CME Swiss Franc Future December 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.1975 |
1.1968 |
-0.0007 |
-0.1% |
1.1767 |
High |
1.2024 |
1.1968 |
-0.0056 |
-0.5% |
1.2024 |
Low |
1.1956 |
1.1968 |
0.0012 |
0.1% |
1.1766 |
Close |
1.1974 |
1.1968 |
-0.0006 |
-0.1% |
1.1974 |
Range |
0.0068 |
0.0000 |
-0.0068 |
-100.0% |
0.0258 |
ATR |
0.0076 |
0.0071 |
-0.0005 |
-6.6% |
0.0000 |
Volume |
2 |
73 |
71 |
3,550.0% |
7 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1968 |
1.1968 |
1.1968 |
|
R3 |
1.1968 |
1.1968 |
1.1968 |
|
R2 |
1.1968 |
1.1968 |
1.1968 |
|
R1 |
1.1968 |
1.1968 |
1.1968 |
1.1968 |
PP |
1.1968 |
1.1968 |
1.1968 |
1.1968 |
S1 |
1.1968 |
1.1968 |
1.1968 |
1.1968 |
S2 |
1.1968 |
1.1968 |
1.1968 |
|
S3 |
1.1968 |
1.1968 |
1.1968 |
|
S4 |
1.1968 |
1.1968 |
1.1968 |
|
|
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 |
1.1766 |
0.0258 |
2.2% |
0.0022 |
0.2% |
78% |
False |
False |
16 |
10 |
1.2024 |
1.1342 |
0.0682 |
5.7% |
0.0011 |
0.1% |
92% |
False |
False |
9 |
20 |
1.2024 |
1.1180 |
0.0844 |
7.1% |
0.0006 |
0.1% |
93% |
False |
False |
5 |
40 |
1.2024 |
1.0963 |
0.1061 |
8.9% |
0.0007 |
0.1% |
95% |
False |
False |
4 |
60 |
1.2024 |
1.0779 |
0.1245 |
10.4% |
0.0006 |
0.1% |
96% |
False |
False |
4 |
80 |
1.2024 |
1.0303 |
0.1721 |
14.4% |
0.0005 |
0.0% |
97% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1968 |
2.618 |
1.1968 |
1.618 |
1.1968 |
1.000 |
1.1968 |
0.618 |
1.1968 |
HIGH |
1.1968 |
0.618 |
1.1968 |
0.500 |
1.1968 |
0.382 |
1.1968 |
LOW |
1.1968 |
0.618 |
1.1968 |
1.000 |
1.1968 |
1.618 |
1.1968 |
2.618 |
1.1968 |
4.250 |
1.1968 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1968 |
1.1958 |
PP |
1.1968 |
1.1948 |
S1 |
1.1968 |
1.1939 |
|