CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2365 |
1.2294 |
-0.0071 |
-0.6% |
1.1987 |
| High |
1.2365 |
1.2307 |
-0.0058 |
-0.5% |
1.2365 |
| Low |
1.2218 |
1.2243 |
0.0025 |
0.2% |
1.1943 |
| Close |
1.2252 |
1.2303 |
0.0051 |
0.4% |
1.2303 |
| Range |
0.0147 |
0.0064 |
-0.0083 |
-56.5% |
0.0422 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
67 |
11 |
-56 |
-83.6% |
150 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2476 |
1.2454 |
1.2338 |
|
| R3 |
1.2412 |
1.2390 |
1.2321 |
|
| R2 |
1.2348 |
1.2348 |
1.2315 |
|
| R1 |
1.2326 |
1.2326 |
1.2309 |
1.2337 |
| PP |
1.2284 |
1.2284 |
1.2284 |
1.2290 |
| S1 |
1.2262 |
1.2262 |
1.2297 |
1.2273 |
| S2 |
1.2220 |
1.2220 |
1.2291 |
|
| S3 |
1.2156 |
1.2198 |
1.2285 |
|
| S4 |
1.2092 |
1.2134 |
1.2268 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3308 |
1.2535 |
|
| R3 |
1.3048 |
1.2886 |
1.2419 |
|
| R2 |
1.2626 |
1.2626 |
1.2380 |
|
| R1 |
1.2464 |
1.2464 |
1.2342 |
1.2545 |
| PP |
1.2204 |
1.2204 |
1.2204 |
1.2244 |
| S1 |
1.2042 |
1.2042 |
1.2264 |
1.2123 |
| S2 |
1.1782 |
1.1782 |
1.2226 |
|
| S3 |
1.1360 |
1.1620 |
1.2187 |
|
| S4 |
1.0938 |
1.1198 |
1.2071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2365 |
1.1943 |
0.0422 |
3.4% |
0.0098 |
0.8% |
85% |
False |
False |
30 |
| 10 |
1.2365 |
1.1770 |
0.0595 |
4.8% |
0.0104 |
0.8% |
90% |
False |
False |
24 |
| 20 |
1.2365 |
1.1770 |
0.0595 |
4.8% |
0.0100 |
0.8% |
90% |
False |
False |
36 |
| 40 |
1.2365 |
1.1342 |
0.1023 |
8.3% |
0.0065 |
0.5% |
94% |
False |
False |
24 |
| 60 |
1.2365 |
1.1180 |
0.1185 |
9.6% |
0.0045 |
0.4% |
95% |
False |
False |
17 |
| 80 |
1.2365 |
1.0821 |
0.1544 |
12.5% |
0.0036 |
0.3% |
96% |
False |
False |
13 |
| 100 |
1.2365 |
1.0705 |
0.1660 |
13.5% |
0.0028 |
0.2% |
96% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2579 |
|
2.618 |
1.2475 |
|
1.618 |
1.2411 |
|
1.000 |
1.2371 |
|
0.618 |
1.2347 |
|
HIGH |
1.2307 |
|
0.618 |
1.2283 |
|
0.500 |
1.2275 |
|
0.382 |
1.2267 |
|
LOW |
1.2243 |
|
0.618 |
1.2203 |
|
1.000 |
1.2179 |
|
1.618 |
1.2139 |
|
2.618 |
1.2075 |
|
4.250 |
1.1971 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2294 |
1.2278 |
| PP |
1.2284 |
1.2253 |
| S1 |
1.2275 |
1.2229 |
|