CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 26-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1303 |
1.1350 |
0.0047 |
0.4% |
1.1207 |
High |
1.1403 |
1.1438 |
0.0035 |
0.3% |
1.1392 |
Low |
1.1273 |
1.1293 |
0.0020 |
0.2% |
1.1105 |
Close |
1.1357 |
1.1396 |
0.0039 |
0.3% |
1.1324 |
Range |
0.0130 |
0.0145 |
0.0015 |
11.5% |
0.0287 |
ATR |
0.0113 |
0.0116 |
0.0002 |
2.0% |
0.0000 |
Volume |
48,388 |
19,504 |
-28,884 |
-59.7% |
162,885 |
|
Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1811 |
1.1748 |
1.1476 |
|
R3 |
1.1666 |
1.1603 |
1.1436 |
|
R2 |
1.1521 |
1.1521 |
1.1423 |
|
R1 |
1.1458 |
1.1458 |
1.1409 |
1.1490 |
PP |
1.1376 |
1.1376 |
1.1376 |
1.1391 |
S1 |
1.1313 |
1.1313 |
1.1383 |
1.1345 |
S2 |
1.1231 |
1.1231 |
1.1369 |
|
S3 |
1.1086 |
1.1168 |
1.1356 |
|
S4 |
1.0941 |
1.1023 |
1.1316 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2135 |
1.2016 |
1.1482 |
|
R3 |
1.1848 |
1.1729 |
1.1403 |
|
R2 |
1.1561 |
1.1561 |
1.1377 |
|
R1 |
1.1442 |
1.1442 |
1.1350 |
1.1502 |
PP |
1.1274 |
1.1274 |
1.1274 |
1.1303 |
S1 |
1.1155 |
1.1155 |
1.1298 |
1.1215 |
S2 |
1.0987 |
1.0987 |
1.1271 |
|
S3 |
1.0700 |
1.0868 |
1.1245 |
|
S4 |
1.0413 |
1.0581 |
1.1166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1438 |
1.1105 |
0.0333 |
2.9% |
0.0130 |
1.1% |
87% |
True |
False |
41,000 |
10 |
1.1438 |
1.1021 |
0.0417 |
3.7% |
0.0117 |
1.0% |
90% |
True |
False |
39,488 |
20 |
1.1438 |
1.0710 |
0.0728 |
6.4% |
0.0114 |
1.0% |
94% |
True |
False |
40,385 |
40 |
1.1438 |
1.0680 |
0.0758 |
6.7% |
0.0111 |
1.0% |
94% |
True |
False |
36,149 |
60 |
1.1438 |
1.0268 |
0.1170 |
10.3% |
0.0106 |
0.9% |
96% |
True |
False |
24,135 |
80 |
1.1438 |
1.0250 |
0.1188 |
10.4% |
0.0097 |
0.8% |
96% |
True |
False |
18,106 |
100 |
1.1438 |
1.0092 |
0.1346 |
11.8% |
0.0083 |
0.7% |
97% |
True |
False |
14,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2054 |
2.618 |
1.1818 |
1.618 |
1.1673 |
1.000 |
1.1583 |
0.618 |
1.1528 |
HIGH |
1.1438 |
0.618 |
1.1383 |
0.500 |
1.1366 |
0.382 |
1.1348 |
LOW |
1.1293 |
0.618 |
1.1203 |
1.000 |
1.1148 |
1.618 |
1.1058 |
2.618 |
1.0913 |
4.250 |
1.0677 |
|
|
Fisher Pivots for day following 26-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1386 |
1.1379 |
PP |
1.1376 |
1.1361 |
S1 |
1.1366 |
1.1344 |
|