CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2026 |
1.1988 |
-0.0038 |
-0.3% |
1.1786 |
| High |
1.2059 |
1.2047 |
-0.0012 |
-0.1% |
1.2052 |
| Low |
1.1956 |
1.1819 |
-0.0137 |
-1.1% |
1.1748 |
| Close |
1.1988 |
1.1907 |
-0.0081 |
-0.7% |
1.1946 |
| Range |
0.0103 |
0.0228 |
0.0125 |
121.4% |
0.0304 |
| ATR |
0.0116 |
0.0124 |
0.0008 |
6.9% |
0.0000 |
| Volume |
45,844 |
57,130 |
11,286 |
24.6% |
181,572 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2608 |
1.2486 |
1.2032 |
|
| R3 |
1.2380 |
1.2258 |
1.1970 |
|
| R2 |
1.2152 |
1.2152 |
1.1949 |
|
| R1 |
1.2030 |
1.2030 |
1.1928 |
1.1977 |
| PP |
1.1924 |
1.1924 |
1.1924 |
1.1898 |
| S1 |
1.1802 |
1.1802 |
1.1886 |
1.1749 |
| S2 |
1.1696 |
1.1696 |
1.1865 |
|
| S3 |
1.1468 |
1.1574 |
1.1844 |
|
| S4 |
1.1240 |
1.1346 |
1.1782 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2827 |
1.2691 |
1.2113 |
|
| R3 |
1.2523 |
1.2387 |
1.2030 |
|
| R2 |
1.2219 |
1.2219 |
1.2002 |
|
| R1 |
1.2083 |
1.2083 |
1.1974 |
1.2151 |
| PP |
1.1915 |
1.1915 |
1.1915 |
1.1950 |
| S1 |
1.1779 |
1.1779 |
1.1918 |
1.1847 |
| S2 |
1.1611 |
1.1611 |
1.1890 |
|
| S3 |
1.1307 |
1.1475 |
1.1862 |
|
| S4 |
1.1003 |
1.1171 |
1.1779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2091 |
1.1819 |
0.0272 |
2.3% |
0.0138 |
1.2% |
32% |
False |
True |
42,691 |
| 10 |
1.2091 |
1.1748 |
0.0343 |
2.9% |
0.0126 |
1.1% |
46% |
False |
False |
40,351 |
| 20 |
1.2091 |
1.1701 |
0.0390 |
3.3% |
0.0120 |
1.0% |
53% |
False |
False |
35,339 |
| 40 |
1.2091 |
1.1195 |
0.0896 |
7.5% |
0.0122 |
1.0% |
79% |
False |
False |
17,823 |
| 60 |
1.2091 |
1.0810 |
0.1281 |
10.8% |
0.0107 |
0.9% |
86% |
False |
False |
11,895 |
| 80 |
1.2091 |
1.0725 |
0.1366 |
11.5% |
0.0091 |
0.8% |
87% |
False |
False |
8,925 |
| 100 |
1.2091 |
1.0291 |
0.1800 |
15.1% |
0.0075 |
0.6% |
90% |
False |
False |
7,140 |
| 120 |
1.2091 |
1.0291 |
0.1800 |
15.1% |
0.0062 |
0.5% |
90% |
False |
False |
5,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3016 |
|
2.618 |
1.2644 |
|
1.618 |
1.2416 |
|
1.000 |
1.2275 |
|
0.618 |
1.2188 |
|
HIGH |
1.2047 |
|
0.618 |
1.1960 |
|
0.500 |
1.1933 |
|
0.382 |
1.1906 |
|
LOW |
1.1819 |
|
0.618 |
1.1678 |
|
1.000 |
1.1591 |
|
1.618 |
1.1450 |
|
2.618 |
1.1222 |
|
4.250 |
1.0850 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1933 |
1.1955 |
| PP |
1.1924 |
1.1939 |
| S1 |
1.1916 |
1.1923 |
|