CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 16-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1308 |
1.1191 |
-0.0117 |
-1.0% |
1.1406 |
High |
1.1369 |
1.1365 |
-0.0004 |
0.0% |
1.1488 |
Low |
1.1177 |
1.1189 |
0.0012 |
0.1% |
1.1177 |
Close |
1.1211 |
1.1323 |
0.0112 |
1.0% |
1.1211 |
Range |
0.0192 |
0.0176 |
-0.0016 |
-8.3% |
0.0311 |
ATR |
0.0133 |
0.0136 |
0.0003 |
2.3% |
0.0000 |
Volume |
41,449 |
37,092 |
-4,357 |
-10.5% |
204,949 |
|
Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1820 |
1.1748 |
1.1420 |
|
R3 |
1.1644 |
1.1572 |
1.1371 |
|
R2 |
1.1468 |
1.1468 |
1.1355 |
|
R1 |
1.1396 |
1.1396 |
1.1339 |
1.1432 |
PP |
1.1292 |
1.1292 |
1.1292 |
1.1311 |
S1 |
1.1220 |
1.1220 |
1.1307 |
1.1256 |
S2 |
1.1116 |
1.1116 |
1.1291 |
|
S3 |
1.0940 |
1.1044 |
1.1275 |
|
S4 |
1.0764 |
1.0868 |
1.1226 |
|
|
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 |
2.7% |
0.0151 |
1.3% |
47% |
False |
False |
40,854 |
10 |
1.1697 |
1.1177 |
0.0520 |
4.6% |
0.0147 |
1.3% |
28% |
False |
False |
41,501 |
20 |
1.1697 |
1.1105 |
0.0592 |
5.2% |
0.0141 |
1.2% |
37% |
False |
False |
40,712 |
40 |
1.1697 |
1.0710 |
0.0987 |
8.7% |
0.0124 |
1.1% |
62% |
False |
False |
40,771 |
60 |
1.1697 |
1.0497 |
0.1200 |
10.6% |
0.0117 |
1.0% |
69% |
False |
False |
33,847 |
80 |
1.1697 |
1.0268 |
0.1429 |
12.6% |
0.0108 |
1.0% |
74% |
False |
False |
25,396 |
100 |
1.1697 |
1.0250 |
0.1447 |
12.8% |
0.0101 |
0.9% |
74% |
False |
False |
20,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2113 |
2.618 |
1.1826 |
1.618 |
1.1650 |
1.000 |
1.1541 |
0.618 |
1.1474 |
HIGH |
1.1365 |
0.618 |
1.1298 |
0.500 |
1.1277 |
0.382 |
1.1256 |
LOW |
1.1189 |
0.618 |
1.1080 |
1.000 |
1.1013 |
1.618 |
1.0904 |
2.618 |
1.0728 |
4.250 |
1.0441 |
|
|
Fisher Pivots for day following 16-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1308 |
1.1306 |
PP |
1.1292 |
1.1290 |
S1 |
1.1277 |
1.1273 |
|