CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1971 |
1.2021 |
0.0050 |
0.4% |
1.1814 |
| High |
1.2015 |
1.2100 |
0.0085 |
0.7% |
1.2060 |
| Low |
1.1959 |
1.2021 |
0.0062 |
0.5% |
1.1814 |
| Close |
1.1976 |
1.2038 |
0.0062 |
0.5% |
1.1959 |
| Range |
0.0056 |
0.0079 |
0.0023 |
41.1% |
0.0246 |
| ATR |
0.0080 |
0.0084 |
0.0003 |
3.9% |
0.0000 |
| Volume |
28 |
17 |
-11 |
-39.3% |
405 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2290 |
1.2243 |
1.2081 |
|
| R3 |
1.2211 |
1.2164 |
1.2060 |
|
| R2 |
1.2132 |
1.2132 |
1.2052 |
|
| R1 |
1.2085 |
1.2085 |
1.2045 |
1.2109 |
| PP |
1.2053 |
1.2053 |
1.2053 |
1.2065 |
| S1 |
1.2006 |
1.2006 |
1.2031 |
1.2030 |
| S2 |
1.1974 |
1.1974 |
1.2024 |
|
| S3 |
1.1895 |
1.1927 |
1.2016 |
|
| S4 |
1.1816 |
1.1848 |
1.1995 |
|
|
| 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 |
1.2100 |
1.1870 |
0.0230 |
1.9% |
0.0091 |
0.8% |
73% |
True |
False |
73 |
| 10 |
1.2100 |
1.1724 |
0.0376 |
3.1% |
0.0082 |
0.7% |
84% |
True |
False |
52 |
| 20 |
1.2100 |
1.1724 |
0.0376 |
3.1% |
0.0063 |
0.5% |
84% |
True |
False |
34 |
| 40 |
1.2100 |
1.1180 |
0.0920 |
7.6% |
0.0032 |
0.3% |
93% |
True |
False |
18 |
| 60 |
1.2100 |
1.0821 |
0.1279 |
10.6% |
0.0025 |
0.2% |
95% |
True |
False |
13 |
| 80 |
1.2100 |
1.0705 |
0.1395 |
11.6% |
0.0019 |
0.2% |
96% |
True |
False |
10 |
| 100 |
1.2100 |
1.0303 |
0.1797 |
14.9% |
0.0015 |
0.1% |
97% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2436 |
|
2.618 |
1.2307 |
|
1.618 |
1.2228 |
|
1.000 |
1.2179 |
|
0.618 |
1.2149 |
|
HIGH |
1.2100 |
|
0.618 |
1.2070 |
|
0.500 |
1.2061 |
|
0.382 |
1.2051 |
|
LOW |
1.2021 |
|
0.618 |
1.1972 |
|
1.000 |
1.1942 |
|
1.618 |
1.1893 |
|
2.618 |
1.1814 |
|
4.250 |
1.1685 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2061 |
1.2033 |
| PP |
1.2053 |
1.2028 |
| S1 |
1.2046 |
1.2024 |
|