CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 18-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1209 |
1.1207 |
-0.0002 |
0.0% |
1.1011 |
High |
1.1221 |
1.1233 |
0.0012 |
0.1% |
1.1244 |
Low |
1.1165 |
1.1112 |
-0.0053 |
-0.5% |
1.0985 |
Close |
1.1200 |
1.1155 |
-0.0045 |
-0.4% |
1.1200 |
Range |
0.0056 |
0.0121 |
0.0065 |
116.1% |
0.0259 |
ATR |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0000 |
Volume |
39,796 |
25,777 |
-14,019 |
-35.2% |
202,772 |
|
Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1530 |
1.1463 |
1.1222 |
|
R3 |
1.1409 |
1.1342 |
1.1188 |
|
R2 |
1.1288 |
1.1288 |
1.1177 |
|
R1 |
1.1221 |
1.1221 |
1.1166 |
1.1194 |
PP |
1.1167 |
1.1167 |
1.1167 |
1.1153 |
S1 |
1.1100 |
1.1100 |
1.1144 |
1.1073 |
S2 |
1.1046 |
1.1046 |
1.1133 |
|
S3 |
1.0925 |
1.0979 |
1.1122 |
|
S4 |
1.0804 |
1.0858 |
1.1088 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1920 |
1.1819 |
1.1342 |
|
R3 |
1.1661 |
1.1560 |
1.1271 |
|
R2 |
1.1402 |
1.1402 |
1.1247 |
|
R1 |
1.1301 |
1.1301 |
1.1224 |
1.1352 |
PP |
1.1143 |
1.1143 |
1.1143 |
1.1168 |
S1 |
1.1042 |
1.1042 |
1.1176 |
1.1093 |
S2 |
1.0884 |
1.0884 |
1.1153 |
|
S3 |
1.0625 |
1.0783 |
1.1129 |
|
S4 |
1.0366 |
1.0524 |
1.1058 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1244 |
1.1021 |
0.0223 |
2.0% |
0.0104 |
0.9% |
60% |
False |
False |
37,977 |
10 |
1.1244 |
1.0760 |
0.0484 |
4.3% |
0.0105 |
0.9% |
82% |
False |
False |
38,264 |
20 |
1.1244 |
1.0710 |
0.0534 |
4.8% |
0.0110 |
1.0% |
83% |
False |
False |
39,719 |
40 |
1.1244 |
1.0555 |
0.0689 |
6.2% |
0.0106 |
0.9% |
87% |
False |
False |
31,057 |
60 |
1.1244 |
1.0268 |
0.0976 |
8.7% |
0.0099 |
0.9% |
91% |
False |
False |
20,720 |
80 |
1.1244 |
1.0250 |
0.0994 |
8.9% |
0.0092 |
0.8% |
91% |
False |
False |
15,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1747 |
2.618 |
1.1550 |
1.618 |
1.1429 |
1.000 |
1.1354 |
0.618 |
1.1308 |
HIGH |
1.1233 |
0.618 |
1.1187 |
0.500 |
1.1173 |
0.382 |
1.1158 |
LOW |
1.1112 |
0.618 |
1.1037 |
1.000 |
1.0991 |
1.618 |
1.0916 |
2.618 |
1.0795 |
4.250 |
1.0598 |
|
|
Fisher Pivots for day following 18-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1173 |
1.1178 |
PP |
1.1167 |
1.1170 |
S1 |
1.1161 |
1.1163 |
|