CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 25-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2011 |
25-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2230 |
1.2290 |
0.0060 |
0.5% |
1.2354 |
| High |
1.2259 |
1.2474 |
0.0215 |
1.8% |
1.2361 |
| Low |
1.2151 |
1.2290 |
0.0139 |
1.1% |
1.2131 |
| Close |
1.2236 |
1.2421 |
0.0185 |
1.5% |
1.2236 |
| Range |
0.0108 |
0.0184 |
0.0076 |
70.4% |
0.0230 |
| ATR |
0.0107 |
0.0116 |
0.0009 |
8.8% |
0.0000 |
| Volume |
20 |
162 |
142 |
710.0% |
134 |
|
| Daily Pivots for day following 25-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2947 |
1.2868 |
1.2522 |
|
| R3 |
1.2763 |
1.2684 |
1.2472 |
|
| R2 |
1.2579 |
1.2579 |
1.2455 |
|
| R1 |
1.2500 |
1.2500 |
1.2438 |
1.2540 |
| PP |
1.2395 |
1.2395 |
1.2395 |
1.2415 |
| S1 |
1.2316 |
1.2316 |
1.2404 |
1.2356 |
| S2 |
1.2211 |
1.2211 |
1.2387 |
|
| S3 |
1.2027 |
1.2132 |
1.2370 |
|
| S4 |
1.1843 |
1.1948 |
1.2320 |
|
|
| 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 |
1.2474 |
1.2131 |
0.0343 |
2.8% |
0.0125 |
1.0% |
85% |
True |
False |
55 |
| 10 |
1.2474 |
1.1943 |
0.0531 |
4.3% |
0.0122 |
1.0% |
90% |
True |
False |
42 |
| 20 |
1.2474 |
1.1770 |
0.0704 |
5.7% |
0.0111 |
0.9% |
92% |
True |
False |
31 |
| 40 |
1.2474 |
1.1724 |
0.0750 |
6.0% |
0.0084 |
0.7% |
93% |
True |
False |
31 |
| 60 |
1.2474 |
1.1180 |
0.1294 |
10.4% |
0.0057 |
0.5% |
96% |
True |
False |
22 |
| 80 |
1.2474 |
1.0821 |
0.1653 |
13.3% |
0.0045 |
0.4% |
97% |
True |
False |
17 |
| 100 |
1.2474 |
1.0705 |
0.1769 |
14.2% |
0.0036 |
0.3% |
97% |
True |
False |
14 |
| 120 |
1.2474 |
1.0303 |
0.2171 |
17.5% |
0.0030 |
0.2% |
98% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3256 |
|
2.618 |
1.2956 |
|
1.618 |
1.2772 |
|
1.000 |
1.2658 |
|
0.618 |
1.2588 |
|
HIGH |
1.2474 |
|
0.618 |
1.2404 |
|
0.500 |
1.2382 |
|
0.382 |
1.2360 |
|
LOW |
1.2290 |
|
0.618 |
1.2176 |
|
1.000 |
1.2106 |
|
1.618 |
1.1992 |
|
2.618 |
1.1808 |
|
4.250 |
1.1508 |
|
|
| Fisher Pivots for day following 25-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2408 |
1.2385 |
| PP |
1.2395 |
1.2349 |
| S1 |
1.2382 |
1.2313 |
|