CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1969 |
1.1917 |
-0.0052 |
-0.4% |
1.1767 |
| High |
1.1980 |
1.1917 |
-0.0063 |
-0.5% |
1.2024 |
| Low |
1.1969 |
1.1870 |
-0.0099 |
-0.8% |
1.1766 |
| Close |
1.1962 |
1.1888 |
-0.0074 |
-0.6% |
1.1974 |
| Range |
0.0011 |
0.0047 |
0.0036 |
327.3% |
0.0258 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.1% |
0.0000 |
| Volume |
10 |
6 |
-4 |
-40.0% |
7 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.2007 |
1.1914 |
|
| R3 |
1.1986 |
1.1960 |
1.1901 |
|
| R2 |
1.1939 |
1.1939 |
1.1897 |
|
| R1 |
1.1913 |
1.1913 |
1.1892 |
1.1903 |
| PP |
1.1892 |
1.1892 |
1.1892 |
1.1886 |
| S1 |
1.1866 |
1.1866 |
1.1884 |
1.1856 |
| S2 |
1.1845 |
1.1845 |
1.1879 |
|
| S3 |
1.1798 |
1.1819 |
1.1875 |
|
| S4 |
1.1751 |
1.1772 |
1.1862 |
|
|
| 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 |
1.1870 |
0.0154 |
1.3% |
0.0025 |
0.2% |
12% |
False |
True |
26 |
| 10 |
1.2024 |
1.1562 |
0.0462 |
3.9% |
0.0017 |
0.1% |
71% |
False |
False |
14 |
| 20 |
1.2024 |
1.1180 |
0.0844 |
7.1% |
0.0009 |
0.1% |
84% |
False |
False |
8 |
| 40 |
1.2024 |
1.1133 |
0.0891 |
7.5% |
0.0007 |
0.1% |
85% |
False |
False |
5 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.1% |
0.0007 |
0.1% |
89% |
False |
False |
4 |
| 80 |
1.2024 |
1.0378 |
0.1646 |
13.8% |
0.0005 |
0.0% |
92% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2117 |
|
2.618 |
1.2040 |
|
1.618 |
1.1993 |
|
1.000 |
1.1964 |
|
0.618 |
1.1946 |
|
HIGH |
1.1917 |
|
0.618 |
1.1899 |
|
0.500 |
1.1894 |
|
0.382 |
1.1888 |
|
LOW |
1.1870 |
|
0.618 |
1.1841 |
|
1.000 |
1.1823 |
|
1.618 |
1.1794 |
|
2.618 |
1.1747 |
|
4.250 |
1.1670 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1894 |
1.1930 |
| PP |
1.1892 |
1.1916 |
| S1 |
1.1890 |
1.1902 |
|