CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 29-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1427 |
1.1449 |
0.0022 |
0.2% |
1.1303 |
High |
1.1510 |
1.1596 |
0.0086 |
0.7% |
1.1596 |
Low |
1.1418 |
1.1434 |
0.0016 |
0.1% |
1.1273 |
Close |
1.1458 |
1.1581 |
0.0123 |
1.1% |
1.1581 |
Range |
0.0092 |
0.0162 |
0.0070 |
76.1% |
0.0323 |
ATR |
0.0121 |
0.0124 |
0.0003 |
2.4% |
0.0000 |
Volume |
51,763 |
34,618 |
-17,145 |
-33.1% |
192,471 |
|
Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2023 |
1.1964 |
1.1670 |
|
R3 |
1.1861 |
1.1802 |
1.1626 |
|
R2 |
1.1699 |
1.1699 |
1.1611 |
|
R1 |
1.1640 |
1.1640 |
1.1596 |
1.1670 |
PP |
1.1537 |
1.1537 |
1.1537 |
1.1552 |
S1 |
1.1478 |
1.1478 |
1.1566 |
1.1508 |
S2 |
1.1375 |
1.1375 |
1.1551 |
|
S3 |
1.1213 |
1.1316 |
1.1536 |
|
S4 |
1.1051 |
1.1154 |
1.1492 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2452 |
1.2340 |
1.1759 |
|
R3 |
1.2129 |
1.2017 |
1.1670 |
|
R2 |
1.1806 |
1.1806 |
1.1640 |
|
R1 |
1.1694 |
1.1694 |
1.1611 |
1.1750 |
PP |
1.1483 |
1.1483 |
1.1483 |
1.1512 |
S1 |
1.1371 |
1.1371 |
1.1551 |
1.1427 |
S2 |
1.1160 |
1.1160 |
1.1522 |
|
S3 |
1.0837 |
1.1048 |
1.1492 |
|
S4 |
1.0514 |
1.0725 |
1.1403 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1596 |
1.1273 |
0.0323 |
2.8% |
0.0149 |
1.3% |
95% |
True |
False |
38,494 |
10 |
1.1596 |
1.1105 |
0.0491 |
4.2% |
0.0130 |
1.1% |
97% |
True |
False |
39,515 |
20 |
1.1596 |
1.0710 |
0.0886 |
7.7% |
0.0122 |
1.1% |
98% |
True |
False |
40,975 |
40 |
1.1596 |
1.0680 |
0.0916 |
7.9% |
0.0116 |
1.0% |
98% |
True |
False |
39,220 |
60 |
1.1596 |
1.0268 |
0.1328 |
11.5% |
0.0109 |
0.9% |
99% |
True |
False |
26,210 |
80 |
1.1596 |
1.0250 |
0.1346 |
11.6% |
0.0099 |
0.9% |
99% |
True |
False |
19,662 |
100 |
1.1596 |
1.0153 |
0.1443 |
12.5% |
0.0087 |
0.8% |
99% |
True |
False |
15,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2285 |
2.618 |
1.2020 |
1.618 |
1.1858 |
1.000 |
1.1758 |
0.618 |
1.1696 |
HIGH |
1.1596 |
0.618 |
1.1534 |
0.500 |
1.1515 |
0.382 |
1.1496 |
LOW |
1.1434 |
0.618 |
1.1334 |
1.000 |
1.1272 |
1.618 |
1.1172 |
2.618 |
1.1010 |
4.250 |
1.0746 |
|
|
Fisher Pivots for day following 29-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1559 |
1.1540 |
PP |
1.1537 |
1.1500 |
S1 |
1.1515 |
1.1459 |
|