CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1990 |
1.1969 |
-0.0021 |
-0.2% |
1.1767 |
| High |
1.1990 |
1.1980 |
-0.0010 |
-0.1% |
1.2024 |
| Low |
1.1990 |
1.1969 |
-0.0021 |
-0.2% |
1.1766 |
| Close |
1.1955 |
1.1962 |
0.0007 |
0.1% |
1.1974 |
| Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0258 |
| ATR |
0.0067 |
0.0064 |
-0.0003 |
-4.5% |
0.0000 |
| Volume |
42 |
10 |
-32 |
-76.2% |
7 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2003 |
1.1994 |
1.1968 |
|
| R3 |
1.1992 |
1.1983 |
1.1965 |
|
| R2 |
1.1981 |
1.1981 |
1.1964 |
|
| R1 |
1.1972 |
1.1972 |
1.1963 |
1.1971 |
| PP |
1.1970 |
1.1970 |
1.1970 |
1.1970 |
| S1 |
1.1961 |
1.1961 |
1.1961 |
1.1960 |
| S2 |
1.1959 |
1.1959 |
1.1960 |
|
| S3 |
1.1948 |
1.1950 |
1.1959 |
|
| S4 |
1.1937 |
1.1939 |
1.1956 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2695 |
1.2593 |
1.2116 |
|
| R3 |
1.2437 |
1.2335 |
1.2045 |
|
| R2 |
1.2179 |
1.2179 |
1.2021 |
|
| R1 |
1.2077 |
1.2077 |
1.1998 |
1.2128 |
| PP |
1.1921 |
1.1921 |
1.1921 |
1.1947 |
| S1 |
1.1819 |
1.1819 |
1.1950 |
1.1870 |
| S2 |
1.1663 |
1.1663 |
1.1927 |
|
| S3 |
1.1405 |
1.1561 |
1.1903 |
|
| S4 |
1.1147 |
1.1303 |
1.1832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2024 |
1.1853 |
0.0171 |
1.4% |
0.0024 |
0.2% |
64% |
False |
False |
25 |
| 10 |
1.2024 |
1.1477 |
0.0547 |
4.6% |
0.0012 |
0.1% |
89% |
False |
False |
13 |
| 20 |
1.2024 |
1.1180 |
0.0844 |
7.1% |
0.0007 |
0.1% |
93% |
False |
False |
7 |
| 40 |
1.2024 |
1.1133 |
0.0891 |
7.4% |
0.0006 |
0.1% |
93% |
False |
False |
5 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.1% |
0.0006 |
0.1% |
95% |
False |
False |
4 |
| 80 |
1.2024 |
1.0340 |
0.1684 |
14.1% |
0.0005 |
0.0% |
96% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2027 |
|
2.618 |
1.2009 |
|
1.618 |
1.1998 |
|
1.000 |
1.1991 |
|
0.618 |
1.1987 |
|
HIGH |
1.1980 |
|
0.618 |
1.1976 |
|
0.500 |
1.1975 |
|
0.382 |
1.1973 |
|
LOW |
1.1969 |
|
0.618 |
1.1962 |
|
1.000 |
1.1958 |
|
1.618 |
1.1951 |
|
2.618 |
1.1940 |
|
4.250 |
1.1922 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1975 |
1.1979 |
| PP |
1.1970 |
1.1973 |
| S1 |
1.1966 |
1.1968 |
|