CME Swiss Franc Future December 2011


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Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 1.1854 1.1770 -0.0084 -0.7% 1.1968
High 1.1854 1.1796 -0.0058 -0.5% 1.1990
Low 1.1724 1.1770 0.0046 0.4% 1.1870
Close 1.1737 1.1784 0.0047 0.4% 1.1890
Range 0.0130 0.0026 -0.0104 -80.0% 0.0120
ATR 0.0076 0.0075 -0.0001 -1.6% 0.0000
Volume 21 52 31 147.6% 135
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.1861 1.1849 1.1798
R3 1.1835 1.1823 1.1791
R2 1.1809 1.1809 1.1789
R1 1.1797 1.1797 1.1786 1.1803
PP 1.1783 1.1783 1.1783 1.1787
S1 1.1771 1.1771 1.1782 1.1777
S2 1.1757 1.1757 1.1779
S3 1.1731 1.1745 1.1777
S4 1.1705 1.1719 1.1770
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 1.1986 1.1724 0.0262 2.2% 0.0085 0.7% 23% False False 18
10 1.2024 1.1724 0.0300 2.5% 0.0055 0.5% 20% False False 22
20 1.2024 1.1342 0.0682 5.8% 0.0030 0.3% 65% False False 12
40 1.2024 1.1180 0.0844 7.2% 0.0018 0.2% 72% False False 7
60 1.2024 1.0821 0.1203 10.2% 0.0014 0.1% 80% False False 6
80 1.2024 1.0705 0.1319 11.2% 0.0011 0.1% 82% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1907
2.618 1.1864
1.618 1.1838
1.000 1.1822
0.618 1.1812
HIGH 1.1796
0.618 1.1786
0.500 1.1783
0.382 1.1780
LOW 1.1770
0.618 1.1754
1.000 1.1744
1.618 1.1728
2.618 1.1702
4.250 1.1660
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 1.1784 1.1848
PP 1.1783 1.1826
S1 1.1783 1.1805

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

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