CME Swiss Franc Future December 2011
Trading Metrics calculated at close of trading on 01-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.1767 |
1.1933 |
0.0166 |
1.4% |
1.1342 |
High |
1.1767 |
1.1933 |
0.0166 |
1.4% |
1.1738 |
Low |
1.1766 |
1.1933 |
0.0167 |
1.4% |
1.1342 |
Close |
1.1736 |
1.1888 |
0.0152 |
1.3% |
1.1738 |
Range |
0.0001 |
0.0000 |
-0.0001 |
-100.0% |
0.0396 |
ATR |
0.0064 |
0.0073 |
0.0010 |
15.0% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1918 |
1.1903 |
1.1888 |
|
R3 |
1.1918 |
1.1903 |
1.1888 |
|
R2 |
1.1918 |
1.1918 |
1.1888 |
|
R1 |
1.1903 |
1.1903 |
1.1888 |
1.1911 |
PP |
1.1918 |
1.1918 |
1.1918 |
1.1922 |
S1 |
1.1903 |
1.1903 |
1.1888 |
1.1911 |
S2 |
1.1918 |
1.1918 |
1.1888 |
|
S3 |
1.1918 |
1.1903 |
1.1888 |
|
S4 |
1.1918 |
1.1903 |
1.1888 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2794 |
1.2662 |
1.1956 |
|
R3 |
1.2398 |
1.2266 |
1.1847 |
|
R2 |
1.2002 |
1.2002 |
1.1811 |
|
R1 |
1.1870 |
1.1870 |
1.1774 |
1.1936 |
PP |
1.1606 |
1.1606 |
1.1606 |
1.1639 |
S1 |
1.1474 |
1.1474 |
1.1702 |
1.1540 |
S2 |
1.1210 |
1.1210 |
1.1665 |
|
S3 |
1.0814 |
1.1078 |
1.1629 |
|
S4 |
1.0418 |
1.0682 |
1.1520 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1933 |
1.1477 |
0.0456 |
3.8% |
0.0000 |
0.0% |
90% |
True |
False |
2 |
10 |
1.1933 |
1.1342 |
0.0591 |
5.0% |
0.0000 |
0.0% |
92% |
True |
False |
1 |
20 |
1.1933 |
1.1180 |
0.0753 |
6.3% |
0.0001 |
0.0% |
94% |
True |
False |
2 |
40 |
1.1933 |
1.0821 |
0.1112 |
9.4% |
0.0006 |
0.0% |
96% |
True |
False |
2 |
60 |
1.1933 |
1.0705 |
0.1228 |
10.3% |
0.0004 |
0.0% |
96% |
True |
False |
3 |
80 |
1.1933 |
1.0303 |
0.1630 |
13.7% |
0.0003 |
0.0% |
97% |
True |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1933 |
2.618 |
1.1933 |
1.618 |
1.1933 |
1.000 |
1.1933 |
0.618 |
1.1933 |
HIGH |
1.1933 |
0.618 |
1.1933 |
0.500 |
1.1933 |
0.382 |
1.1933 |
LOW |
1.1933 |
0.618 |
1.1933 |
1.000 |
1.1933 |
1.618 |
1.1933 |
2.618 |
1.1933 |
4.250 |
1.1933 |
|
|
Fisher Pivots for day following 01-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1933 |
1.1871 |
PP |
1.1918 |
1.1853 |
S1 |
1.1903 |
1.1836 |
|