CME Swiss Franc Future December 2011
| 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 |
|
|
|
| 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 |
|