CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1150 |
1.1164 |
0.0014 |
0.1% |
1.0853 |
| High |
1.1200 |
1.1233 |
0.0033 |
0.3% |
1.0997 |
| Low |
1.1132 |
1.1164 |
0.0032 |
0.3% |
1.0810 |
| Close |
1.1166 |
1.1213 |
0.0047 |
0.4% |
1.0997 |
| Range |
0.0068 |
0.0069 |
0.0001 |
1.5% |
0.0187 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
59 |
26 |
-33 |
-55.9% |
69 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1410 |
1.1381 |
1.1251 |
|
| R3 |
1.1341 |
1.1312 |
1.1232 |
|
| R2 |
1.1272 |
1.1272 |
1.1226 |
|
| R1 |
1.1243 |
1.1243 |
1.1219 |
1.1258 |
| PP |
1.1203 |
1.1203 |
1.1203 |
1.1211 |
| S1 |
1.1174 |
1.1174 |
1.1207 |
1.1189 |
| S2 |
1.1134 |
1.1134 |
1.1200 |
|
| S3 |
1.1065 |
1.1105 |
1.1194 |
|
| S4 |
1.0996 |
1.1036 |
1.1175 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1496 |
1.1433 |
1.1100 |
|
| R3 |
1.1309 |
1.1246 |
1.1048 |
|
| R2 |
1.1122 |
1.1122 |
1.1031 |
|
| R1 |
1.1059 |
1.1059 |
1.1014 |
1.1091 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0950 |
| S1 |
1.0872 |
1.0872 |
1.0980 |
1.0904 |
| S2 |
1.0748 |
1.0748 |
1.0963 |
|
| S3 |
1.0561 |
1.0685 |
1.0946 |
|
| S4 |
1.0374 |
1.0498 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1233 |
1.0950 |
0.0283 |
2.5% |
0.0063 |
0.6% |
93% |
True |
False |
25 |
| 10 |
1.1233 |
1.0725 |
0.0508 |
4.5% |
0.0062 |
0.6% |
96% |
True |
False |
19 |
| 20 |
1.1233 |
1.0725 |
0.0508 |
4.5% |
0.0061 |
0.5% |
96% |
True |
False |
17 |
| 40 |
1.1233 |
1.0550 |
0.0683 |
6.1% |
0.0038 |
0.3% |
97% |
True |
False |
12 |
| 60 |
1.1233 |
1.0291 |
0.0942 |
8.4% |
0.0025 |
0.2% |
98% |
True |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1414 |
|
1.618 |
1.1345 |
|
1.000 |
1.1302 |
|
0.618 |
1.1276 |
|
HIGH |
1.1233 |
|
0.618 |
1.1207 |
|
0.500 |
1.1199 |
|
0.382 |
1.1190 |
|
LOW |
1.1164 |
|
0.618 |
1.1121 |
|
1.000 |
1.1095 |
|
1.618 |
1.1052 |
|
2.618 |
1.0983 |
|
4.250 |
1.0871 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1208 |
1.1190 |
| PP |
1.1203 |
1.1167 |
| S1 |
1.1199 |
1.1144 |
|