CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1191 |
1.1306 |
0.0115 |
1.0% |
1.1406 |
High |
1.1365 |
1.1370 |
0.0005 |
0.0% |
1.1488 |
Low |
1.1189 |
1.1259 |
0.0070 |
0.6% |
1.1177 |
Close |
1.1323 |
1.1358 |
0.0035 |
0.3% |
1.1211 |
Range |
0.0176 |
0.0111 |
-0.0065 |
-36.9% |
0.0311 |
ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.3% |
0.0000 |
Volume |
37,092 |
33,077 |
-4,015 |
-10.8% |
204,949 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1662 |
1.1621 |
1.1419 |
|
R3 |
1.1551 |
1.1510 |
1.1389 |
|
R2 |
1.1440 |
1.1440 |
1.1378 |
|
R1 |
1.1399 |
1.1399 |
1.1368 |
1.1420 |
PP |
1.1329 |
1.1329 |
1.1329 |
1.1339 |
S1 |
1.1288 |
1.1288 |
1.1348 |
1.1309 |
S2 |
1.1218 |
1.1218 |
1.1338 |
|
S3 |
1.1107 |
1.1177 |
1.1327 |
|
S4 |
1.0996 |
1.1066 |
1.1297 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2225 |
1.2029 |
1.1382 |
|
R3 |
1.1914 |
1.1718 |
1.1297 |
|
R2 |
1.1603 |
1.1603 |
1.1268 |
|
R1 |
1.1407 |
1.1407 |
1.1240 |
1.1350 |
PP |
1.1292 |
1.1292 |
1.1292 |
1.1263 |
S1 |
1.1096 |
1.1096 |
1.1182 |
1.1039 |
S2 |
1.0981 |
1.0981 |
1.1154 |
|
S3 |
1.0670 |
1.0785 |
1.1125 |
|
S4 |
1.0359 |
1.0474 |
1.1040 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1387 |
1.1177 |
0.0210 |
1.8% |
0.0142 |
1.3% |
86% |
False |
False |
38,134 |
10 |
1.1697 |
1.1177 |
0.0520 |
4.6% |
0.0148 |
1.3% |
35% |
False |
False |
41,489 |
20 |
1.1697 |
1.1105 |
0.0592 |
5.2% |
0.0140 |
1.2% |
43% |
False |
False |
41,077 |
40 |
1.1697 |
1.0710 |
0.0987 |
8.7% |
0.0125 |
1.1% |
66% |
False |
False |
40,398 |
60 |
1.1697 |
1.0555 |
0.1142 |
10.1% |
0.0117 |
1.0% |
70% |
False |
False |
34,397 |
80 |
1.1697 |
1.0268 |
0.1429 |
12.6% |
0.0109 |
1.0% |
76% |
False |
False |
25,809 |
100 |
1.1697 |
1.0250 |
0.1447 |
12.7% |
0.0102 |
0.9% |
77% |
False |
False |
20,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1842 |
2.618 |
1.1661 |
1.618 |
1.1550 |
1.000 |
1.1481 |
0.618 |
1.1439 |
HIGH |
1.1370 |
0.618 |
1.1328 |
0.500 |
1.1315 |
0.382 |
1.1301 |
LOW |
1.1259 |
0.618 |
1.1190 |
1.000 |
1.1148 |
1.618 |
1.1079 |
2.618 |
1.0968 |
4.250 |
1.0787 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1344 |
1.1330 |
PP |
1.1329 |
1.1302 |
S1 |
1.1315 |
1.1274 |
|