CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2170 |
1.2230 |
0.0060 |
0.5% |
1.2354 |
| High |
1.2294 |
1.2259 |
-0.0035 |
-0.3% |
1.2361 |
| Low |
1.2170 |
1.2151 |
-0.0019 |
-0.2% |
1.2131 |
| Close |
1.2267 |
1.2236 |
-0.0031 |
-0.3% |
1.2236 |
| Range |
0.0124 |
0.0108 |
-0.0016 |
-12.9% |
0.0230 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.7% |
0.0000 |
| Volume |
11 |
20 |
9 |
81.8% |
134 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2539 |
1.2496 |
1.2295 |
|
| R3 |
1.2431 |
1.2388 |
1.2266 |
|
| R2 |
1.2323 |
1.2323 |
1.2256 |
|
| R1 |
1.2280 |
1.2280 |
1.2246 |
1.2302 |
| PP |
1.2215 |
1.2215 |
1.2215 |
1.2226 |
| S1 |
1.2172 |
1.2172 |
1.2226 |
1.2194 |
| S2 |
1.2107 |
1.2107 |
1.2216 |
|
| S3 |
1.1999 |
1.2064 |
1.2206 |
|
| S4 |
1.1891 |
1.1956 |
1.2177 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2933 |
1.2814 |
1.2363 |
|
| R3 |
1.2703 |
1.2584 |
1.2299 |
|
| R2 |
1.2473 |
1.2473 |
1.2278 |
|
| R1 |
1.2354 |
1.2354 |
1.2257 |
1.2299 |
| PP |
1.2243 |
1.2243 |
1.2243 |
1.2215 |
| S1 |
1.2124 |
1.2124 |
1.2215 |
1.2069 |
| S2 |
1.2013 |
1.2013 |
1.2194 |
|
| S3 |
1.1783 |
1.1894 |
1.2173 |
|
| S4 |
1.1553 |
1.1664 |
1.2110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2361 |
1.2131 |
0.0230 |
1.9% |
0.0114 |
0.9% |
46% |
False |
False |
26 |
| 10 |
1.2365 |
1.1943 |
0.0422 |
3.4% |
0.0106 |
0.9% |
69% |
False |
False |
28 |
| 20 |
1.2365 |
1.1770 |
0.0595 |
4.9% |
0.0108 |
0.9% |
78% |
False |
False |
32 |
| 40 |
1.2365 |
1.1562 |
0.0803 |
6.6% |
0.0079 |
0.6% |
84% |
False |
False |
27 |
| 60 |
1.2365 |
1.1180 |
0.1185 |
9.7% |
0.0054 |
0.4% |
89% |
False |
False |
19 |
| 80 |
1.2365 |
1.0821 |
0.1544 |
12.6% |
0.0043 |
0.3% |
92% |
False |
False |
15 |
| 100 |
1.2365 |
1.0705 |
0.1660 |
13.6% |
0.0034 |
0.3% |
92% |
False |
False |
13 |
| 120 |
1.2365 |
1.0303 |
0.2062 |
16.9% |
0.0028 |
0.2% |
94% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2718 |
|
2.618 |
1.2542 |
|
1.618 |
1.2434 |
|
1.000 |
1.2367 |
|
0.618 |
1.2326 |
|
HIGH |
1.2259 |
|
0.618 |
1.2218 |
|
0.500 |
1.2205 |
|
0.382 |
1.2192 |
|
LOW |
1.2151 |
|
0.618 |
1.2084 |
|
1.000 |
1.2043 |
|
1.618 |
1.1976 |
|
2.618 |
1.1868 |
|
4.250 |
1.1692 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2226 |
1.2231 |
| PP |
1.2215 |
1.2225 |
| S1 |
1.2205 |
1.2220 |
|