CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1281 |
1.1308 |
0.0027 |
0.2% |
1.1406 |
| High |
1.1331 |
1.1369 |
0.0038 |
0.3% |
1.1488 |
| Low |
1.1230 |
1.1177 |
-0.0053 |
-0.5% |
1.1177 |
| Close |
1.1301 |
1.1211 |
-0.0090 |
-0.8% |
1.1211 |
| Range |
0.0101 |
0.0192 |
0.0091 |
90.1% |
0.0311 |
| ATR |
0.0129 |
0.0133 |
0.0005 |
3.5% |
0.0000 |
| Volume |
37,527 |
41,449 |
3,922 |
10.5% |
204,949 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1828 |
1.1712 |
1.1317 |
|
| R3 |
1.1636 |
1.1520 |
1.1264 |
|
| R2 |
1.1444 |
1.1444 |
1.1246 |
|
| R1 |
1.1328 |
1.1328 |
1.1229 |
1.1290 |
| PP |
1.1252 |
1.1252 |
1.1252 |
1.1234 |
| S1 |
1.1136 |
1.1136 |
1.1193 |
1.1098 |
| S2 |
1.1060 |
1.1060 |
1.1176 |
|
| S3 |
1.0868 |
1.0944 |
1.1158 |
|
| S4 |
1.0676 |
1.0752 |
1.1105 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2225 |
1.2029 |
1.1382 |
|
| R3 |
1.1914 |
1.1718 |
1.1297 |
|
| R2 |
1.1603 |
1.1603 |
1.1268 |
|
| R1 |
1.1407 |
1.1407 |
1.1240 |
1.1350 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1263 |
| S1 |
1.1096 |
1.1096 |
1.1182 |
1.1039 |
| S2 |
1.0981 |
1.0981 |
1.1154 |
|
| S3 |
1.0670 |
1.0785 |
1.1125 |
|
| S4 |
1.0359 |
1.0474 |
1.1040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1488 |
1.1177 |
0.0311 |
2.8% |
0.0136 |
1.2% |
11% |
False |
True |
40,989 |
| 10 |
1.1697 |
1.1177 |
0.0520 |
4.6% |
0.0139 |
1.2% |
7% |
False |
True |
42,180 |
| 20 |
1.1697 |
1.1105 |
0.0592 |
5.3% |
0.0135 |
1.2% |
18% |
False |
False |
40,847 |
| 40 |
1.1697 |
1.0710 |
0.0987 |
8.8% |
0.0123 |
1.1% |
51% |
False |
False |
41,140 |
| 60 |
1.1697 |
1.0428 |
0.1269 |
11.3% |
0.0116 |
1.0% |
62% |
False |
False |
33,233 |
| 80 |
1.1697 |
1.0268 |
0.1429 |
12.7% |
0.0107 |
1.0% |
66% |
False |
False |
24,932 |
| 100 |
1.1697 |
1.0250 |
0.1447 |
12.9% |
0.0099 |
0.9% |
66% |
False |
False |
19,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2185 |
|
2.618 |
1.1872 |
|
1.618 |
1.1680 |
|
1.000 |
1.1561 |
|
0.618 |
1.1488 |
|
HIGH |
1.1369 |
|
0.618 |
1.1296 |
|
0.500 |
1.1273 |
|
0.382 |
1.1250 |
|
LOW |
1.1177 |
|
0.618 |
1.1058 |
|
1.000 |
1.0985 |
|
1.618 |
1.0866 |
|
2.618 |
1.0674 |
|
4.250 |
1.0361 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1273 |
1.1282 |
| PP |
1.1252 |
1.1258 |
| S1 |
1.1232 |
1.1235 |
|