CME Swiss Franc Future September 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 |
1.1971 |
1.1889 |
-0.0082 |
-0.7% |
1.1989 |
| High |
1.1975 |
1.1915 |
-0.0060 |
-0.5% |
1.2017 |
| Low |
1.1845 |
1.1854 |
0.0009 |
0.1% |
1.1845 |
| Close |
1.1881 |
1.1883 |
0.0002 |
0.0% |
1.1883 |
| Range |
0.0130 |
0.0061 |
-0.0069 |
-53.1% |
0.0172 |
| ATR |
0.0112 |
0.0109 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
36,142 |
40,848 |
4,706 |
13.0% |
120,045 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2067 |
1.2036 |
1.1917 |
|
| R3 |
1.2006 |
1.1975 |
1.1900 |
|
| R2 |
1.1945 |
1.1945 |
1.1894 |
|
| R1 |
1.1914 |
1.1914 |
1.1889 |
1.1899 |
| PP |
1.1884 |
1.1884 |
1.1884 |
1.1877 |
| S1 |
1.1853 |
1.1853 |
1.1877 |
1.1838 |
| S2 |
1.1823 |
1.1823 |
1.1872 |
|
| S3 |
1.1762 |
1.1792 |
1.1866 |
|
| S4 |
1.1701 |
1.1731 |
1.1849 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2431 |
1.2329 |
1.1978 |
|
| R3 |
1.2259 |
1.2157 |
1.1930 |
|
| R2 |
1.2087 |
1.2087 |
1.1915 |
|
| R1 |
1.1985 |
1.1985 |
1.1899 |
1.1950 |
| PP |
1.1915 |
1.1915 |
1.1915 |
1.1898 |
| S1 |
1.1813 |
1.1813 |
1.1867 |
1.1778 |
| S2 |
1.1743 |
1.1743 |
1.1851 |
|
| S3 |
1.1571 |
1.1641 |
1.1836 |
|
| S4 |
1.1399 |
1.1469 |
1.1788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2017 |
1.1845 |
0.0172 |
1.4% |
0.0082 |
0.7% |
22% |
False |
False |
24,009 |
| 10 |
1.2017 |
1.1565 |
0.0452 |
3.8% |
0.0115 |
1.0% |
70% |
False |
False |
12,502 |
| 20 |
1.2017 |
1.1195 |
0.0822 |
6.9% |
0.0116 |
1.0% |
84% |
False |
False |
6,349 |
| 40 |
1.2017 |
1.1122 |
0.0895 |
7.5% |
0.0104 |
0.9% |
85% |
False |
False |
3,210 |
| 60 |
1.2017 |
1.0725 |
0.1292 |
10.9% |
0.0090 |
0.8% |
90% |
False |
False |
2,147 |
| 80 |
1.2017 |
1.0456 |
0.1561 |
13.1% |
0.0070 |
0.6% |
91% |
False |
False |
1,610 |
| 100 |
1.2017 |
1.0291 |
0.1726 |
14.5% |
0.0056 |
0.5% |
92% |
False |
False |
1,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2174 |
|
2.618 |
1.2075 |
|
1.618 |
1.2014 |
|
1.000 |
1.1976 |
|
0.618 |
1.1953 |
|
HIGH |
1.1915 |
|
0.618 |
1.1892 |
|
0.500 |
1.1885 |
|
0.382 |
1.1877 |
|
LOW |
1.1854 |
|
0.618 |
1.1816 |
|
1.000 |
1.1793 |
|
1.618 |
1.1755 |
|
2.618 |
1.1694 |
|
4.250 |
1.1595 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1885 |
1.1916 |
| PP |
1.1884 |
1.1905 |
| S1 |
1.1884 |
1.1894 |
|