CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1953 |
1.1959 |
0.0006 |
0.1% |
1.1749 |
| High |
1.1980 |
1.1969 |
-0.0011 |
-0.1% |
1.2005 |
| Low |
1.1933 |
1.1838 |
-0.0095 |
-0.8% |
1.1702 |
| Close |
1.1949 |
1.1875 |
-0.0074 |
-0.6% |
1.1958 |
| Range |
0.0047 |
0.0131 |
0.0084 |
178.7% |
0.0303 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.3% |
0.0000 |
| Volume |
46,493 |
48,772 |
2,279 |
4.9% |
193,078 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2287 |
1.2212 |
1.1947 |
|
| R3 |
1.2156 |
1.2081 |
1.1911 |
|
| R2 |
1.2025 |
1.2025 |
1.1899 |
|
| R1 |
1.1950 |
1.1950 |
1.1887 |
1.1922 |
| PP |
1.1894 |
1.1894 |
1.1894 |
1.1880 |
| S1 |
1.1819 |
1.1819 |
1.1863 |
1.1791 |
| S2 |
1.1763 |
1.1763 |
1.1851 |
|
| S3 |
1.1632 |
1.1688 |
1.1839 |
|
| S4 |
1.1501 |
1.1557 |
1.1803 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2797 |
1.2681 |
1.2125 |
|
| R3 |
1.2494 |
1.2378 |
1.2041 |
|
| R2 |
1.2191 |
1.2191 |
1.2014 |
|
| R1 |
1.2075 |
1.2075 |
1.1986 |
1.2133 |
| PP |
1.1888 |
1.1888 |
1.1888 |
1.1918 |
| S1 |
1.1772 |
1.1772 |
1.1930 |
1.1830 |
| S2 |
1.1585 |
1.1585 |
1.1902 |
|
| S3 |
1.1282 |
1.1469 |
1.1875 |
|
| S4 |
1.0979 |
1.1166 |
1.1791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2010 |
1.1838 |
0.0172 |
1.4% |
0.0104 |
0.9% |
22% |
False |
True |
43,408 |
| 10 |
1.2010 |
1.1452 |
0.0558 |
4.7% |
0.0125 |
1.1% |
76% |
False |
False |
45,105 |
| 20 |
1.2010 |
1.1177 |
0.0833 |
7.0% |
0.0130 |
1.1% |
84% |
False |
False |
43,042 |
| 40 |
1.2010 |
1.1105 |
0.0905 |
7.6% |
0.0130 |
1.1% |
85% |
False |
False |
42,355 |
| 60 |
1.2010 |
1.0710 |
0.1300 |
10.9% |
0.0125 |
1.1% |
90% |
False |
False |
42,797 |
| 80 |
1.2010 |
1.0283 |
0.1727 |
14.5% |
0.0119 |
1.0% |
92% |
False |
False |
34,699 |
| 100 |
1.2010 |
1.0268 |
0.1742 |
14.7% |
0.0110 |
0.9% |
92% |
False |
False |
27,765 |
| 120 |
1.2010 |
1.0250 |
0.1760 |
14.8% |
0.0103 |
0.9% |
92% |
False |
False |
23,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2526 |
|
2.618 |
1.2312 |
|
1.618 |
1.2181 |
|
1.000 |
1.2100 |
|
0.618 |
1.2050 |
|
HIGH |
1.1969 |
|
0.618 |
1.1919 |
|
0.500 |
1.1904 |
|
0.382 |
1.1888 |
|
LOW |
1.1838 |
|
0.618 |
1.1757 |
|
1.000 |
1.1707 |
|
1.618 |
1.1626 |
|
2.618 |
1.1495 |
|
4.250 |
1.1281 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1904 |
1.1924 |
| PP |
1.1894 |
1.1908 |
| S1 |
1.1885 |
1.1891 |
|