CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1887 |
1.1866 |
-0.0021 |
-0.2% |
1.1978 |
| High |
1.1908 |
1.1966 |
0.0058 |
0.5% |
1.2010 |
| Low |
1.1846 |
1.1810 |
-0.0036 |
-0.3% |
1.1838 |
| Close |
1.1876 |
1.1951 |
0.0075 |
0.6% |
1.1876 |
| Range |
0.0062 |
0.0156 |
0.0094 |
151.6% |
0.0172 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
2.0% |
0.0000 |
| Volume |
13,524 |
1,116 |
-12,408 |
-91.7% |
180,532 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2377 |
1.2320 |
1.2037 |
|
| R3 |
1.2221 |
1.2164 |
1.1994 |
|
| R2 |
1.2065 |
1.2065 |
1.1980 |
|
| R1 |
1.2008 |
1.2008 |
1.1965 |
1.2037 |
| PP |
1.1909 |
1.1909 |
1.1909 |
1.1923 |
| S1 |
1.1852 |
1.1852 |
1.1937 |
1.1881 |
| S2 |
1.1753 |
1.1753 |
1.1922 |
|
| S3 |
1.1597 |
1.1696 |
1.1908 |
|
| S4 |
1.1441 |
1.1540 |
1.1865 |
|
|
| 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 |
1.1810 |
0.0200 |
1.7% |
0.0098 |
0.8% |
71% |
False |
True |
30,629 |
| 10 |
1.2010 |
1.1702 |
0.0308 |
2.6% |
0.0116 |
1.0% |
81% |
False |
False |
37,472 |
| 20 |
1.2010 |
1.1189 |
0.0821 |
6.9% |
0.0127 |
1.1% |
93% |
False |
False |
39,825 |
| 40 |
1.2010 |
1.1105 |
0.0905 |
7.6% |
0.0131 |
1.1% |
93% |
False |
False |
40,336 |
| 60 |
1.2010 |
1.0710 |
0.1300 |
10.9% |
0.0125 |
1.0% |
95% |
False |
False |
40,702 |
| 80 |
1.2010 |
1.0428 |
0.1582 |
13.2% |
0.0119 |
1.0% |
96% |
False |
False |
34,881 |
| 100 |
1.2010 |
1.0268 |
0.1742 |
14.6% |
0.0111 |
0.9% |
97% |
False |
False |
27,911 |
| 120 |
1.2010 |
1.0250 |
0.1760 |
14.7% |
0.0104 |
0.9% |
97% |
False |
False |
23,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2629 |
|
2.618 |
1.2374 |
|
1.618 |
1.2218 |
|
1.000 |
1.2122 |
|
0.618 |
1.2062 |
|
HIGH |
1.1966 |
|
0.618 |
1.1906 |
|
0.500 |
1.1888 |
|
0.382 |
1.1870 |
|
LOW |
1.1810 |
|
0.618 |
1.1714 |
|
1.000 |
1.1654 |
|
1.618 |
1.1558 |
|
2.618 |
1.1402 |
|
4.250 |
1.1147 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1930 |
1.1931 |
| PP |
1.1909 |
1.1910 |
| S1 |
1.1888 |
1.1890 |
|