CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1869 |
1.1905 |
0.0036 |
0.3% |
1.1876 |
| High |
1.1915 |
1.2000 |
0.0085 |
0.7% |
1.1986 |
| Low |
1.1862 |
1.1884 |
0.0022 |
0.2% |
1.1724 |
| Close |
1.1917 |
1.1937 |
0.0020 |
0.2% |
1.1806 |
| Range |
0.0053 |
0.0116 |
0.0063 |
118.9% |
0.0262 |
| ATR |
0.0077 |
0.0079 |
0.0003 |
3.7% |
0.0000 |
| Volume |
75 |
16 |
-59 |
-78.7% |
93 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2288 |
1.2229 |
1.2001 |
|
| R3 |
1.2172 |
1.2113 |
1.1969 |
|
| R2 |
1.2056 |
1.2056 |
1.1958 |
|
| R1 |
1.1997 |
1.1997 |
1.1948 |
1.2027 |
| PP |
1.1940 |
1.1940 |
1.1940 |
1.1955 |
| S1 |
1.1881 |
1.1881 |
1.1926 |
1.1911 |
| S2 |
1.1824 |
1.1824 |
1.1916 |
|
| S3 |
1.1708 |
1.1765 |
1.1905 |
|
| S4 |
1.1592 |
1.1649 |
1.1873 |
|
|
| 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 |
1.2000 |
1.1770 |
0.0230 |
1.9% |
0.0071 |
0.6% |
73% |
True |
False |
31 |
| 10 |
1.2000 |
1.1724 |
0.0276 |
2.3% |
0.0080 |
0.7% |
77% |
True |
False |
20 |
| 20 |
1.2024 |
1.1477 |
0.0547 |
4.6% |
0.0046 |
0.4% |
84% |
False |
False |
16 |
| 40 |
1.2024 |
1.1180 |
0.0844 |
7.1% |
0.0026 |
0.2% |
90% |
False |
False |
10 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.1% |
0.0020 |
0.2% |
93% |
False |
False |
7 |
| 80 |
1.2024 |
1.0705 |
0.1319 |
11.0% |
0.0015 |
0.1% |
93% |
False |
False |
6 |
| 100 |
1.2024 |
1.0303 |
0.1721 |
14.4% |
0.0012 |
0.1% |
95% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2493 |
|
2.618 |
1.2304 |
|
1.618 |
1.2188 |
|
1.000 |
1.2116 |
|
0.618 |
1.2072 |
|
HIGH |
1.2000 |
|
0.618 |
1.1956 |
|
0.500 |
1.1942 |
|
0.382 |
1.1928 |
|
LOW |
1.1884 |
|
0.618 |
1.1812 |
|
1.000 |
1.1768 |
|
1.618 |
1.1696 |
|
2.618 |
1.1580 |
|
4.250 |
1.1391 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1942 |
1.1927 |
| PP |
1.1940 |
1.1917 |
| S1 |
1.1939 |
1.1907 |
|