CME Swiss Franc Future March 2012
| 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 |
1.2255 |
1.2233 |
-0.0022 |
-0.2% |
1.2010 |
| High |
1.2255 |
1.2233 |
-0.0022 |
-0.2% |
1.2321 |
| Low |
1.2255 |
1.2193 |
-0.0062 |
-0.5% |
1.2010 |
| Close |
1.2255 |
1.2174 |
-0.0081 |
-0.7% |
1.2321 |
| Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0311 |
| ATR |
0.0056 |
0.0057 |
0.0000 |
0.7% |
0.0000 |
| Volume |
1 |
3 |
2 |
200.0% |
5 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2320 |
1.2287 |
1.2196 |
|
| R3 |
1.2280 |
1.2247 |
1.2185 |
|
| R2 |
1.2240 |
1.2240 |
1.2181 |
|
| R1 |
1.2207 |
1.2207 |
1.2178 |
1.2204 |
| PP |
1.2200 |
1.2200 |
1.2200 |
1.2198 |
| S1 |
1.2167 |
1.2167 |
1.2170 |
1.2164 |
| S2 |
1.2160 |
1.2160 |
1.2167 |
|
| S3 |
1.2120 |
1.2127 |
1.2163 |
|
| S4 |
1.2080 |
1.2087 |
1.2152 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3150 |
1.3047 |
1.2492 |
|
| R3 |
1.2839 |
1.2736 |
1.2407 |
|
| R2 |
1.2528 |
1.2528 |
1.2378 |
|
| R1 |
1.2425 |
1.2425 |
1.2350 |
1.2477 |
| PP |
1.2217 |
1.2217 |
1.2217 |
1.2243 |
| S1 |
1.2114 |
1.2114 |
1.2292 |
1.2166 |
| S2 |
1.1906 |
1.1906 |
1.2264 |
|
| S3 |
1.1595 |
1.1803 |
1.2235 |
|
| S4 |
1.1284 |
1.1492 |
1.2150 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2403 |
|
2.618 |
1.2338 |
|
1.618 |
1.2298 |
|
1.000 |
1.2273 |
|
0.618 |
1.2258 |
|
HIGH |
1.2233 |
|
0.618 |
1.2218 |
|
0.500 |
1.2213 |
|
0.382 |
1.2208 |
|
LOW |
1.2193 |
|
0.618 |
1.2168 |
|
1.000 |
1.2153 |
|
1.618 |
1.2128 |
|
2.618 |
1.2088 |
|
4.250 |
1.2023 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2213 |
1.2257 |
| PP |
1.2200 |
1.2229 |
| S1 |
1.2187 |
1.2202 |
|