CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1120 |
1.1256 |
0.0136 |
1.2% |
1.1011 |
| High |
1.1272 |
1.1392 |
0.0120 |
1.1% |
1.1244 |
| Low |
1.1115 |
1.1249 |
0.0134 |
1.2% |
1.0985 |
| Close |
1.1253 |
1.1324 |
0.0071 |
0.6% |
1.1200 |
| Range |
0.0157 |
0.0143 |
-0.0014 |
-8.9% |
0.0259 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
2.2% |
0.0000 |
| Volume |
37,392 |
44,314 |
6,922 |
18.5% |
202,772 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1680 |
1.1403 |
|
| R3 |
1.1608 |
1.1537 |
1.1363 |
|
| R2 |
1.1465 |
1.1465 |
1.1350 |
|
| R1 |
1.1394 |
1.1394 |
1.1337 |
1.1430 |
| PP |
1.1322 |
1.1322 |
1.1322 |
1.1339 |
| S1 |
1.1251 |
1.1251 |
1.1311 |
1.1287 |
| S2 |
1.1179 |
1.1179 |
1.1298 |
|
| S3 |
1.1036 |
1.1108 |
1.1285 |
|
| S4 |
1.0893 |
1.0965 |
1.1245 |
|
|
| 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 |
1.1392 |
1.1105 |
0.0287 |
2.5% |
0.0111 |
1.0% |
76% |
True |
False |
40,536 |
| 10 |
1.1392 |
1.0912 |
0.0480 |
4.2% |
0.0109 |
1.0% |
86% |
True |
False |
40,306 |
| 20 |
1.1392 |
1.0710 |
0.0682 |
6.0% |
0.0114 |
1.0% |
90% |
True |
False |
40,982 |
| 40 |
1.1392 |
1.0680 |
0.0712 |
6.3% |
0.0108 |
0.9% |
90% |
True |
False |
34,472 |
| 60 |
1.1392 |
1.0268 |
0.1124 |
9.9% |
0.0102 |
0.9% |
94% |
True |
False |
23,004 |
| 80 |
1.1392 |
1.0250 |
0.1142 |
10.1% |
0.0095 |
0.8% |
94% |
True |
False |
17,258 |
| 100 |
1.1392 |
0.9990 |
0.1402 |
12.4% |
0.0080 |
0.7% |
95% |
True |
False |
13,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2000 |
|
2.618 |
1.1766 |
|
1.618 |
1.1623 |
|
1.000 |
1.1535 |
|
0.618 |
1.1480 |
|
HIGH |
1.1392 |
|
0.618 |
1.1337 |
|
0.500 |
1.1321 |
|
0.382 |
1.1304 |
|
LOW |
1.1249 |
|
0.618 |
1.1161 |
|
1.000 |
1.1106 |
|
1.618 |
1.1018 |
|
2.618 |
1.0875 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1299 |
| PP |
1.1322 |
1.1274 |
| S1 |
1.1321 |
1.1249 |
|