CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2290 |
1.2480 |
0.0190 |
1.5% |
1.2354 |
| High |
1.2474 |
1.2502 |
0.0028 |
0.2% |
1.2361 |
| Low |
1.2290 |
1.2465 |
0.0175 |
1.4% |
1.2131 |
| Close |
1.2421 |
1.2501 |
0.0080 |
0.6% |
1.2236 |
| Range |
0.0184 |
0.0037 |
-0.0147 |
-79.9% |
0.0230 |
| ATR |
0.0116 |
0.0114 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
162 |
146 |
-16 |
-9.9% |
134 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2600 |
1.2588 |
1.2521 |
|
| R3 |
1.2563 |
1.2551 |
1.2511 |
|
| R2 |
1.2526 |
1.2526 |
1.2508 |
|
| R1 |
1.2514 |
1.2514 |
1.2504 |
1.2520 |
| PP |
1.2489 |
1.2489 |
1.2489 |
1.2493 |
| S1 |
1.2477 |
1.2477 |
1.2498 |
1.2483 |
| S2 |
1.2452 |
1.2452 |
1.2494 |
|
| S3 |
1.2415 |
1.2440 |
1.2491 |
|
| S4 |
1.2378 |
1.2403 |
1.2481 |
|
|
| 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 |
1.2502 |
1.2145 |
0.0357 |
2.9% |
0.0106 |
0.8% |
100% |
True |
False |
76 |
| 10 |
1.2502 |
1.2092 |
0.0410 |
3.3% |
0.0116 |
0.9% |
100% |
True |
False |
56 |
| 20 |
1.2502 |
1.1770 |
0.0732 |
5.9% |
0.0110 |
0.9% |
100% |
True |
False |
36 |
| 40 |
1.2502 |
1.1724 |
0.0778 |
6.2% |
0.0085 |
0.7% |
100% |
True |
False |
35 |
| 60 |
1.2502 |
1.1180 |
0.1322 |
10.6% |
0.0057 |
0.5% |
100% |
True |
False |
24 |
| 80 |
1.2502 |
1.0821 |
0.1681 |
13.4% |
0.0045 |
0.4% |
100% |
True |
False |
19 |
| 100 |
1.2502 |
1.0705 |
0.1797 |
14.4% |
0.0036 |
0.3% |
100% |
True |
False |
16 |
| 120 |
1.2502 |
1.0303 |
0.2199 |
17.6% |
0.0030 |
0.2% |
100% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2659 |
|
2.618 |
1.2599 |
|
1.618 |
1.2562 |
|
1.000 |
1.2539 |
|
0.618 |
1.2525 |
|
HIGH |
1.2502 |
|
0.618 |
1.2488 |
|
0.500 |
1.2484 |
|
0.382 |
1.2479 |
|
LOW |
1.2465 |
|
0.618 |
1.2442 |
|
1.000 |
1.2428 |
|
1.618 |
1.2405 |
|
2.618 |
1.2368 |
|
4.250 |
1.2308 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2495 |
1.2443 |
| PP |
1.2489 |
1.2385 |
| S1 |
1.2484 |
1.2327 |
|