CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2007 |
1.1870 |
-0.0137 |
-1.1% |
1.1971 |
| High |
1.2035 |
1.1870 |
-0.0165 |
-1.4% |
1.2100 |
| Low |
1.1831 |
1.1789 |
-0.0042 |
-0.4% |
1.1789 |
| Close |
1.1917 |
1.1800 |
-0.0117 |
-1.0% |
1.1800 |
| Range |
0.0204 |
0.0081 |
-0.0123 |
-60.3% |
0.0311 |
| ATR |
0.0093 |
0.0095 |
0.0003 |
2.7% |
0.0000 |
| Volume |
16 |
21 |
5 |
31.3% |
98 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2063 |
1.2012 |
1.1845 |
|
| R3 |
1.1982 |
1.1931 |
1.1822 |
|
| R2 |
1.1901 |
1.1901 |
1.1815 |
|
| R1 |
1.1850 |
1.1850 |
1.1807 |
1.1835 |
| PP |
1.1820 |
1.1820 |
1.1820 |
1.1812 |
| S1 |
1.1769 |
1.1769 |
1.1793 |
1.1754 |
| S2 |
1.1739 |
1.1739 |
1.1785 |
|
| S3 |
1.1658 |
1.1688 |
1.1778 |
|
| S4 |
1.1577 |
1.1607 |
1.1755 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2829 |
1.2626 |
1.1971 |
|
| R3 |
1.2518 |
1.2315 |
1.1886 |
|
| R2 |
1.2207 |
1.2207 |
1.1857 |
|
| R1 |
1.2004 |
1.2004 |
1.1829 |
1.1950 |
| PP |
1.1896 |
1.1896 |
1.1896 |
1.1870 |
| S1 |
1.1693 |
1.1693 |
1.1771 |
1.1639 |
| S2 |
1.1585 |
1.1585 |
1.1743 |
|
| S3 |
1.1274 |
1.1382 |
1.1714 |
|
| S4 |
1.0963 |
1.1071 |
1.1629 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2100 |
1.1789 |
0.0311 |
2.6% |
0.0103 |
0.9% |
4% |
False |
True |
19 |
| 10 |
1.2100 |
1.1789 |
0.0311 |
2.6% |
0.0099 |
0.8% |
4% |
False |
True |
50 |
| 20 |
1.2100 |
1.1724 |
0.0376 |
3.2% |
0.0076 |
0.6% |
20% |
False |
False |
36 |
| 40 |
1.2100 |
1.1180 |
0.0920 |
7.8% |
0.0041 |
0.3% |
67% |
False |
False |
19 |
| 60 |
1.2100 |
1.0935 |
0.1165 |
9.9% |
0.0030 |
0.3% |
74% |
False |
False |
14 |
| 80 |
1.2100 |
1.0748 |
0.1352 |
11.5% |
0.0024 |
0.2% |
78% |
False |
False |
11 |
| 100 |
1.2100 |
1.0303 |
0.1797 |
15.2% |
0.0019 |
0.2% |
83% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2214 |
|
2.618 |
1.2082 |
|
1.618 |
1.2001 |
|
1.000 |
1.1951 |
|
0.618 |
1.1920 |
|
HIGH |
1.1870 |
|
0.618 |
1.1839 |
|
0.500 |
1.1830 |
|
0.382 |
1.1820 |
|
LOW |
1.1789 |
|
0.618 |
1.1739 |
|
1.000 |
1.1708 |
|
1.618 |
1.1658 |
|
2.618 |
1.1577 |
|
4.250 |
1.1445 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1830 |
1.1927 |
| PP |
1.1820 |
1.1885 |
| S1 |
1.1810 |
1.1842 |
|