CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1348 |
1.1384 |
0.0036 |
0.3% |
1.1191 |
| High |
1.1434 |
1.1422 |
-0.0012 |
-0.1% |
1.1434 |
| Low |
1.1292 |
1.1301 |
0.0009 |
0.1% |
1.1189 |
| Close |
1.1405 |
1.1330 |
-0.0075 |
-0.7% |
1.1405 |
| Range |
0.0142 |
0.0121 |
-0.0021 |
-14.8% |
0.0245 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
54,726 |
33,857 |
-20,869 |
-38.1% |
210,470 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1714 |
1.1643 |
1.1397 |
|
| R3 |
1.1593 |
1.1522 |
1.1363 |
|
| R2 |
1.1472 |
1.1472 |
1.1352 |
|
| R1 |
1.1401 |
1.1401 |
1.1341 |
1.1376 |
| PP |
1.1351 |
1.1351 |
1.1351 |
1.1339 |
| S1 |
1.1280 |
1.1280 |
1.1319 |
1.1255 |
| S2 |
1.1230 |
1.1230 |
1.1308 |
|
| S3 |
1.1109 |
1.1159 |
1.1297 |
|
| S4 |
1.0988 |
1.1038 |
1.1263 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.1986 |
1.1540 |
|
| R3 |
1.1833 |
1.1741 |
1.1472 |
|
| R2 |
1.1588 |
1.1588 |
1.1450 |
|
| R1 |
1.1496 |
1.1496 |
1.1427 |
1.1542 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1366 |
| S1 |
1.1251 |
1.1251 |
1.1383 |
1.1297 |
| S2 |
1.1098 |
1.1098 |
1.1360 |
|
| S3 |
1.0853 |
1.1006 |
1.1338 |
|
| S4 |
1.0608 |
1.0761 |
1.1270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1434 |
1.1259 |
0.0175 |
1.5% |
0.0120 |
1.1% |
41% |
False |
False |
41,447 |
| 10 |
1.1488 |
1.1177 |
0.0311 |
2.7% |
0.0135 |
1.2% |
49% |
False |
False |
41,150 |
| 20 |
1.1697 |
1.1177 |
0.0520 |
4.6% |
0.0139 |
1.2% |
29% |
False |
False |
40,510 |
| 40 |
1.1697 |
1.0710 |
0.0987 |
8.7% |
0.0126 |
1.1% |
63% |
False |
False |
41,038 |
| 60 |
1.1697 |
1.0680 |
0.1017 |
9.0% |
0.0119 |
1.0% |
64% |
False |
False |
37,285 |
| 80 |
1.1697 |
1.0268 |
0.1429 |
12.6% |
0.0112 |
1.0% |
74% |
False |
False |
27,985 |
| 100 |
1.1697 |
1.0250 |
0.1447 |
12.8% |
0.0105 |
0.9% |
75% |
False |
False |
22,392 |
| 120 |
1.1697 |
0.9990 |
0.1707 |
15.1% |
0.0091 |
0.8% |
79% |
False |
False |
18,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1936 |
|
2.618 |
1.1739 |
|
1.618 |
1.1618 |
|
1.000 |
1.1543 |
|
0.618 |
1.1497 |
|
HIGH |
1.1422 |
|
0.618 |
1.1376 |
|
0.500 |
1.1362 |
|
0.382 |
1.1347 |
|
LOW |
1.1301 |
|
0.618 |
1.1226 |
|
1.000 |
1.1180 |
|
1.618 |
1.1105 |
|
2.618 |
1.0984 |
|
4.250 |
1.0787 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1362 |
1.1348 |
| PP |
1.1351 |
1.1342 |
| S1 |
1.1341 |
1.1336 |
|