CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1930 |
1.1854 |
-0.0076 |
-0.6% |
1.1968 |
| High |
1.1971 |
1.1854 |
-0.0117 |
-1.0% |
1.1990 |
| Low |
1.1844 |
1.1724 |
-0.0120 |
-1.0% |
1.1870 |
| Close |
1.1856 |
1.1737 |
-0.0119 |
-1.0% |
1.1890 |
| Range |
0.0127 |
0.0130 |
0.0003 |
2.4% |
0.0120 |
| ATR |
0.0071 |
0.0076 |
0.0004 |
6.0% |
0.0000 |
| Volume |
8 |
21 |
13 |
162.5% |
135 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2162 |
1.2079 |
1.1809 |
|
| R3 |
1.2032 |
1.1949 |
1.1773 |
|
| R2 |
1.1902 |
1.1902 |
1.1761 |
|
| R1 |
1.1819 |
1.1819 |
1.1749 |
1.1796 |
| PP |
1.1772 |
1.1772 |
1.1772 |
1.1760 |
| S1 |
1.1689 |
1.1689 |
1.1725 |
1.1666 |
| S2 |
1.1642 |
1.1642 |
1.1713 |
|
| S3 |
1.1512 |
1.1559 |
1.1701 |
|
| S4 |
1.1382 |
1.1429 |
1.1666 |
|
|
| 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 |
1.1724 |
0.0262 |
2.2% |
0.0089 |
0.8% |
5% |
False |
True |
9 |
| 10 |
1.2024 |
1.1724 |
0.0300 |
2.6% |
0.0057 |
0.5% |
4% |
False |
True |
17 |
| 20 |
1.2024 |
1.1342 |
0.0682 |
5.8% |
0.0028 |
0.2% |
58% |
False |
False |
9 |
| 40 |
1.2024 |
1.1133 |
0.0891 |
7.6% |
0.0017 |
0.1% |
68% |
False |
False |
6 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.2% |
0.0014 |
0.1% |
76% |
False |
False |
5 |
| 80 |
1.2024 |
1.0694 |
0.1330 |
11.3% |
0.0010 |
0.1% |
78% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2407 |
|
2.618 |
1.2194 |
|
1.618 |
1.2064 |
|
1.000 |
1.1984 |
|
0.618 |
1.1934 |
|
HIGH |
1.1854 |
|
0.618 |
1.1804 |
|
0.500 |
1.1789 |
|
0.382 |
1.1774 |
|
LOW |
1.1724 |
|
0.618 |
1.1644 |
|
1.000 |
1.1594 |
|
1.618 |
1.1514 |
|
2.618 |
1.1384 |
|
4.250 |
1.1172 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1789 |
1.1855 |
| PP |
1.1772 |
1.1816 |
| S1 |
1.1754 |
1.1776 |
|