CME Swiss Franc Future December 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 |
1.1890 |
1.1876 |
-0.0014 |
-0.1% |
1.1968 |
| High |
1.1890 |
1.1986 |
0.0096 |
0.8% |
1.1990 |
| Low |
1.1890 |
1.1845 |
-0.0045 |
-0.4% |
1.1870 |
| Close |
1.1890 |
1.1948 |
0.0058 |
0.5% |
1.1890 |
| Range |
0.0000 |
0.0141 |
0.0141 |
|
0.0120 |
| ATR |
0.0062 |
0.0067 |
0.0006 |
9.2% |
0.0000 |
| Volume |
4 |
7 |
3 |
75.0% |
135 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2349 |
1.2290 |
1.2026 |
|
| R3 |
1.2208 |
1.2149 |
1.1987 |
|
| R2 |
1.2067 |
1.2067 |
1.1974 |
|
| R1 |
1.2008 |
1.2008 |
1.1961 |
1.2038 |
| PP |
1.1926 |
1.1926 |
1.1926 |
1.1941 |
| S1 |
1.1867 |
1.1867 |
1.1935 |
1.1897 |
| S2 |
1.1785 |
1.1785 |
1.1922 |
|
| S3 |
1.1644 |
1.1726 |
1.1909 |
|
| S4 |
1.1503 |
1.1585 |
1.1870 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2277 |
1.2203 |
1.1956 |
|
| R3 |
1.2157 |
1.2083 |
1.1923 |
|
| R2 |
1.2037 |
1.2037 |
1.1912 |
|
| R1 |
1.1963 |
1.1963 |
1.1901 |
1.1940 |
| PP |
1.1917 |
1.1917 |
1.1917 |
1.1905 |
| S1 |
1.1843 |
1.1843 |
1.1879 |
1.1820 |
| S2 |
1.1797 |
1.1797 |
1.1868 |
|
| S3 |
1.1677 |
1.1723 |
1.1857 |
|
| S4 |
1.1557 |
1.1603 |
1.1824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1990 |
1.1845 |
0.0145 |
1.2% |
0.0040 |
0.3% |
71% |
False |
True |
13 |
| 10 |
1.2024 |
1.1766 |
0.0258 |
2.2% |
0.0031 |
0.3% |
71% |
False |
False |
14 |
| 20 |
1.2024 |
1.1180 |
0.0844 |
7.1% |
0.0016 |
0.1% |
91% |
False |
False |
8 |
| 40 |
1.2024 |
1.1133 |
0.0891 |
7.5% |
0.0011 |
0.1% |
91% |
False |
False |
6 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.1% |
0.0009 |
0.1% |
94% |
False |
False |
4 |
| 80 |
1.2024 |
1.0566 |
0.1458 |
12.2% |
0.0007 |
0.1% |
95% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2585 |
|
2.618 |
1.2355 |
|
1.618 |
1.2214 |
|
1.000 |
1.2127 |
|
0.618 |
1.2073 |
|
HIGH |
1.1986 |
|
0.618 |
1.1932 |
|
0.500 |
1.1916 |
|
0.382 |
1.1899 |
|
LOW |
1.1845 |
|
0.618 |
1.1758 |
|
1.000 |
1.1704 |
|
1.618 |
1.1617 |
|
2.618 |
1.1476 |
|
4.250 |
1.1246 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1937 |
1.1937 |
| PP |
1.1926 |
1.1926 |
| S1 |
1.1916 |
1.1916 |
|