CME Swiss Franc Future December 2011


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Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.2093 1.2365 0.0272 2.2% 1.1825
High 1.2250 1.2365 0.0115 0.9% 1.1977
Low 1.2092 1.2218 0.0126 1.0% 1.1770
Close 1.2215 1.2252 0.0037 0.3% 1.1969
Range 0.0158 0.0147 -0.0011 -7.0% 0.0207
ATR 0.0103 0.0106 0.0003 3.3% 0.0000
Volume 41 67 26 63.4% 77
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2719 1.2633 1.2333
R3 1.2572 1.2486 1.2292
R2 1.2425 1.2425 1.2279
R1 1.2339 1.2339 1.2265 1.2309
PP 1.2278 1.2278 1.2278 1.2263
S1 1.2192 1.2192 1.2239 1.2162
S2 1.2131 1.2131 1.2225
S3 1.1984 1.2045 1.2212
S4 1.1837 1.1898 1.2171
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2526 1.2455 1.2083
R3 1.2319 1.2248 1.2026
R2 1.2112 1.2112 1.2007
R1 1.2041 1.2041 1.1988 1.2077
PP 1.1905 1.1905 1.1905 1.1923
S1 1.1834 1.1834 1.1950 1.1870
S2 1.1698 1.1698 1.1931
S3 1.1491 1.1627 1.1912
S4 1.1284 1.1420 1.1855
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2365 1.1770 0.0595 4.9% 0.0127 1.0% 81% True False 29
10 1.2365 1.1770 0.0595 4.9% 0.0118 1.0% 81% True False 25
20 1.2365 1.1770 0.0595 4.9% 0.0098 0.8% 81% True False 38
40 1.2365 1.1342 0.1023 8.3% 0.0063 0.5% 89% True False 24
60 1.2365 1.1133 0.1232 10.1% 0.0044 0.4% 91% True False 17
80 1.2365 1.0821 0.1544 12.6% 0.0035 0.3% 93% True False 13
100 1.2365 1.0694 0.1671 13.6% 0.0028 0.2% 93% True False 11
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 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2990
2.618 1.2750
1.618 1.2603
1.000 1.2512
0.618 1.2456
HIGH 1.2365
0.618 1.2309
0.500 1.2292
0.382 1.2274
LOW 1.2218
0.618 1.2127
1.000 1.2071
1.618 1.1980
2.618 1.1833
4.250 1.1593
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.2292 1.2219
PP 1.2278 1.2187
S1 1.2265 1.2154

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

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