CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1896 |
1.1975 |
0.0079 |
0.7% |
1.1767 |
| High |
1.1896 |
1.2024 |
0.0128 |
1.1% |
1.2024 |
| Low |
1.1853 |
1.1956 |
0.0103 |
0.9% |
1.1766 |
| Close |
1.1889 |
1.1974 |
0.0085 |
0.7% |
1.1974 |
| Range |
0.0043 |
0.0068 |
0.0025 |
58.1% |
0.0258 |
| ATR |
0.0071 |
0.0076 |
0.0005 |
6.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
7 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2189 |
1.2149 |
1.2011 |
|
| R3 |
1.2121 |
1.2081 |
1.1993 |
|
| R2 |
1.2053 |
1.2053 |
1.1986 |
|
| R1 |
1.2013 |
1.2013 |
1.1980 |
1.1999 |
| PP |
1.1985 |
1.1985 |
1.1985 |
1.1978 |
| S1 |
1.1945 |
1.1945 |
1.1968 |
1.1931 |
| S2 |
1.1917 |
1.1917 |
1.1962 |
|
| S3 |
1.1849 |
1.1877 |
1.1955 |
|
| S4 |
1.1781 |
1.1809 |
1.1937 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2695 |
1.2593 |
1.2116 |
|
| R3 |
1.2437 |
1.2335 |
1.2045 |
|
| R2 |
1.2179 |
1.2179 |
1.2021 |
|
| R1 |
1.2077 |
1.2077 |
1.1998 |
1.2128 |
| PP |
1.1921 |
1.1921 |
1.1921 |
1.1947 |
| S1 |
1.1819 |
1.1819 |
1.1950 |
1.1870 |
| S2 |
1.1663 |
1.1663 |
1.1927 |
|
| S3 |
1.1405 |
1.1561 |
1.1903 |
|
| S4 |
1.1147 |
1.1303 |
1.1832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2024 |
1.1738 |
0.0286 |
2.4% |
0.0022 |
0.2% |
83% |
True |
False |
1 |
| 10 |
1.2024 |
1.1342 |
0.0682 |
5.7% |
0.0011 |
0.1% |
93% |
True |
False |
2 |
| 20 |
1.2024 |
1.1180 |
0.0844 |
7.0% |
0.0006 |
0.1% |
94% |
True |
False |
1 |
| 40 |
1.2024 |
1.0935 |
0.1089 |
9.1% |
0.0007 |
0.1% |
95% |
True |
False |
2 |
| 60 |
1.2024 |
1.0748 |
0.1276 |
10.7% |
0.0006 |
0.1% |
96% |
True |
False |
3 |
| 80 |
1.2024 |
1.0303 |
0.1721 |
14.4% |
0.0005 |
0.0% |
97% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2313 |
|
2.618 |
1.2202 |
|
1.618 |
1.2134 |
|
1.000 |
1.2092 |
|
0.618 |
1.2066 |
|
HIGH |
1.2024 |
|
0.618 |
1.1998 |
|
0.500 |
1.1990 |
|
0.382 |
1.1982 |
|
LOW |
1.1956 |
|
0.618 |
1.1914 |
|
1.000 |
1.1888 |
|
1.618 |
1.1846 |
|
2.618 |
1.1778 |
|
4.250 |
1.1667 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1990 |
1.1962 |
| PP |
1.1985 |
1.1950 |
| S1 |
1.1979 |
1.1939 |
|