CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1463 |
1.1361 |
-0.0102 |
-0.9% |
1.1566 |
| High |
1.1488 |
1.1387 |
-0.0101 |
-0.9% |
1.1697 |
| Low |
1.1334 |
1.1257 |
-0.0077 |
-0.7% |
1.1366 |
| Close |
1.1353 |
1.1263 |
-0.0090 |
-0.8% |
1.1382 |
| Range |
0.0154 |
0.0130 |
-0.0024 |
-15.6% |
0.0331 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
0.0% |
0.0000 |
| Volume |
46,673 |
41,529 |
-5,144 |
-11.0% |
216,851 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1692 |
1.1608 |
1.1335 |
|
| R3 |
1.1562 |
1.1478 |
1.1299 |
|
| R2 |
1.1432 |
1.1432 |
1.1287 |
|
| R1 |
1.1348 |
1.1348 |
1.1275 |
1.1325 |
| PP |
1.1302 |
1.1302 |
1.1302 |
1.1291 |
| S1 |
1.1218 |
1.1218 |
1.1251 |
1.1195 |
| S2 |
1.1172 |
1.1172 |
1.1239 |
|
| S3 |
1.1042 |
1.1088 |
1.1227 |
|
| S4 |
1.0912 |
1.0958 |
1.1192 |
|
|
| 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 |
1.1690 |
1.1257 |
0.0433 |
3.8% |
0.0153 |
1.4% |
1% |
False |
True |
45,442 |
| 10 |
1.1697 |
1.1257 |
0.0440 |
3.9% |
0.0136 |
1.2% |
1% |
False |
True |
42,920 |
| 20 |
1.1697 |
1.1105 |
0.0592 |
5.3% |
0.0129 |
1.1% |
27% |
False |
False |
41,669 |
| 40 |
1.1697 |
1.0710 |
0.0987 |
8.8% |
0.0123 |
1.1% |
56% |
False |
False |
42,675 |
| 60 |
1.1697 |
1.0283 |
0.1414 |
12.6% |
0.0116 |
1.0% |
69% |
False |
False |
31,918 |
| 80 |
1.1697 |
1.0268 |
0.1429 |
12.7% |
0.0105 |
0.9% |
70% |
False |
False |
23,945 |
| 100 |
1.1697 |
1.0250 |
0.1447 |
12.8% |
0.0098 |
0.9% |
70% |
False |
False |
19,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1940 |
|
2.618 |
1.1727 |
|
1.618 |
1.1597 |
|
1.000 |
1.1517 |
|
0.618 |
1.1467 |
|
HIGH |
1.1387 |
|
0.618 |
1.1337 |
|
0.500 |
1.1322 |
|
0.382 |
1.1307 |
|
LOW |
1.1257 |
|
0.618 |
1.1177 |
|
1.000 |
1.1127 |
|
1.618 |
1.1047 |
|
2.618 |
1.0917 |
|
4.250 |
1.0705 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1322 |
1.1373 |
| PP |
1.1302 |
1.1336 |
| S1 |
1.1283 |
1.1300 |
|