True |
False |
98 |
| 10 |
1.2755 |
1.2131 |
0.0624 |
4.9% |
0.0115 |
0.9% |
90% |
True |
False |
62 |
| 20 |
1.2755 |
1.1770 |
0.0985 |
7.8% |
0.0110 |
0.9% |
94% |
True |
False |
43 |
| 40 |
1.2755 |
1.1724 |
0.1031 |
8.1% |
0.0093 |
0.7% |
94% |
True |
False |
39 |
| 60 |
1.2755 |
1.1180 |
0.1575 |
12.4% |
0.0063 |
0.5% |
96% |
True |
False |
27 |
| 80 |
1.2755 |
1.0889 |
0.1866 |
14.7% |
0.0050 |
0.4% |
97% |
True |
False |
21 |
| 100 |
1.2755 |
1.0748 |
0.2007 |
15.8% |
0.0040 |
0.3% |
97% |
True |
False |
17 |
| 120 |
1.2755 |
1.0303 |
0.2452 |
19.3% |
0.0033 |
0.3% |
98% |
True |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3881 |
|
2.618 |
1.3449 |
|
1.618 |
1.3184 |
|
1.000 |
1.3020 |
|
0.618 |
1.2919 |
|
HIGH |
1.2755 |
|
0.618 |
1.2654 |
|
0.500 |
1.2623 |
|
0.382 |
1.2591 |
|
LOW |
1.2490 |
|
0.618 |
1.2326 |
|
1.000 |
1.2225 |
|
1.618 |
1.2061 |
|
2.618 |
1.1796 |
|
4.250 |
1.1364 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2671 |
1.2665 |
| PP |
1.2647 |
1.2634 |
| S1 |
1.2623 |
1.2604 |
|