CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1854 |
1.1770 |
-0.0084 |
-0.7% |
1.1968 |
| High |
1.1854 |
1.1796 |
-0.0058 |
-0.5% |
1.1990 |
| Low |
1.1724 |
1.1770 |
0.0046 |
0.4% |
1.1870 |
| Close |
1.1737 |
1.1784 |
0.0047 |
0.4% |
1.1890 |
| Range |
0.0130 |
0.0026 |
-0.0104 |
-80.0% |
0.0120 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
21 |
52 |
31 |
147.6% |
135 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1861 |
1.1849 |
1.1798 |
|
| R3 |
1.1835 |
1.1823 |
1.1791 |
|
| R2 |
1.1809 |
1.1809 |
1.1789 |
|
| R1 |
1.1797 |
1.1797 |
1.1786 |
1.1803 |
| PP |
1.1783 |
1.1783 |
1.1783 |
1.1787 |
| S1 |
1.1771 |
1.1771 |
1.1782 |
1.1777 |
| S2 |
1.1757 |
1.1757 |
1.1779 |
|
| S3 |
1.1731 |
1.1745 |
1.1777 |
|
| S4 |
1.1705 |
1.1719 |
1.1770 |
|
|
| 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% |
0.0085 |
0.7% |
23% |
False |
False |
18 |
| 10 |
1.2024 |
1.1724 |
0.0300 |
2.5% |
0.0055 |
0.5% |
20% |
False |
False |
22 |
| 20 |
1.2024 |
1.1342 |
0.0682 |
5.8% |
0.0030 |
0.3% |
65% |
False |
False |
12 |
| 40 |
1.2024 |
1.1180 |
0.0844 |
7.2% |
0.0018 |
0.2% |
72% |
False |
False |
7 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.2% |
0.0014 |
0.1% |
80% |
False |
False |
6 |
| 80 |
1.2024 |
1.0705 |
0.1319 |
11.2% |
0.0011 |
0.1% |
82% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1907 |
|
2.618 |
1.1864 |
|
1.618 |
1.1838 |
|
1.000 |
1.1822 |
|
0.618 |
1.1812 |
|
HIGH |
1.1796 |
|
0.618 |
1.1786 |
|
0.500 |
1.1783 |
|
0.382 |
1.1780 |
|
LOW |
1.1770 |
|
0.618 |
1.1754 |
|
1.000 |
1.1744 |
|
1.618 |
1.1728 |
|
2.618 |
1.1702 |
|
4.250 |
1.1660 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1784 |
1.1848 |
| PP |
1.1783 |
1.1826 |
| S1 |
1.1783 |
1.1805 |
|