CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1406 |
1.1463 |
0.0057 |
0.5% |
1.1566 |
High |
1.1484 |
1.1488 |
0.0004 |
0.0% |
1.1697 |
Low |
1.1381 |
1.1334 |
-0.0047 |
-0.4% |
1.1366 |
Close |
1.1462 |
1.1353 |
-0.0109 |
-1.0% |
1.1382 |
Range |
0.0103 |
0.0154 |
0.0051 |
49.5% |
0.0331 |
ATR |
0.0129 |
0.0131 |
0.0002 |
1.4% |
0.0000 |
Volume |
37,771 |
46,673 |
8,902 |
23.6% |
216,851 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1854 |
1.1757 |
1.1438 |
|
R3 |
1.1700 |
1.1603 |
1.1395 |
|
R2 |
1.1546 |
1.1546 |
1.1381 |
|
R1 |
1.1449 |
1.1449 |
1.1367 |
1.1421 |
PP |
1.1392 |
1.1392 |
1.1392 |
1.1377 |
S1 |
1.1295 |
1.1295 |
1.1339 |
1.1267 |
S2 |
1.1238 |
1.1238 |
1.1325 |
|
S3 |
1.1084 |
1.1141 |
1.1311 |
|
S4 |
1.0930 |
1.0987 |
1.1268 |
|
|
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 |
1.1334 |
0.0363 |
3.2% |
0.0154 |
1.4% |
5% |
False |
True |
44,844 |
10 |
1.1697 |
1.1322 |
0.0375 |
3.3% |
0.0144 |
1.3% |
8% |
False |
False |
42,587 |
20 |
1.1697 |
1.1021 |
0.0676 |
6.0% |
0.0131 |
1.2% |
49% |
False |
False |
41,037 |
40 |
1.1697 |
1.0710 |
0.0987 |
8.7% |
0.0123 |
1.1% |
65% |
False |
False |
42,627 |
60 |
1.1697 |
1.0275 |
0.1422 |
12.5% |
0.0114 |
1.0% |
76% |
False |
False |
31,227 |
80 |
1.1697 |
1.0268 |
0.1429 |
12.6% |
0.0104 |
0.9% |
76% |
False |
False |
23,427 |
100 |
1.1697 |
1.0250 |
0.1447 |
12.7% |
0.0097 |
0.9% |
76% |
False |
False |
18,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2143 |
2.618 |
1.1891 |
1.618 |
1.1737 |
1.000 |
1.1642 |
0.618 |
1.1583 |
HIGH |
1.1488 |
0.618 |
1.1429 |
0.500 |
1.1411 |
0.382 |
1.1393 |
LOW |
1.1334 |
0.618 |
1.1239 |
1.000 |
1.1180 |
1.618 |
1.1085 |
2.618 |
1.0931 |
4.250 |
1.0680 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1411 |
1.1432 |
PP |
1.1392 |
1.1405 |
S1 |
1.1372 |
1.1379 |
|