CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1814 |
1.1869 |
0.0055 |
0.5% |
1.1876 |
| High |
1.1913 |
1.1915 |
0.0002 |
0.0% |
1.1986 |
| Low |
1.1814 |
1.1862 |
0.0048 |
0.4% |
1.1724 |
| Close |
1.1833 |
1.1917 |
0.0084 |
0.7% |
1.1806 |
| Range |
0.0099 |
0.0053 |
-0.0046 |
-46.5% |
0.0262 |
| ATR |
0.0076 |
0.0077 |
0.0000 |
0.6% |
0.0000 |
| Volume |
7 |
75 |
68 |
971.4% |
93 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2057 |
1.2040 |
1.1946 |
|
| R3 |
1.2004 |
1.1987 |
1.1932 |
|
| R2 |
1.1951 |
1.1951 |
1.1927 |
|
| R1 |
1.1934 |
1.1934 |
1.1922 |
1.1943 |
| PP |
1.1898 |
1.1898 |
1.1898 |
1.1902 |
| S1 |
1.1881 |
1.1881 |
1.1912 |
1.1890 |
| S2 |
1.1845 |
1.1845 |
1.1907 |
|
| S3 |
1.1792 |
1.1828 |
1.1902 |
|
| S4 |
1.1739 |
1.1775 |
1.1888 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2625 |
1.2477 |
1.1950 |
|
| R3 |
1.2363 |
1.2215 |
1.1878 |
|
| R2 |
1.2101 |
1.2101 |
1.1854 |
|
| R1 |
1.1953 |
1.1953 |
1.1830 |
1.1896 |
| PP |
1.1839 |
1.1839 |
1.1839 |
1.1810 |
| S1 |
1.1691 |
1.1691 |
1.1782 |
1.1634 |
| S2 |
1.1577 |
1.1577 |
1.1758 |
|
| S3 |
1.1315 |
1.1429 |
1.1734 |
|
| S4 |
1.1053 |
1.1167 |
1.1662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1915 |
1.1724 |
0.0191 |
1.6% |
0.0074 |
0.6% |
101% |
True |
False |
32 |
| 10 |
1.1986 |
1.1724 |
0.0262 |
2.2% |
0.0070 |
0.6% |
74% |
False |
False |
19 |
| 20 |
1.2024 |
1.1389 |
0.0635 |
5.3% |
0.0040 |
0.3% |
83% |
False |
False |
16 |
| 40 |
1.2024 |
1.1180 |
0.0844 |
7.1% |
0.0023 |
0.2% |
87% |
False |
False |
9 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.1% |
0.0018 |
0.1% |
91% |
False |
False |
7 |
| 80 |
1.2024 |
1.0705 |
0.1319 |
11.1% |
0.0013 |
0.1% |
92% |
False |
False |
6 |
| 100 |
1.2024 |
1.0303 |
0.1721 |
14.4% |
0.0011 |
0.1% |
94% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2140 |
|
2.618 |
1.2054 |
|
1.618 |
1.2001 |
|
1.000 |
1.1968 |
|
0.618 |
1.1948 |
|
HIGH |
1.1915 |
|
0.618 |
1.1895 |
|
0.500 |
1.1889 |
|
0.382 |
1.1882 |
|
LOW |
1.1862 |
|
0.618 |
1.1829 |
|
1.000 |
1.1809 |
|
1.618 |
1.1776 |
|
2.618 |
1.1723 |
|
4.250 |
1.1637 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1908 |
1.1895 |
| PP |
1.1898 |
1.1872 |
| S1 |
1.1889 |
1.1850 |
|