CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1959 |
1.1887 |
-0.0072 |
-0.6% |
1.1978 |
| High |
1.1969 |
1.1908 |
-0.0061 |
-0.5% |
1.2010 |
| Low |
1.1838 |
1.1846 |
0.0008 |
0.1% |
1.1838 |
| Close |
1.1875 |
1.1876 |
0.0001 |
0.0% |
1.1876 |
| Range |
0.0131 |
0.0062 |
-0.0069 |
-52.7% |
0.0172 |
| ATR |
0.0126 |
0.0122 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
48,772 |
13,524 |
-35,248 |
-72.3% |
180,532 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2063 |
1.2031 |
1.1910 |
|
| R3 |
1.2001 |
1.1969 |
1.1893 |
|
| R2 |
1.1939 |
1.1939 |
1.1887 |
|
| R1 |
1.1907 |
1.1907 |
1.1882 |
1.1892 |
| PP |
1.1877 |
1.1877 |
1.1877 |
1.1869 |
| S1 |
1.1845 |
1.1845 |
1.1870 |
1.1830 |
| S2 |
1.1815 |
1.1815 |
1.1865 |
|
| S3 |
1.1753 |
1.1783 |
1.1859 |
|
| S4 |
1.1691 |
1.1721 |
1.1842 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2424 |
1.2322 |
1.1971 |
|
| R3 |
1.2252 |
1.2150 |
1.1923 |
|
| R2 |
1.2080 |
1.2080 |
1.1908 |
|
| R1 |
1.1978 |
1.1978 |
1.1892 |
1.1943 |
| PP |
1.1908 |
1.1908 |
1.1908 |
1.1891 |
| S1 |
1.1806 |
1.1806 |
1.1860 |
1.1771 |
| S2 |
1.1736 |
1.1736 |
1.1844 |
|
| S3 |
1.1564 |
1.1634 |
1.1829 |
|
| S4 |
1.1392 |
1.1462 |
1.1781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2010 |
1.1838 |
0.0172 |
1.4% |
0.0083 |
0.7% |
22% |
False |
False |
36,106 |
| 10 |
1.2010 |
1.1545 |
0.0465 |
3.9% |
0.0121 |
1.0% |
71% |
False |
False |
42,045 |
| 20 |
1.2010 |
1.1177 |
0.0833 |
7.0% |
0.0128 |
1.1% |
84% |
False |
False |
41,842 |
| 40 |
1.2010 |
1.1105 |
0.0905 |
7.6% |
0.0129 |
1.1% |
85% |
False |
False |
41,282 |
| 60 |
1.2010 |
1.0710 |
0.1300 |
10.9% |
0.0124 |
1.0% |
90% |
False |
False |
41,747 |
| 80 |
1.2010 |
1.0283 |
0.1727 |
14.5% |
0.0119 |
1.0% |
92% |
False |
False |
34,868 |
| 100 |
1.2010 |
1.0268 |
0.1742 |
14.7% |
0.0109 |
0.9% |
92% |
False |
False |
27,900 |
| 120 |
1.2010 |
1.0250 |
0.1760 |
14.8% |
0.0103 |
0.9% |
92% |
False |
False |
23,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2172 |
|
2.618 |
1.2070 |
|
1.618 |
1.2008 |
|
1.000 |
1.1970 |
|
0.618 |
1.1946 |
|
HIGH |
1.1908 |
|
0.618 |
1.1884 |
|
0.500 |
1.1877 |
|
0.382 |
1.1870 |
|
LOW |
1.1846 |
|
0.618 |
1.1808 |
|
1.000 |
1.1784 |
|
1.618 |
1.1746 |
|
2.618 |
1.1684 |
|
4.250 |
1.1583 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1877 |
1.1909 |
| PP |
1.1877 |
1.1898 |
| S1 |
1.1876 |
1.1887 |
|