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CME Swiss Franc Future December 2011


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Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 1.1785 1.1814 0.0029 0.2% 1.1876
High 1.1846 1.1913 0.0067 0.6% 1.1986
Low 1.1785 1.1814 0.0029 0.2% 1.1724
Close 1.1806 1.1833 0.0027 0.2% 1.1806
Range 0.0061 0.0099 0.0038 62.3% 0.0262
ATR 0.0074 0.0076 0.0002 3.2% 0.0000
Volume 5 7 2 40.0% 93
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2150 1.2091 1.1887
R3 1.2051 1.1992 1.1860
R2 1.1952 1.1952 1.1851
R1 1.1893 1.1893 1.1842 1.1923
PP 1.1853 1.1853 1.1853 1.1868
S1 1.1794 1.1794 1.1824 1.1824
S2 1.1754 1.1754 1.1815
S3 1.1655 1.1695 1.1806
S4 1.1556 1.1596 1.1779
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 1.1971 1.1724 0.0247 2.1% 0.0089 0.7% 44% False False 18
10 1.1990 1.1724 0.0266 2.2% 0.0064 0.5% 41% False False 16
20 1.2024 1.1342 0.0682 5.8% 0.0038 0.3% 72% False False 12
40 1.2024 1.1180 0.0844 7.1% 0.0022 0.2% 77% False False 8
60 1.2024 1.0821 0.1203 10.2% 0.0017 0.1% 84% False False 6
80 1.2024 1.0705 0.1319 11.1% 0.0013 0.1% 86% False False 5
100 1.2024 1.0303 0.1721 14.5% 0.0010 0.1% 89% False False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2334
2.618 1.2172
1.618 1.2073
1.000 1.2012
0.618 1.1974
HIGH 1.1913
0.618 1.1875
0.500 1.1864
0.382 1.1852
LOW 1.1814
0.618 1.1753
1.000 1.1715
1.618 1.1654
2.618 1.1555
4.250 1.1393
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 1.1864 1.1842
PP 1.1853 1.1839
S1 1.1843 1.1836

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

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