CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1613 |
1.1614 |
0.0001 |
0.0% |
1.1303 |
| High |
1.1697 |
1.1690 |
-0.0007 |
-0.1% |
1.1596 |
| Low |
1.1562 |
1.1477 |
-0.0085 |
-0.7% |
1.1273 |
| Close |
1.1633 |
1.1492 |
-0.0141 |
-1.2% |
1.1581 |
| Range |
0.0135 |
0.0213 |
0.0078 |
57.8% |
0.0323 |
| ATR |
0.0122 |
0.0128 |
0.0007 |
5.3% |
0.0000 |
| Volume |
38,536 |
42,918 |
4,382 |
11.4% |
192,471 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2192 |
1.2055 |
1.1609 |
|
| R3 |
1.1979 |
1.1842 |
1.1551 |
|
| R2 |
1.1766 |
1.1766 |
1.1531 |
|
| R1 |
1.1629 |
1.1629 |
1.1512 |
1.1591 |
| PP |
1.1553 |
1.1553 |
1.1553 |
1.1534 |
| S1 |
1.1416 |
1.1416 |
1.1472 |
1.1378 |
| S2 |
1.1340 |
1.1340 |
1.1453 |
|
| S3 |
1.1127 |
1.1203 |
1.1433 |
|
| S4 |
1.0914 |
1.0990 |
1.1375 |
|
|
| 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 |
1.1697 |
1.1434 |
0.0263 |
2.3% |
0.0143 |
1.2% |
22% |
False |
False |
38,629 |
| 10 |
1.1697 |
1.1249 |
0.0448 |
3.9% |
0.0144 |
1.3% |
54% |
False |
False |
39,531 |
| 20 |
1.1697 |
1.0872 |
0.0825 |
7.2% |
0.0122 |
1.1% |
75% |
False |
False |
40,152 |
| 40 |
1.1697 |
1.0687 |
0.1010 |
8.8% |
0.0120 |
1.0% |
80% |
False |
False |
42,446 |
| 60 |
1.1697 |
1.0268 |
0.1429 |
12.4% |
0.0112 |
1.0% |
86% |
False |
False |
28,850 |
| 80 |
1.1697 |
1.0250 |
0.1447 |
12.6% |
0.0102 |
0.9% |
86% |
False |
False |
21,643 |
| 100 |
1.1697 |
1.0250 |
0.1447 |
12.6% |
0.0093 |
0.8% |
86% |
False |
False |
17,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2595 |
|
2.618 |
1.2248 |
|
1.618 |
1.2035 |
|
1.000 |
1.1903 |
|
0.618 |
1.1822 |
|
HIGH |
1.1690 |
|
0.618 |
1.1609 |
|
0.500 |
1.1584 |
|
0.382 |
1.1558 |
|
LOW |
1.1477 |
|
0.618 |
1.1345 |
|
1.000 |
1.1264 |
|
1.618 |
1.1132 |
|
2.618 |
1.0919 |
|
4.250 |
1.0572 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1584 |
1.1587 |
| PP |
1.1553 |
1.1555 |
| S1 |
1.1523 |
1.1524 |
|