CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 1.1892 1.1803 -0.0089 -0.7% 1.1990
High 1.1908 1.1934 0.0026 0.2% 1.2091
Low 1.1731 1.1761 0.0030 0.3% 1.1731
Close 1.1792 1.1908 0.0116 1.0% 1.1792
Range 0.0177 0.0173 -0.0004 -2.3% 0.0360
ATR 0.0128 0.0131 0.0003 2.5% 0.0000
Volume 50,949 53,422 2,473 4.9% 233,297
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2387 1.2320 1.2003
R3 1.2214 1.2147 1.1956
R2 1.2041 1.2041 1.1940
R1 1.1974 1.1974 1.1924 1.2008
PP 1.1868 1.1868 1.1868 1.1884
S1 1.1801 1.1801 1.1892 1.1835
S2 1.1695 1.1695 1.1876
S3 1.1522 1.1628 1.1860
S4 1.1349 1.1455 1.1813
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2951 1.2732 1.1990
R3 1.2591 1.2372 1.1891
R2 1.2231 1.2231 1.1858
R1 1.2012 1.2012 1.1825 1.1942
PP 1.1871 1.1871 1.1871 1.1836
S1 1.1652 1.1652 1.1759 1.1582
S2 1.1511 1.1511 1.1726
S3 1.1151 1.1292 1.1693
S4 1.0791 1.0932 1.1594
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2091 1.1731 0.0360 3.0% 0.0162 1.4% 49% False False 49,992
10 1.2091 1.1731 0.0360 3.0% 0.0136 1.1% 49% False False 43,256
20 1.2091 1.1701 0.0390 3.3% 0.0126 1.1% 53% False False 40,241
40 1.2091 1.1195 0.0896 7.5% 0.0122 1.0% 80% False False 20,424
60 1.2091 1.0950 0.1141 9.6% 0.0110 0.9% 84% False False 13,634
80 1.2091 1.0725 0.1366 11.5% 0.0096 0.8% 87% False False 10,229
100 1.2091 1.0291 0.1800 15.1% 0.0078 0.7% 90% False False 8,184
120 1.2091 1.0291 0.1800 15.1% 0.0065 0.5% 90% False False 6,820
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2669
2.618 1.2387
1.618 1.2214
1.000 1.2107
0.618 1.2041
HIGH 1.1934
0.618 1.1868
0.500 1.1848
0.382 1.1827
LOW 1.1761
0.618 1.1654
1.000 1.1588
1.618 1.1481
2.618 1.1308
4.250 1.1026
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 1.1888 1.1902
PP 1.1868 1.1895
S1 1.1848 1.1889

These figures are updated between 7pm and 10pm EST after a trading day.

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