CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 24-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1384 |
1.1317 |
-0.0067 |
-0.6% |
1.1191 |
High |
1.1422 |
1.1388 |
-0.0034 |
-0.3% |
1.1434 |
Low |
1.1301 |
1.1240 |
-0.0061 |
-0.5% |
1.1189 |
Close |
1.1330 |
1.1374 |
0.0044 |
0.4% |
1.1405 |
Range |
0.0121 |
0.0148 |
0.0027 |
22.3% |
0.0245 |
ATR |
0.0131 |
0.0133 |
0.0001 |
0.9% |
0.0000 |
Volume |
33,857 |
38,213 |
4,356 |
12.9% |
210,470 |
|
Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1778 |
1.1724 |
1.1455 |
|
R3 |
1.1630 |
1.1576 |
1.1415 |
|
R2 |
1.1482 |
1.1482 |
1.1401 |
|
R1 |
1.1428 |
1.1428 |
1.1388 |
1.1455 |
PP |
1.1334 |
1.1334 |
1.1334 |
1.1348 |
S1 |
1.1280 |
1.1280 |
1.1360 |
1.1307 |
S2 |
1.1186 |
1.1186 |
1.1347 |
|
S3 |
1.1038 |
1.1132 |
1.1333 |
|
S4 |
1.0890 |
1.0984 |
1.1293 |
|
|
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 |
1.1240 |
0.0194 |
1.7% |
0.0127 |
1.1% |
69% |
False |
True |
42,474 |
10 |
1.1434 |
1.1177 |
0.0257 |
2.3% |
0.0135 |
1.2% |
77% |
False |
False |
40,304 |
20 |
1.1697 |
1.1177 |
0.0520 |
4.6% |
0.0139 |
1.2% |
38% |
False |
False |
41,445 |
40 |
1.1697 |
1.0710 |
0.0987 |
8.7% |
0.0127 |
1.1% |
67% |
False |
False |
40,915 |
60 |
1.1697 |
1.0680 |
0.1017 |
8.9% |
0.0121 |
1.1% |
68% |
False |
False |
37,914 |
80 |
1.1697 |
1.0268 |
0.1429 |
12.6% |
0.0114 |
1.0% |
77% |
False |
False |
28,463 |
100 |
1.1697 |
1.0250 |
0.1447 |
12.7% |
0.0105 |
0.9% |
78% |
False |
False |
22,774 |
120 |
1.1697 |
1.0092 |
0.1605 |
14.1% |
0.0092 |
0.8% |
80% |
False |
False |
18,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2017 |
2.618 |
1.1775 |
1.618 |
1.1627 |
1.000 |
1.1536 |
0.618 |
1.1479 |
HIGH |
1.1388 |
0.618 |
1.1331 |
0.500 |
1.1314 |
0.382 |
1.1297 |
LOW |
1.1240 |
0.618 |
1.1149 |
1.000 |
1.1092 |
1.618 |
1.1001 |
2.618 |
1.0853 |
4.250 |
1.0611 |
|
|
Fisher Pivots for day following 24-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1354 |
1.1362 |
PP |
1.1334 |
1.1349 |
S1 |
1.1314 |
1.1337 |
|