CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2021 |
1.2027 |
0.0006 |
0.0% |
1.1814 |
| High |
1.2100 |
1.2065 |
-0.0035 |
-0.3% |
1.2060 |
| Low |
1.2021 |
1.1970 |
-0.0051 |
-0.4% |
1.1814 |
| Close |
1.2038 |
1.1999 |
-0.0039 |
-0.3% |
1.1959 |
| Range |
0.0079 |
0.0095 |
0.0016 |
20.3% |
0.0246 |
| ATR |
0.0084 |
0.0084 |
0.0001 |
1.0% |
0.0000 |
| Volume |
17 |
16 |
-1 |
-5.9% |
405 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2296 |
1.2243 |
1.2051 |
|
| R3 |
1.2201 |
1.2148 |
1.2025 |
|
| R2 |
1.2106 |
1.2106 |
1.2016 |
|
| R1 |
1.2053 |
1.2053 |
1.2008 |
1.2032 |
| PP |
1.2011 |
1.2011 |
1.2011 |
1.2001 |
| S1 |
1.1958 |
1.1958 |
1.1990 |
1.1937 |
| S2 |
1.1916 |
1.1916 |
1.1982 |
|
| S3 |
1.1821 |
1.1863 |
1.1973 |
|
| S4 |
1.1726 |
1.1768 |
1.1947 |
|
|
| 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% |
0.0086 |
0.7% |
56% |
False |
False |
73 |
| 10 |
1.2100 |
1.1770 |
0.0330 |
2.8% |
0.0079 |
0.7% |
69% |
False |
False |
52 |
| 20 |
1.2100 |
1.1724 |
0.0376 |
3.1% |
0.0068 |
0.6% |
73% |
False |
False |
34 |
| 40 |
1.2100 |
1.1180 |
0.0920 |
7.7% |
0.0034 |
0.3% |
89% |
False |
False |
18 |
| 60 |
1.2100 |
1.0821 |
0.1279 |
10.7% |
0.0026 |
0.2% |
92% |
False |
False |
13 |
| 80 |
1.2100 |
1.0705 |
0.1395 |
11.6% |
0.0020 |
0.2% |
93% |
False |
False |
11 |
| 100 |
1.2100 |
1.0303 |
0.1797 |
15.0% |
0.0016 |
0.1% |
94% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2469 |
|
2.618 |
1.2314 |
|
1.618 |
1.2219 |
|
1.000 |
1.2160 |
|
0.618 |
1.2124 |
|
HIGH |
1.2065 |
|
0.618 |
1.2029 |
|
0.500 |
1.2018 |
|
0.382 |
1.2006 |
|
LOW |
1.1970 |
|
0.618 |
1.1911 |
|
1.000 |
1.1875 |
|
1.618 |
1.1816 |
|
2.618 |
1.1721 |
|
4.250 |
1.1566 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2018 |
1.2030 |
| PP |
1.2011 |
1.2019 |
| S1 |
1.2005 |
1.2009 |
|