CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 23-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1349 |
1.1397 |
0.0048 |
0.4% |
1.1206 |
High |
1.1418 |
1.1420 |
0.0002 |
0.0% |
1.1418 |
Low |
1.1329 |
1.1312 |
-0.0017 |
-0.2% |
1.1205 |
Close |
1.1410 |
1.1337 |
-0.0073 |
-0.6% |
1.1410 |
Range |
0.0089 |
0.0108 |
0.0019 |
21.3% |
0.0213 |
ATR |
0.0105 |
0.0105 |
0.0000 |
0.2% |
0.0000 |
Volume |
152 |
152 |
0 |
0.0% |
573 |
|
Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1680 |
1.1617 |
1.1396 |
|
R3 |
1.1572 |
1.1509 |
1.1367 |
|
R2 |
1.1464 |
1.1464 |
1.1357 |
|
R1 |
1.1401 |
1.1401 |
1.1347 |
1.1379 |
PP |
1.1356 |
1.1356 |
1.1356 |
1.1345 |
S1 |
1.1293 |
1.1293 |
1.1327 |
1.1271 |
S2 |
1.1248 |
1.1248 |
1.1317 |
|
S3 |
1.1140 |
1.1185 |
1.1307 |
|
S4 |
1.1032 |
1.1077 |
1.1278 |
|
|
Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1983 |
1.1910 |
1.1527 |
|
R3 |
1.1770 |
1.1697 |
1.1469 |
|
R2 |
1.1557 |
1.1557 |
1.1449 |
|
R1 |
1.1484 |
1.1484 |
1.1430 |
1.1521 |
PP |
1.1344 |
1.1344 |
1.1344 |
1.1363 |
S1 |
1.1271 |
1.1271 |
1.1390 |
1.1308 |
S2 |
1.1131 |
1.1131 |
1.1371 |
|
S3 |
1.0918 |
1.1058 |
1.1351 |
|
S4 |
1.0705 |
1.0845 |
1.1293 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1420 |
1.1279 |
0.0141 |
1.2% |
0.0097 |
0.9% |
41% |
True |
False |
129 |
10 |
1.1476 |
1.1195 |
0.0281 |
2.5% |
0.0114 |
1.0% |
51% |
False |
False |
109 |
20 |
1.1700 |
1.1195 |
0.0505 |
4.5% |
0.0111 |
1.0% |
28% |
False |
False |
97 |
40 |
1.1700 |
1.0725 |
0.0975 |
8.6% |
0.0086 |
0.8% |
63% |
False |
False |
62 |
60 |
1.1700 |
1.0696 |
0.1004 |
8.9% |
0.0066 |
0.6% |
64% |
False |
False |
44 |
80 |
1.1700 |
1.0291 |
0.1409 |
12.4% |
0.0051 |
0.5% |
74% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1879 |
2.618 |
1.1703 |
1.618 |
1.1595 |
1.000 |
1.1528 |
0.618 |
1.1487 |
HIGH |
1.1420 |
0.618 |
1.1379 |
0.500 |
1.1366 |
0.382 |
1.1353 |
LOW |
1.1312 |
0.618 |
1.1245 |
1.000 |
1.1204 |
1.618 |
1.1137 |
2.618 |
1.1029 |
4.250 |
1.0853 |
|
|
Fisher Pivots for day following 23-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1366 |
1.1350 |
PP |
1.1356 |
1.1345 |
S1 |
1.1347 |
1.1341 |
|