CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 1.1919 1.1844 -0.0075 -0.6% 1.1803
High 1.1940 1.1968 0.0028 0.2% 1.1968
Low 1.1775 1.1738 -0.0037 -0.3% 1.1738
Close 1.1842 1.1960 0.0118 1.0% 1.1960
Range 0.0165 0.0230 0.0065 39.4% 0.0230
ATR 0.0132 0.0139 0.0007 5.3% 0.0000
Volume 47,353 59,515 12,162 25.7% 205,131
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2579 1.2499 1.2087
R3 1.2349 1.2269 1.2023
R2 1.2119 1.2119 1.2002
R1 1.2039 1.2039 1.1981 1.2079
PP 1.1889 1.1889 1.1889 1.1909
S1 1.1809 1.1809 1.1939 1.1849
S2 1.1659 1.1659 1.1918
S3 1.1429 1.1579 1.1897
S4 1.1199 1.1349 1.1834
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2579 1.2499 1.2087
R3 1.2349 1.2269 1.2023
R2 1.2119 1.2119 1.2002
R1 1.2039 1.2039 1.1981 1.2079
PP 1.1889 1.1889 1.1889 1.1909
S1 1.1809 1.1809 1.1939 1.1849
S2 1.1659 1.1659 1.1918
S3 1.1429 1.1579 1.1897
S4 1.1199 1.1349 1.1834
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1968 1.1731 0.0237 2.0% 0.0171 1.4% 97% True False 51,216
10 1.2091 1.1731 0.0360 3.0% 0.0155 1.3% 64% False False 46,953
20 1.2091 1.1701 0.0390 3.3% 0.0138 1.2% 66% False False 44,105
40 1.2091 1.1195 0.0896 7.5% 0.0127 1.1% 85% False False 24,209
60 1.2091 1.1122 0.0969 8.1% 0.0116 1.0% 86% False False 16,162
80 1.2091 1.0725 0.1366 11.4% 0.0102 0.9% 90% False False 12,126
100 1.2091 1.0366 0.1725 14.4% 0.0083 0.7% 92% False False 9,701
120 1.2091 1.0291 0.1800 15.1% 0.0069 0.6% 93% False False 8,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0040
Widest range in 129 trading days
Fibonacci Retracements and Extensions
4.250 1.2946
2.618 1.2570
1.618 1.2340
1.000 1.2198
0.618 1.2110
HIGH 1.1968
0.618 1.1880
0.500 1.1853
0.382 1.1826
LOW 1.1738
0.618 1.1596
1.000 1.1508
1.618 1.1366
2.618 1.1136
4.250 1.0761
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 1.1924 1.1924
PP 1.1889 1.1889
S1 1.1853 1.1853

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

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