CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1306 |
1.1362 |
0.0056 |
0.5% |
1.1406 |
| High |
1.1370 |
1.1386 |
0.0016 |
0.1% |
1.1488 |
| Low |
1.1259 |
1.1308 |
0.0049 |
0.4% |
1.1177 |
| Close |
1.1358 |
1.1348 |
-0.0010 |
-0.1% |
1.1211 |
| Range |
0.0111 |
0.0078 |
-0.0033 |
-29.7% |
0.0311 |
| ATR |
0.0134 |
0.0130 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
33,077 |
40,640 |
7,563 |
22.9% |
204,949 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1581 |
1.1543 |
1.1391 |
|
| R3 |
1.1503 |
1.1465 |
1.1369 |
|
| R2 |
1.1425 |
1.1425 |
1.1362 |
|
| R1 |
1.1387 |
1.1387 |
1.1355 |
1.1367 |
| PP |
1.1347 |
1.1347 |
1.1347 |
1.1338 |
| S1 |
1.1309 |
1.1309 |
1.1341 |
1.1289 |
| S2 |
1.1269 |
1.1269 |
1.1334 |
|
| S3 |
1.1191 |
1.1231 |
1.1327 |
|
| S4 |
1.1113 |
1.1153 |
1.1305 |
|
|
| 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 |
1.1386 |
1.1177 |
0.0209 |
1.8% |
0.0132 |
1.2% |
82% |
True |
False |
37,957 |
| 10 |
1.1690 |
1.1177 |
0.0513 |
4.5% |
0.0142 |
1.3% |
33% |
False |
False |
41,699 |
| 20 |
1.1697 |
1.1115 |
0.0582 |
5.1% |
0.0140 |
1.2% |
40% |
False |
False |
40,339 |
| 40 |
1.1697 |
1.0710 |
0.0987 |
8.7% |
0.0126 |
1.1% |
65% |
False |
False |
40,573 |
| 60 |
1.1697 |
1.0666 |
0.1031 |
9.1% |
0.0116 |
1.0% |
66% |
False |
False |
35,073 |
| 80 |
1.1697 |
1.0268 |
0.1429 |
12.6% |
0.0110 |
1.0% |
76% |
False |
False |
26,317 |
| 100 |
1.1697 |
1.0250 |
0.1447 |
12.8% |
0.0103 |
0.9% |
76% |
False |
False |
21,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1718 |
|
2.618 |
1.1590 |
|
1.618 |
1.1512 |
|
1.000 |
1.1464 |
|
0.618 |
1.1434 |
|
HIGH |
1.1386 |
|
0.618 |
1.1356 |
|
0.500 |
1.1347 |
|
0.382 |
1.1338 |
|
LOW |
1.1308 |
|
0.618 |
1.1260 |
|
1.000 |
1.1230 |
|
1.618 |
1.1182 |
|
2.618 |
1.1104 |
|
4.250 |
1.0977 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1348 |
1.1328 |
| PP |
1.1347 |
1.1308 |
| S1 |
1.1347 |
1.1288 |
|