CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1362 |
1.1346 |
-0.0016 |
-0.1% |
1.1406 |
High |
1.1386 |
1.1409 |
0.0023 |
0.2% |
1.1488 |
Low |
1.1308 |
1.1262 |
-0.0046 |
-0.4% |
1.1177 |
Close |
1.1348 |
1.1345 |
-0.0003 |
0.0% |
1.1211 |
Range |
0.0078 |
0.0147 |
0.0069 |
88.5% |
0.0311 |
ATR |
0.0130 |
0.0132 |
0.0001 |
0.9% |
0.0000 |
Volume |
40,640 |
44,935 |
4,295 |
10.6% |
204,949 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1780 |
1.1709 |
1.1426 |
|
R3 |
1.1633 |
1.1562 |
1.1385 |
|
R2 |
1.1486 |
1.1486 |
1.1372 |
|
R1 |
1.1415 |
1.1415 |
1.1358 |
1.1377 |
PP |
1.1339 |
1.1339 |
1.1339 |
1.1320 |
S1 |
1.1268 |
1.1268 |
1.1332 |
1.1230 |
S2 |
1.1192 |
1.1192 |
1.1318 |
|
S3 |
1.1045 |
1.1121 |
1.1305 |
|
S4 |
1.0898 |
1.0974 |
1.1264 |
|
|
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 |
1.1409 |
1.1177 |
0.0232 |
2.0% |
0.0141 |
1.2% |
72% |
True |
False |
39,438 |
10 |
1.1529 |
1.1177 |
0.0352 |
3.1% |
0.0136 |
1.2% |
48% |
False |
False |
41,901 |
20 |
1.1697 |
1.1177 |
0.0520 |
4.6% |
0.0140 |
1.2% |
32% |
False |
False |
40,716 |
40 |
1.1697 |
1.0710 |
0.0987 |
8.7% |
0.0126 |
1.1% |
64% |
False |
False |
40,923 |
60 |
1.1697 |
1.0680 |
0.1017 |
9.0% |
0.0118 |
1.0% |
65% |
False |
False |
35,819 |
80 |
1.1697 |
1.0268 |
0.1429 |
12.6% |
0.0110 |
1.0% |
75% |
False |
False |
26,879 |
100 |
1.1697 |
1.0250 |
0.1447 |
12.8% |
0.0104 |
0.9% |
76% |
False |
False |
21,506 |
120 |
1.1697 |
0.9990 |
0.1707 |
15.0% |
0.0089 |
0.8% |
79% |
False |
False |
17,923 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2034 |
2.618 |
1.1794 |
1.618 |
1.1647 |
1.000 |
1.1556 |
0.618 |
1.1500 |
HIGH |
1.1409 |
0.618 |
1.1353 |
0.500 |
1.1336 |
0.382 |
1.1318 |
LOW |
1.1262 |
0.618 |
1.1171 |
1.000 |
1.1115 |
1.618 |
1.1024 |
2.618 |
1.0877 |
4.250 |
1.0637 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1342 |
1.1341 |
PP |
1.1339 |
1.1338 |
S1 |
1.1336 |
1.1334 |
|