CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 06-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1614 |
1.1493 |
-0.0121 |
-1.0% |
1.1566 |
High |
1.1690 |
1.1529 |
-0.0161 |
-1.4% |
1.1697 |
Low |
1.1477 |
1.1366 |
-0.0111 |
-1.0% |
1.1366 |
Close |
1.1492 |
1.1382 |
-0.0110 |
-1.0% |
1.1382 |
Range |
0.0213 |
0.0163 |
-0.0050 |
-23.5% |
0.0331 |
ATR |
0.0128 |
0.0131 |
0.0002 |
1.9% |
0.0000 |
Volume |
42,918 |
58,323 |
15,405 |
35.9% |
216,851 |
|
Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1915 |
1.1811 |
1.1472 |
|
R3 |
1.1752 |
1.1648 |
1.1427 |
|
R2 |
1.1589 |
1.1589 |
1.1412 |
|
R1 |
1.1485 |
1.1485 |
1.1397 |
1.1456 |
PP |
1.1426 |
1.1426 |
1.1426 |
1.1411 |
S1 |
1.1322 |
1.1322 |
1.1367 |
1.1293 |
S2 |
1.1263 |
1.1263 |
1.1352 |
|
S3 |
1.1100 |
1.1159 |
1.1337 |
|
S4 |
1.0937 |
1.0996 |
1.1292 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2475 |
1.2259 |
1.1564 |
|
R3 |
1.2144 |
1.1928 |
1.1473 |
|
R2 |
1.1813 |
1.1813 |
1.1443 |
|
R1 |
1.1597 |
1.1597 |
1.1412 |
1.1540 |
PP |
1.1482 |
1.1482 |
1.1482 |
1.1453 |
S1 |
1.1266 |
1.1266 |
1.1352 |
1.1209 |
S2 |
1.1151 |
1.1151 |
1.1321 |
|
S3 |
1.0820 |
1.0935 |
1.1291 |
|
S4 |
1.0489 |
1.0604 |
1.1200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1697 |
1.1366 |
0.0331 |
2.9% |
0.0143 |
1.3% |
5% |
False |
True |
43,370 |
10 |
1.1697 |
1.1273 |
0.0424 |
3.7% |
0.0146 |
1.3% |
26% |
False |
False |
40,932 |
20 |
1.1697 |
1.0912 |
0.0785 |
6.9% |
0.0128 |
1.1% |
60% |
False |
False |
40,619 |
40 |
1.1697 |
1.0691 |
0.1006 |
8.8% |
0.0122 |
1.1% |
69% |
False |
False |
43,181 |
60 |
1.1697 |
1.0268 |
0.1429 |
12.6% |
0.0113 |
1.0% |
78% |
False |
False |
29,821 |
80 |
1.1697 |
1.0267 |
0.1430 |
12.6% |
0.0103 |
0.9% |
78% |
False |
False |
22,372 |
100 |
1.1697 |
1.0250 |
0.1447 |
12.7% |
0.0095 |
0.8% |
78% |
False |
False |
17,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2222 |
2.618 |
1.1956 |
1.618 |
1.1793 |
1.000 |
1.1692 |
0.618 |
1.1630 |
HIGH |
1.1529 |
0.618 |
1.1467 |
0.500 |
1.1448 |
0.382 |
1.1428 |
LOW |
1.1366 |
0.618 |
1.1265 |
1.000 |
1.1203 |
1.618 |
1.1102 |
2.618 |
1.0939 |
4.250 |
1.0673 |
|
|
Fisher Pivots for day following 06-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1448 |
1.1532 |
PP |
1.1426 |
1.1482 |
S1 |
1.1404 |
1.1432 |
|