CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2000 |
1.1971 |
-0.0029 |
-0.2% |
1.1814 |
| High |
1.2060 |
1.2015 |
-0.0045 |
-0.4% |
1.2060 |
| Low |
1.1947 |
1.1959 |
0.0012 |
0.1% |
1.1814 |
| Close |
1.1959 |
1.1976 |
0.0017 |
0.1% |
1.1959 |
| Range |
0.0113 |
0.0056 |
-0.0057 |
-50.4% |
0.0246 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
195 |
28 |
-167 |
-85.6% |
405 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2151 |
1.2120 |
1.2007 |
|
| R3 |
1.2095 |
1.2064 |
1.1991 |
|
| R2 |
1.2039 |
1.2039 |
1.1986 |
|
| R1 |
1.2008 |
1.2008 |
1.1981 |
1.2024 |
| PP |
1.1983 |
1.1983 |
1.1983 |
1.1991 |
| S1 |
1.1952 |
1.1952 |
1.1971 |
1.1968 |
| S2 |
1.1927 |
1.1927 |
1.1966 |
|
| S3 |
1.1871 |
1.1896 |
1.1961 |
|
| S4 |
1.1815 |
1.1840 |
1.1945 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2682 |
1.2567 |
1.2094 |
|
| R3 |
1.2436 |
1.2321 |
1.2027 |
|
| R2 |
1.2190 |
1.2190 |
1.2004 |
|
| R1 |
1.2075 |
1.2075 |
1.1982 |
1.2133 |
| PP |
1.1944 |
1.1944 |
1.1944 |
1.1973 |
| S1 |
1.1829 |
1.1829 |
1.1936 |
1.1887 |
| S2 |
1.1698 |
1.1698 |
1.1914 |
|
| S3 |
1.1452 |
1.1583 |
1.1891 |
|
| S4 |
1.1206 |
1.1337 |
1.1824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2060 |
1.1862 |
0.0198 |
1.7% |
0.0085 |
0.7% |
58% |
False |
False |
85 |
| 10 |
1.2060 |
1.1724 |
0.0336 |
2.8% |
0.0087 |
0.7% |
75% |
False |
False |
51 |
| 20 |
1.2060 |
1.1724 |
0.0336 |
2.8% |
0.0059 |
0.5% |
75% |
False |
False |
33 |
| 40 |
1.2060 |
1.1180 |
0.0880 |
7.3% |
0.0030 |
0.3% |
90% |
False |
False |
18 |
| 60 |
1.2060 |
1.0821 |
0.1239 |
10.3% |
0.0024 |
0.2% |
93% |
False |
False |
13 |
| 80 |
1.2060 |
1.0705 |
0.1355 |
11.3% |
0.0018 |
0.1% |
94% |
False |
False |
10 |
| 100 |
1.2060 |
1.0303 |
0.1757 |
14.7% |
0.0014 |
0.1% |
95% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2253 |
|
2.618 |
1.2162 |
|
1.618 |
1.2106 |
|
1.000 |
1.2071 |
|
0.618 |
1.2050 |
|
HIGH |
1.2015 |
|
0.618 |
1.1994 |
|
0.500 |
1.1987 |
|
0.382 |
1.1980 |
|
LOW |
1.1959 |
|
0.618 |
1.1924 |
|
1.000 |
1.1903 |
|
1.618 |
1.1868 |
|
2.618 |
1.1812 |
|
4.250 |
1.1721 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1987 |
1.1972 |
| PP |
1.1983 |
1.1969 |
| S1 |
1.1980 |
1.1965 |
|