CME Swiss Franc Future December 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 |
1.1917 |
1.1890 |
-0.0027 |
-0.2% |
1.1968 |
High |
1.1917 |
1.1890 |
-0.0027 |
-0.2% |
1.1990 |
Low |
1.1870 |
1.1890 |
0.0020 |
0.2% |
1.1870 |
Close |
1.1888 |
1.1890 |
0.0002 |
0.0% |
1.1890 |
Range |
0.0047 |
0.0000 |
-0.0047 |
-100.0% |
0.0120 |
ATR |
0.0066 |
0.0062 |
-0.0005 |
-6.9% |
0.0000 |
Volume |
6 |
4 |
-2 |
-33.3% |
135 |
|
Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1890 |
1.1890 |
1.1890 |
|
R3 |
1.1890 |
1.1890 |
1.1890 |
|
R2 |
1.1890 |
1.1890 |
1.1890 |
|
R1 |
1.1890 |
1.1890 |
1.1890 |
1.1890 |
PP |
1.1890 |
1.1890 |
1.1890 |
1.1890 |
S1 |
1.1890 |
1.1890 |
1.1890 |
1.1890 |
S2 |
1.1890 |
1.1890 |
1.1890 |
|
S3 |
1.1890 |
1.1890 |
1.1890 |
|
S4 |
1.1890 |
1.1890 |
1.1890 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2277 |
1.2203 |
1.1956 |
|
R3 |
1.2157 |
1.2083 |
1.1923 |
|
R2 |
1.2037 |
1.2037 |
1.1912 |
|
R1 |
1.1963 |
1.1963 |
1.1901 |
1.1940 |
PP |
1.1917 |
1.1917 |
1.1917 |
1.1905 |
S1 |
1.1843 |
1.1843 |
1.1879 |
1.1820 |
S2 |
1.1797 |
1.1797 |
1.1868 |
|
S3 |
1.1677 |
1.1723 |
1.1857 |
|
S4 |
1.1557 |
1.1603 |
1.1824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1990 |
1.1870 |
0.0120 |
1.0% |
0.0012 |
0.1% |
17% |
False |
False |
27 |
10 |
1.2024 |
1.1738 |
0.0286 |
2.4% |
0.0017 |
0.1% |
53% |
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 |
1.0468 |
0.1556 |
13.1% |
0.0005 |
0.0% |
91% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1890 |
2.618 |
1.1890 |
1.618 |
1.1890 |
1.000 |
1.1890 |
0.618 |
1.1890 |
HIGH |
1.1890 |
0.618 |
1.1890 |
0.500 |
1.1890 |
0.382 |
1.1890 |
LOW |
1.1890 |
0.618 |
1.1890 |
1.000 |
1.1890 |
1.618 |
1.1890 |
2.618 |
1.1890 |
4.250 |
1.1890 |
|
|
Fisher Pivots for day following 10-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1890 |
1.1925 |
PP |
1.1890 |
1.1913 |
S1 |
1.1890 |
1.1902 |
|