CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1361 |
1.1281 |
-0.0080 |
-0.7% |
1.1566 |
| High |
1.1387 |
1.1331 |
-0.0056 |
-0.5% |
1.1697 |
| Low |
1.1257 |
1.1230 |
-0.0027 |
-0.2% |
1.1366 |
| Close |
1.1263 |
1.1301 |
0.0038 |
0.3% |
1.1382 |
| Range |
0.0130 |
0.0101 |
-0.0029 |
-22.3% |
0.0331 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
41,529 |
37,527 |
-4,002 |
-9.6% |
216,851 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1547 |
1.1357 |
|
| R3 |
1.1489 |
1.1446 |
1.1329 |
|
| R2 |
1.1388 |
1.1388 |
1.1320 |
|
| R1 |
1.1345 |
1.1345 |
1.1310 |
1.1367 |
| PP |
1.1287 |
1.1287 |
1.1287 |
1.1298 |
| S1 |
1.1244 |
1.1244 |
1.1292 |
1.1266 |
| S2 |
1.1186 |
1.1186 |
1.1282 |
|
| S3 |
1.1085 |
1.1143 |
1.1273 |
|
| S4 |
1.0984 |
1.1042 |
1.1245 |
|
|
| 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 |
1.1529 |
1.1230 |
0.0299 |
2.6% |
0.0130 |
1.2% |
24% |
False |
True |
44,364 |
| 10 |
1.1697 |
1.1230 |
0.0467 |
4.1% |
0.0136 |
1.2% |
15% |
False |
True |
41,496 |
| 20 |
1.1697 |
1.1105 |
0.0592 |
5.2% |
0.0130 |
1.1% |
33% |
False |
False |
40,722 |
| 40 |
1.1697 |
1.0710 |
0.0987 |
8.7% |
0.0122 |
1.1% |
60% |
False |
False |
41,700 |
| 60 |
1.1697 |
1.0283 |
0.1414 |
12.5% |
0.0116 |
1.0% |
72% |
False |
False |
32,543 |
| 80 |
1.1697 |
1.0268 |
0.1429 |
12.6% |
0.0104 |
0.9% |
72% |
False |
False |
24,414 |
| 100 |
1.1697 |
1.0250 |
0.1447 |
12.8% |
0.0097 |
0.9% |
73% |
False |
False |
19,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1760 |
|
2.618 |
1.1595 |
|
1.618 |
1.1494 |
|
1.000 |
1.1432 |
|
0.618 |
1.1393 |
|
HIGH |
1.1331 |
|
0.618 |
1.1292 |
|
0.500 |
1.1281 |
|
0.382 |
1.1269 |
|
LOW |
1.1230 |
|
0.618 |
1.1168 |
|
1.000 |
1.1129 |
|
1.618 |
1.1067 |
|
2.618 |
1.0966 |
|
4.250 |
1.0801 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1294 |
1.1359 |
| PP |
1.1287 |
1.1340 |
| S1 |
1.1281 |
1.1320 |
|