CME Swiss Franc Future September 2011
| 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 |
|
|
|
| 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 |
|