CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1493 |
1.1406 |
-0.0087 |
-0.8% |
1.1566 |
| High |
1.1529 |
1.1484 |
-0.0045 |
-0.4% |
1.1697 |
| Low |
1.1366 |
1.1381 |
0.0015 |
0.1% |
1.1366 |
| Close |
1.1382 |
1.1462 |
0.0080 |
0.7% |
1.1382 |
| Range |
0.0163 |
0.0103 |
-0.0060 |
-36.8% |
0.0331 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
58,323 |
37,771 |
-20,552 |
-35.2% |
216,851 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1710 |
1.1519 |
|
| R3 |
1.1648 |
1.1607 |
1.1490 |
|
| R2 |
1.1545 |
1.1545 |
1.1481 |
|
| R1 |
1.1504 |
1.1504 |
1.1471 |
1.1525 |
| PP |
1.1442 |
1.1442 |
1.1442 |
1.1453 |
| S1 |
1.1401 |
1.1401 |
1.1453 |
1.1422 |
| S2 |
1.1339 |
1.1339 |
1.1443 |
|
| S3 |
1.1236 |
1.1298 |
1.1434 |
|
| S4 |
1.1133 |
1.1195 |
1.1405 |
|
|
| 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% |
0.0144 |
1.3% |
29% |
False |
False |
42,149 |
| 10 |
1.1697 |
1.1293 |
0.0404 |
3.5% |
0.0143 |
1.3% |
42% |
False |
False |
39,870 |
| 20 |
1.1697 |
1.0985 |
0.0712 |
6.2% |
0.0127 |
1.1% |
67% |
False |
False |
40,637 |
| 40 |
1.1697 |
1.0710 |
0.0987 |
8.6% |
0.0122 |
1.1% |
76% |
False |
False |
42,802 |
| 60 |
1.1697 |
1.0268 |
0.1429 |
12.5% |
0.0113 |
1.0% |
84% |
False |
False |
30,449 |
| 80 |
1.1697 |
1.0267 |
0.1430 |
12.5% |
0.0104 |
0.9% |
84% |
False |
False |
22,844 |
| 100 |
1.1697 |
1.0250 |
0.1447 |
12.6% |
0.0095 |
0.8% |
84% |
False |
False |
18,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1922 |
|
2.618 |
1.1754 |
|
1.618 |
1.1651 |
|
1.000 |
1.1587 |
|
0.618 |
1.1548 |
|
HIGH |
1.1484 |
|
0.618 |
1.1445 |
|
0.500 |
1.1433 |
|
0.382 |
1.1420 |
|
LOW |
1.1381 |
|
0.618 |
1.1317 |
|
1.000 |
1.1278 |
|
1.618 |
1.1214 |
|
2.618 |
1.1111 |
|
4.250 |
1.0943 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1528 |
| PP |
1.1442 |
1.1506 |
| S1 |
1.1433 |
1.1484 |
|