CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 1.1903 1.1920 0.0017 0.1% 1.1870
High 1.1997 1.1963 -0.0034 -0.3% 1.1986
Low 1.1866 1.1855 -0.0011 -0.1% 1.1701
Close 1.1926 1.1936 0.0010 0.1% 1.1795
Range 0.0131 0.0108 -0.0023 -17.6% 0.0285
ATR 0.0117 0.0117 -0.0001 -0.6% 0.0000
Volume 39,095 46,992 7,897 20.2% 221,271
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2242 1.2197 1.1995
R3 1.2134 1.2089 1.1966
R2 1.2026 1.2026 1.1956
R1 1.1981 1.1981 1.1946 1.2004
PP 1.1918 1.1918 1.1918 1.1929
S1 1.1873 1.1873 1.1926 1.1896
S2 1.1810 1.1810 1.1916
S3 1.1702 1.1765 1.1906
S4 1.1594 1.1657 1.1877
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2682 1.2524 1.1952
R3 1.2397 1.2239 1.1873
R2 1.2112 1.2112 1.1847
R1 1.1954 1.1954 1.1821 1.1891
PP 1.1827 1.1827 1.1827 1.1796
S1 1.1669 1.1669 1.1769 1.1606
S2 1.1542 1.1542 1.1743
S3 1.1257 1.1384 1.1717
S4 1.0972 1.1099 1.1638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1997 1.1748 0.0249 2.1% 0.0115 1.0% 76% False False 38,010
10 1.1997 1.1701 0.0296 2.5% 0.0121 1.0% 79% False False 41,258
20 1.2017 1.1468 0.0549 4.6% 0.0120 1.0% 85% False False 24,862
40 1.2017 1.1195 0.0822 6.9% 0.0115 1.0% 90% False False 12,494
60 1.2017 1.0725 0.1292 10.8% 0.0100 0.8% 94% False False 8,339
80 1.2017 1.0696 0.1321 11.1% 0.0083 0.7% 94% False False 6,257
100 1.2017 1.0291 0.1726 14.5% 0.0068 0.6% 95% False False 5,006
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2422
2.618 1.2246
1.618 1.2138
1.000 1.2071
0.618 1.2030
HIGH 1.1963
0.618 1.1922
0.500 1.1909
0.382 1.1896
LOW 1.1855
0.618 1.1788
1.000 1.1747
1.618 1.1680
2.618 1.1572
4.250 1.1396
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 1.1927 1.1928
PP 1.1918 1.1919
S1 1.1909 1.1911

These figures are updated between 7pm and 10pm EST after a trading day.

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