CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1889 |
1.1870 |
-0.0019 |
-0.2% |
1.1989 |
| High |
1.1915 |
1.1978 |
0.0063 |
0.5% |
1.2017 |
| Low |
1.1854 |
1.1815 |
-0.0039 |
-0.3% |
1.1845 |
| Close |
1.1883 |
1.1941 |
0.0058 |
0.5% |
1.1883 |
| Range |
0.0061 |
0.0163 |
0.0102 |
167.2% |
0.0172 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
3.6% |
0.0000 |
| Volume |
40,848 |
33,146 |
-7,702 |
-18.9% |
120,045 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2400 |
1.2334 |
1.2031 |
|
| R3 |
1.2237 |
1.2171 |
1.1986 |
|
| R2 |
1.2074 |
1.2074 |
1.1971 |
|
| R1 |
1.2008 |
1.2008 |
1.1956 |
1.2041 |
| PP |
1.1911 |
1.1911 |
1.1911 |
1.1928 |
| S1 |
1.1845 |
1.1845 |
1.1926 |
1.1878 |
| S2 |
1.1748 |
1.1748 |
1.1911 |
|
| S3 |
1.1585 |
1.1682 |
1.1896 |
|
| S4 |
1.1422 |
1.1519 |
1.1851 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2431 |
1.2329 |
1.1978 |
|
| R3 |
1.2259 |
1.2157 |
1.1930 |
|
| R2 |
1.2087 |
1.2087 |
1.1915 |
|
| R1 |
1.1985 |
1.1985 |
1.1899 |
1.1950 |
| PP |
1.1915 |
1.1915 |
1.1915 |
1.1898 |
| S1 |
1.1813 |
1.1813 |
1.1867 |
1.1778 |
| S2 |
1.1743 |
1.1743 |
1.1851 |
|
| S3 |
1.1571 |
1.1641 |
1.1836 |
|
| S4 |
1.1399 |
1.1469 |
1.1788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2017 |
1.1815 |
0.0202 |
1.7% |
0.0099 |
0.8% |
62% |
False |
True |
29,684 |
| 10 |
1.2017 |
1.1710 |
0.0307 |
2.6% |
0.0112 |
0.9% |
75% |
False |
False |
15,788 |
| 20 |
1.2017 |
1.1205 |
0.0812 |
6.8% |
0.0116 |
1.0% |
91% |
False |
False |
8,001 |
| 40 |
1.2017 |
1.1122 |
0.0895 |
7.5% |
0.0107 |
0.9% |
92% |
False |
False |
4,038 |
| 60 |
1.2017 |
1.0725 |
0.1292 |
10.8% |
0.0092 |
0.8% |
94% |
False |
False |
2,697 |
| 80 |
1.2017 |
1.0550 |
0.1467 |
12.3% |
0.0072 |
0.6% |
95% |
False |
False |
2,025 |
| 100 |
1.2017 |
1.0291 |
0.1726 |
14.5% |
0.0058 |
0.5% |
96% |
False |
False |
1,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2671 |
|
2.618 |
1.2405 |
|
1.618 |
1.2242 |
|
1.000 |
1.2141 |
|
0.618 |
1.2079 |
|
HIGH |
1.1978 |
|
0.618 |
1.1916 |
|
0.500 |
1.1897 |
|
0.382 |
1.1877 |
|
LOW |
1.1815 |
|
0.618 |
1.1714 |
|
1.000 |
1.1652 |
|
1.618 |
1.1551 |
|
2.618 |
1.1388 |
|
4.250 |
1.1122 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1926 |
1.1926 |
| PP |
1.1911 |
1.1911 |
| S1 |
1.1897 |
1.1897 |
|