CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1933 |
1.1896 |
-0.0037 |
-0.3% |
1.1342 |
| High |
1.1933 |
1.1896 |
-0.0037 |
-0.3% |
1.1738 |
| Low |
1.1933 |
1.1853 |
-0.0080 |
-0.7% |
1.1342 |
| Close |
1.1888 |
1.1889 |
0.0001 |
0.0% |
1.1738 |
| Range |
0.0000 |
0.0043 |
0.0043 |
|
0.0396 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
12 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2008 |
1.1992 |
1.1913 |
|
| R3 |
1.1965 |
1.1949 |
1.1901 |
|
| R2 |
1.1922 |
1.1922 |
1.1897 |
|
| R1 |
1.1906 |
1.1906 |
1.1893 |
1.1893 |
| PP |
1.1879 |
1.1879 |
1.1879 |
1.1873 |
| S1 |
1.1863 |
1.1863 |
1.1885 |
1.1850 |
| S2 |
1.1836 |
1.1836 |
1.1881 |
|
| S3 |
1.1793 |
1.1820 |
1.1877 |
|
| S4 |
1.1750 |
1.1777 |
1.1865 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2794 |
1.2662 |
1.1956 |
|
| R3 |
1.2398 |
1.2266 |
1.1847 |
|
| R2 |
1.2002 |
1.2002 |
1.1811 |
|
| R1 |
1.1870 |
1.1870 |
1.1774 |
1.1936 |
| PP |
1.1606 |
1.1606 |
1.1606 |
1.1639 |
| S1 |
1.1474 |
1.1474 |
1.1702 |
1.1540 |
| S2 |
1.1210 |
1.1210 |
1.1665 |
|
| S3 |
1.0814 |
1.1078 |
1.1629 |
|
| S4 |
1.0418 |
1.0682 |
1.1520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1933 |
1.1562 |
0.0371 |
3.1% |
0.0009 |
0.1% |
88% |
False |
False |
1 |
| 10 |
1.1933 |
1.1342 |
0.0591 |
5.0% |
0.0004 |
0.0% |
93% |
False |
False |
1 |
| 20 |
1.1933 |
1.1180 |
0.0753 |
6.3% |
0.0003 |
0.0% |
94% |
False |
False |
2 |
| 40 |
1.1933 |
1.0889 |
0.1044 |
8.8% |
0.0007 |
0.1% |
96% |
False |
False |
2 |
| 60 |
1.1933 |
1.0748 |
0.1185 |
10.0% |
0.0005 |
0.0% |
96% |
False |
False |
3 |
| 80 |
1.1933 |
1.0303 |
0.1630 |
13.7% |
0.0004 |
0.0% |
97% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2079 |
|
2.618 |
1.2009 |
|
1.618 |
1.1966 |
|
1.000 |
1.1939 |
|
0.618 |
1.1923 |
|
HIGH |
1.1896 |
|
0.618 |
1.1880 |
|
0.500 |
1.1875 |
|
0.382 |
1.1869 |
|
LOW |
1.1853 |
|
0.618 |
1.1826 |
|
1.000 |
1.1810 |
|
1.618 |
1.1783 |
|
2.618 |
1.1740 |
|
4.250 |
1.1670 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1884 |
1.1876 |
| PP |
1.1879 |
1.1863 |
| S1 |
1.1875 |
1.1850 |
|