CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1876 |
1.1930 |
0.0054 |
0.5% |
1.1968 |
| High |
1.1986 |
1.1971 |
-0.0015 |
-0.1% |
1.1990 |
| Low |
1.1845 |
1.1844 |
-0.0001 |
0.0% |
1.1870 |
| Close |
1.1948 |
1.1856 |
-0.0092 |
-0.8% |
1.1890 |
| Range |
0.0141 |
0.0127 |
-0.0014 |
-9.9% |
0.0120 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
6.4% |
0.0000 |
| Volume |
7 |
8 |
1 |
14.3% |
135 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2271 |
1.2191 |
1.1926 |
|
| R3 |
1.2144 |
1.2064 |
1.1891 |
|
| R2 |
1.2017 |
1.2017 |
1.1879 |
|
| R1 |
1.1937 |
1.1937 |
1.1868 |
1.1914 |
| PP |
1.1890 |
1.1890 |
1.1890 |
1.1879 |
| S1 |
1.1810 |
1.1810 |
1.1844 |
1.1787 |
| S2 |
1.1763 |
1.1763 |
1.1833 |
|
| S3 |
1.1636 |
1.1683 |
1.1821 |
|
| S4 |
1.1509 |
1.1556 |
1.1786 |
|
|
| 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 |
1.1986 |
1.1844 |
0.0142 |
1.2% |
0.0065 |
0.5% |
8% |
False |
True |
7 |
| 10 |
1.2024 |
1.1844 |
0.0180 |
1.5% |
0.0044 |
0.4% |
7% |
False |
True |
15 |
| 20 |
1.2024 |
1.1342 |
0.0682 |
5.8% |
0.0022 |
0.2% |
75% |
False |
False |
8 |
| 40 |
1.2024 |
1.1133 |
0.0891 |
7.5% |
0.0014 |
0.1% |
81% |
False |
False |
6 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.1% |
0.0011 |
0.1% |
86% |
False |
False |
5 |
| 80 |
1.2024 |
1.0611 |
0.1413 |
11.9% |
0.0009 |
0.1% |
88% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2511 |
|
2.618 |
1.2303 |
|
1.618 |
1.2176 |
|
1.000 |
1.2098 |
|
0.618 |
1.2049 |
|
HIGH |
1.1971 |
|
0.618 |
1.1922 |
|
0.500 |
1.1908 |
|
0.382 |
1.1893 |
|
LOW |
1.1844 |
|
0.618 |
1.1766 |
|
1.000 |
1.1717 |
|
1.618 |
1.1639 |
|
2.618 |
1.1512 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1908 |
1.1915 |
| PP |
1.1890 |
1.1895 |
| S1 |
1.1873 |
1.1876 |
|