CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1905 |
1.1870 |
-0.0035 |
-0.3% |
1.1876 |
| High |
1.2000 |
1.1959 |
-0.0041 |
-0.3% |
1.1986 |
| Low |
1.1884 |
1.1870 |
-0.0014 |
-0.1% |
1.1724 |
| Close |
1.1937 |
1.1949 |
0.0012 |
0.1% |
1.1806 |
| Range |
0.0116 |
0.0089 |
-0.0027 |
-23.3% |
0.0262 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
0.9% |
0.0000 |
| Volume |
16 |
112 |
96 |
600.0% |
93 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2193 |
1.2160 |
1.1998 |
|
| R3 |
1.2104 |
1.2071 |
1.1973 |
|
| R2 |
1.2015 |
1.2015 |
1.1965 |
|
| R1 |
1.1982 |
1.1982 |
1.1957 |
1.1999 |
| PP |
1.1926 |
1.1926 |
1.1926 |
1.1934 |
| S1 |
1.1893 |
1.1893 |
1.1941 |
1.1910 |
| S2 |
1.1837 |
1.1837 |
1.1933 |
|
| S3 |
1.1748 |
1.1804 |
1.1925 |
|
| S4 |
1.1659 |
1.1715 |
1.1900 |
|
|
| 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 |
1.1785 |
0.0215 |
1.8% |
0.0084 |
0.7% |
76% |
False |
False |
43 |
| 10 |
1.2000 |
1.1724 |
0.0276 |
2.3% |
0.0084 |
0.7% |
82% |
False |
False |
30 |
| 20 |
1.2024 |
1.1562 |
0.0462 |
3.9% |
0.0051 |
0.4% |
84% |
False |
False |
22 |
| 40 |
1.2024 |
1.1180 |
0.0844 |
7.1% |
0.0027 |
0.2% |
91% |
False |
False |
13 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.1% |
0.0021 |
0.2% |
94% |
False |
False |
9 |
| 80 |
1.2024 |
1.0705 |
0.1319 |
11.0% |
0.0016 |
0.1% |
94% |
False |
False |
8 |
| 100 |
1.2024 |
1.0303 |
0.1721 |
14.4% |
0.0013 |
0.1% |
96% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2337 |
|
2.618 |
1.2192 |
|
1.618 |
1.2103 |
|
1.000 |
1.2048 |
|
0.618 |
1.2014 |
|
HIGH |
1.1959 |
|
0.618 |
1.1925 |
|
0.500 |
1.1915 |
|
0.382 |
1.1904 |
|
LOW |
1.1870 |
|
0.618 |
1.1815 |
|
1.000 |
1.1781 |
|
1.618 |
1.1726 |
|
2.618 |
1.1637 |
|
4.250 |
1.1492 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1938 |
1.1943 |
| PP |
1.1926 |
1.1937 |
| S1 |
1.1915 |
1.1931 |
|