CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2027 |
1.2007 |
-0.0020 |
-0.2% |
1.1814 |
| High |
1.2065 |
1.2035 |
-0.0030 |
-0.2% |
1.2060 |
| Low |
1.1970 |
1.1831 |
-0.0139 |
-1.2% |
1.1814 |
| Close |
1.1999 |
1.1917 |
-0.0082 |
-0.7% |
1.1959 |
| Range |
0.0095 |
0.0204 |
0.0109 |
114.7% |
0.0246 |
| ATR |
0.0084 |
0.0093 |
0.0009 |
10.1% |
0.0000 |
| Volume |
16 |
16 |
0 |
0.0% |
405 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2540 |
1.2432 |
1.2029 |
|
| R3 |
1.2336 |
1.2228 |
1.1973 |
|
| R2 |
1.2132 |
1.2132 |
1.1954 |
|
| R1 |
1.2024 |
1.2024 |
1.1936 |
1.1976 |
| PP |
1.1928 |
1.1928 |
1.1928 |
1.1904 |
| S1 |
1.1820 |
1.1820 |
1.1898 |
1.1772 |
| S2 |
1.1724 |
1.1724 |
1.1880 |
|
| S3 |
1.1520 |
1.1616 |
1.1861 |
|
| S4 |
1.1316 |
1.1412 |
1.1805 |
|
|
| 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 |
1.2100 |
1.1831 |
0.0269 |
2.3% |
0.0109 |
0.9% |
32% |
False |
True |
54 |
| 10 |
1.2100 |
1.1785 |
0.0315 |
2.6% |
0.0097 |
0.8% |
42% |
False |
False |
48 |
| 20 |
1.2100 |
1.1724 |
0.0376 |
3.2% |
0.0076 |
0.6% |
51% |
False |
False |
35 |
| 40 |
1.2100 |
1.1180 |
0.0920 |
7.7% |
0.0039 |
0.3% |
80% |
False |
False |
18 |
| 60 |
1.2100 |
1.0889 |
0.1211 |
10.2% |
0.0030 |
0.2% |
85% |
False |
False |
13 |
| 80 |
1.2100 |
1.0748 |
0.1352 |
11.3% |
0.0023 |
0.2% |
86% |
False |
False |
11 |
| 100 |
1.2100 |
1.0303 |
0.1797 |
15.1% |
0.0018 |
0.2% |
90% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2902 |
|
2.618 |
1.2569 |
|
1.618 |
1.2365 |
|
1.000 |
1.2239 |
|
0.618 |
1.2161 |
|
HIGH |
1.2035 |
|
0.618 |
1.1957 |
|
0.500 |
1.1933 |
|
0.382 |
1.1909 |
|
LOW |
1.1831 |
|
0.618 |
1.1705 |
|
1.000 |
1.1627 |
|
1.618 |
1.1501 |
|
2.618 |
1.1297 |
|
4.250 |
1.0964 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1933 |
1.1966 |
| PP |
1.1928 |
1.1949 |
| S1 |
1.1922 |
1.1933 |
|