CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2609 |
1.2767 |
0.0158 |
1.3% |
1.2290 |
| High |
1.2939 |
1.3145 |
0.0206 |
1.6% |
1.2755 |
| Low |
1.2609 |
1.2767 |
0.0158 |
1.3% |
1.2290 |
| Close |
1.2815 |
1.3046 |
0.0231 |
1.8% |
1.2695 |
| Range |
0.0330 |
0.0378 |
0.0048 |
14.5% |
0.0465 |
| ATR |
0.0132 |
0.0149 |
0.0018 |
13.4% |
0.0000 |
| Volume |
199 |
535 |
336 |
168.8% |
493 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4120 |
1.3961 |
1.3254 |
|
| R3 |
1.3742 |
1.3583 |
1.3150 |
|
| R2 |
1.3364 |
1.3364 |
1.3115 |
|
| R1 |
1.3205 |
1.3205 |
1.3081 |
1.3285 |
| PP |
1.2986 |
1.2986 |
1.2986 |
1.3026 |
| S1 |
1.2827 |
1.2827 |
1.3011 |
1.2907 |
| S2 |
1.2608 |
1.2608 |
1.2977 |
|
| S3 |
1.2230 |
1.2449 |
1.2942 |
|
| S4 |
1.1852 |
1.2071 |
1.2838 |
|
|
| 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 |
1.3145 |
1.2453 |
0.0692 |
5.3% |
0.0215 |
1.6% |
86% |
True |
False |
183 |
| 10 |
1.3145 |
1.2145 |
0.1000 |
7.7% |
0.0160 |
1.2% |
90% |
True |
False |
130 |
| 20 |
1.3145 |
1.1770 |
0.1375 |
10.5% |
0.0134 |
1.0% |
93% |
True |
False |
78 |
| 40 |
1.3145 |
1.1724 |
0.1421 |
10.9% |
0.0109 |
0.8% |
93% |
True |
False |
56 |
| 60 |
1.3145 |
1.1180 |
0.1965 |
15.1% |
0.0074 |
0.6% |
95% |
True |
False |
39 |
| 80 |
1.3145 |
1.0963 |
0.2182 |
16.7% |
0.0058 |
0.4% |
95% |
True |
False |
30 |
| 100 |
1.3145 |
1.0779 |
0.2366 |
18.1% |
0.0047 |
0.4% |
96% |
True |
False |
24 |
| 120 |
1.3145 |
1.0303 |
0.2842 |
21.8% |
0.0039 |
0.3% |
97% |
True |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4752 |
|
2.618 |
1.4135 |
|
1.618 |
1.3757 |
|
1.000 |
1.3523 |
|
0.618 |
1.3379 |
|
HIGH |
1.3145 |
|
0.618 |
1.3001 |
|
0.500 |
1.2956 |
|
0.382 |
1.2911 |
|
LOW |
1.2767 |
|
0.618 |
1.2533 |
|
1.000 |
1.2389 |
|
1.618 |
1.2155 |
|
2.618 |
1.1777 |
|
4.250 |
1.1161 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3016 |
1.2970 |
| PP |
1.2986 |
1.2894 |
| S1 |
1.2956 |
1.2818 |
|