CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1870 |
1.2000 |
0.0130 |
1.1% |
1.1814 |
| High |
1.1959 |
1.2060 |
0.0101 |
0.8% |
1.2060 |
| Low |
1.1870 |
1.1947 |
0.0077 |
0.6% |
1.1814 |
| Close |
1.1949 |
1.1959 |
0.0010 |
0.1% |
1.1959 |
| Range |
0.0089 |
0.0113 |
0.0024 |
27.0% |
0.0246 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.9% |
0.0000 |
| Volume |
112 |
195 |
83 |
74.1% |
405 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2328 |
1.2256 |
1.2021 |
|
| R3 |
1.2215 |
1.2143 |
1.1990 |
|
| R2 |
1.2102 |
1.2102 |
1.1980 |
|
| R1 |
1.2030 |
1.2030 |
1.1969 |
1.2010 |
| PP |
1.1989 |
1.1989 |
1.1989 |
1.1978 |
| S1 |
1.1917 |
1.1917 |
1.1949 |
1.1897 |
| S2 |
1.1876 |
1.1876 |
1.1938 |
|
| S3 |
1.1763 |
1.1804 |
1.1928 |
|
| S4 |
1.1650 |
1.1691 |
1.1897 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2682 |
1.2567 |
1.2094 |
|
| R3 |
1.2436 |
1.2321 |
1.2027 |
|
| R2 |
1.2190 |
1.2190 |
1.2004 |
|
| R1 |
1.2075 |
1.2075 |
1.1982 |
1.2133 |
| PP |
1.1944 |
1.1944 |
1.1944 |
1.1973 |
| S1 |
1.1829 |
1.1829 |
1.1936 |
1.1887 |
| S2 |
1.1698 |
1.1698 |
1.1914 |
|
| S3 |
1.1452 |
1.1583 |
1.1891 |
|
| S4 |
1.1206 |
1.1337 |
1.1824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2060 |
1.1814 |
0.0246 |
2.1% |
0.0094 |
0.8% |
59% |
True |
False |
81 |
| 10 |
1.2060 |
1.1724 |
0.0336 |
2.8% |
0.0096 |
0.8% |
70% |
True |
False |
49 |
| 20 |
1.2060 |
1.1724 |
0.0336 |
2.8% |
0.0056 |
0.5% |
70% |
True |
False |
32 |
| 40 |
1.2060 |
1.1180 |
0.0880 |
7.4% |
0.0029 |
0.2% |
89% |
True |
False |
17 |
| 60 |
1.2060 |
1.0821 |
0.1239 |
10.4% |
0.0023 |
0.2% |
92% |
True |
False |
12 |
| 80 |
1.2060 |
1.0705 |
0.1355 |
11.3% |
0.0017 |
0.1% |
93% |
True |
False |
10 |
| 100 |
1.2060 |
1.0303 |
0.1757 |
14.7% |
0.0014 |
0.1% |
94% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2540 |
|
2.618 |
1.2356 |
|
1.618 |
1.2243 |
|
1.000 |
1.2173 |
|
0.618 |
1.2130 |
|
HIGH |
1.2060 |
|
0.618 |
1.2017 |
|
0.500 |
1.2004 |
|
0.382 |
1.1990 |
|
LOW |
1.1947 |
|
0.618 |
1.1877 |
|
1.000 |
1.1834 |
|
1.618 |
1.1764 |
|
2.618 |
1.1651 |
|
4.250 |
1.1467 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2004 |
1.1965 |
| PP |
1.1989 |
1.1963 |
| S1 |
1.1974 |
1.1961 |
|