CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1770 |
1.1785 |
0.0015 |
0.1% |
1.1876 |
| High |
1.1796 |
1.1846 |
0.0050 |
0.4% |
1.1986 |
| Low |
1.1770 |
1.1785 |
0.0015 |
0.1% |
1.1724 |
| Close |
1.1784 |
1.1806 |
0.0022 |
0.2% |
1.1806 |
| Range |
0.0026 |
0.0061 |
0.0035 |
134.6% |
0.0262 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
52 |
5 |
-47 |
-90.4% |
93 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1995 |
1.1962 |
1.1840 |
|
| R3 |
1.1934 |
1.1901 |
1.1823 |
|
| R2 |
1.1873 |
1.1873 |
1.1817 |
|
| R1 |
1.1840 |
1.1840 |
1.1812 |
1.1857 |
| PP |
1.1812 |
1.1812 |
1.1812 |
1.1821 |
| S1 |
1.1779 |
1.1779 |
1.1800 |
1.1796 |
| S2 |
1.1751 |
1.1751 |
1.1795 |
|
| S3 |
1.1690 |
1.1718 |
1.1789 |
|
| S4 |
1.1629 |
1.1657 |
1.1772 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2625 |
1.2477 |
1.1950 |
|
| R3 |
1.2363 |
1.2215 |
1.1878 |
|
| R2 |
1.2101 |
1.2101 |
1.1854 |
|
| R1 |
1.1953 |
1.1953 |
1.1830 |
1.1896 |
| PP |
1.1839 |
1.1839 |
1.1839 |
1.1810 |
| S1 |
1.1691 |
1.1691 |
1.1782 |
1.1634 |
| S2 |
1.1577 |
1.1577 |
1.1758 |
|
| S3 |
1.1315 |
1.1429 |
1.1734 |
|
| S4 |
1.1053 |
1.1167 |
1.1662 |
|
|
| 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% |
0.0097 |
0.8% |
31% |
False |
False |
18 |
| 10 |
1.1990 |
1.1724 |
0.0266 |
2.3% |
0.0054 |
0.5% |
31% |
False |
False |
22 |
| 20 |
1.2024 |
1.1342 |
0.0682 |
5.8% |
0.0033 |
0.3% |
68% |
False |
False |
12 |
| 40 |
1.2024 |
1.1180 |
0.0844 |
7.1% |
0.0019 |
0.2% |
74% |
False |
False |
8 |
| 60 |
1.2024 |
1.0821 |
0.1203 |
10.2% |
0.0015 |
0.1% |
82% |
False |
False |
6 |
| 80 |
1.2024 |
1.0705 |
0.1319 |
11.2% |
0.0011 |
0.1% |
83% |
False |
False |
5 |
| 100 |
1.2024 |
1.0303 |
0.1721 |
14.6% |
0.0009 |
0.1% |
87% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2105 |
|
2.618 |
1.2006 |
|
1.618 |
1.1945 |
|
1.000 |
1.1907 |
|
0.618 |
1.1884 |
|
HIGH |
1.1846 |
|
0.618 |
1.1823 |
|
0.500 |
1.1816 |
|
0.382 |
1.1808 |
|
LOW |
1.1785 |
|
0.618 |
1.1747 |
|
1.000 |
1.1724 |
|
1.618 |
1.1686 |
|
2.618 |
1.1625 |
|
4.250 |
1.1526 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1816 |
1.1800 |
| PP |
1.1812 |
1.1795 |
| S1 |
1.1809 |
1.1789 |
|