CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2265 |
1.2145 |
-0.0120 |
-1.0% |
1.1987 |
| High |
1.2265 |
1.2220 |
-0.0045 |
-0.4% |
1.2365 |
| Low |
1.2131 |
1.2145 |
0.0014 |
0.1% |
1.1943 |
| Close |
1.2156 |
1.2227 |
0.0071 |
0.6% |
1.2303 |
| Range |
0.0134 |
0.0075 |
-0.0059 |
-44.0% |
0.0422 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
41 |
43 |
2 |
4.9% |
150 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2422 |
1.2400 |
1.2268 |
|
| R3 |
1.2347 |
1.2325 |
1.2248 |
|
| R2 |
1.2272 |
1.2272 |
1.2241 |
|
| R1 |
1.2250 |
1.2250 |
1.2234 |
1.2261 |
| PP |
1.2197 |
1.2197 |
1.2197 |
1.2203 |
| S1 |
1.2175 |
1.2175 |
1.2220 |
1.2186 |
| S2 |
1.2122 |
1.2122 |
1.2213 |
|
| S3 |
1.2047 |
1.2100 |
1.2206 |
|
| S4 |
1.1972 |
1.2025 |
1.2186 |
|
|
| 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 |
1.2131 |
0.0234 |
1.9% |
0.0109 |
0.9% |
41% |
False |
False |
36 |
| 10 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0114 |
0.9% |
77% |
False |
False |
26 |
| 20 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0106 |
0.9% |
77% |
False |
False |
37 |
| 40 |
1.2365 |
1.1389 |
0.0976 |
8.0% |
0.0073 |
0.6% |
86% |
False |
False |
26 |
| 60 |
1.2365 |
1.1180 |
0.1185 |
9.7% |
0.0051 |
0.4% |
88% |
False |
False |
19 |
| 80 |
1.2365 |
1.0821 |
0.1544 |
12.6% |
0.0040 |
0.3% |
91% |
False |
False |
14 |
| 100 |
1.2365 |
1.0705 |
0.1660 |
13.6% |
0.0032 |
0.3% |
92% |
False |
False |
12 |
| 120 |
1.2365 |
1.0303 |
0.2062 |
16.9% |
0.0027 |
0.2% |
93% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2539 |
|
2.618 |
1.2416 |
|
1.618 |
1.2341 |
|
1.000 |
1.2295 |
|
0.618 |
1.2266 |
|
HIGH |
1.2220 |
|
0.618 |
1.2191 |
|
0.500 |
1.2183 |
|
0.382 |
1.2174 |
|
LOW |
1.2145 |
|
0.618 |
1.2099 |
|
1.000 |
1.2070 |
|
1.618 |
1.2024 |
|
2.618 |
1.1949 |
|
4.250 |
1.1826 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2212 |
1.2246 |
| PP |
1.2197 |
1.2240 |
| S1 |
1.2183 |
1.2233 |
|