CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1204 |
1.1160 |
-0.0044 |
-0.4% |
1.1005 |
| High |
1.1204 |
1.1200 |
-0.0004 |
0.0% |
1.1233 |
| Low |
1.1204 |
1.1130 |
-0.0074 |
-0.7% |
1.1005 |
| Close |
1.1204 |
1.1160 |
-0.0044 |
-0.4% |
1.1204 |
| Range |
0.0000 |
0.0070 |
0.0070 |
|
0.0228 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.3% |
0.0000 |
| Volume |
20 |
20 |
0 |
0.0% |
141 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1373 |
1.1337 |
1.1199 |
|
| R3 |
1.1303 |
1.1267 |
1.1179 |
|
| R2 |
1.1233 |
1.1233 |
1.1173 |
|
| R1 |
1.1197 |
1.1197 |
1.1166 |
1.1195 |
| PP |
1.1163 |
1.1163 |
1.1163 |
1.1163 |
| S1 |
1.1127 |
1.1127 |
1.1154 |
1.1125 |
| S2 |
1.1093 |
1.1093 |
1.1147 |
|
| S3 |
1.1023 |
1.1057 |
1.1141 |
|
| S4 |
1.0953 |
1.0987 |
1.1122 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1831 |
1.1746 |
1.1329 |
|
| R3 |
1.1603 |
1.1518 |
1.1267 |
|
| R2 |
1.1375 |
1.1375 |
1.1246 |
|
| R1 |
1.1290 |
1.1290 |
1.1225 |
1.1333 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1169 |
| S1 |
1.1062 |
1.1062 |
1.1183 |
1.1105 |
| S2 |
1.0919 |
1.0919 |
1.1162 |
|
| S3 |
1.0691 |
1.0834 |
1.1141 |
|
| S4 |
1.0463 |
1.0606 |
1.1079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1233 |
1.1055 |
0.0178 |
1.6% |
0.0061 |
0.5% |
59% |
False |
False |
26 |
| 10 |
1.1233 |
1.0810 |
0.0423 |
3.8% |
0.0053 |
0.5% |
83% |
False |
False |
19 |
| 20 |
1.1233 |
1.0725 |
0.0508 |
4.6% |
0.0062 |
0.6% |
86% |
False |
False |
18 |
| 40 |
1.1233 |
1.0560 |
0.0673 |
6.0% |
0.0040 |
0.4% |
89% |
False |
False |
13 |
| 60 |
1.1233 |
1.0291 |
0.0942 |
8.4% |
0.0026 |
0.2% |
92% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1498 |
|
2.618 |
1.1383 |
|
1.618 |
1.1313 |
|
1.000 |
1.1270 |
|
0.618 |
1.1243 |
|
HIGH |
1.1200 |
|
0.618 |
1.1173 |
|
0.500 |
1.1165 |
|
0.382 |
1.1157 |
|
LOW |
1.1130 |
|
0.618 |
1.1087 |
|
1.000 |
1.1060 |
|
1.618 |
1.1017 |
|
2.618 |
1.0947 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1165 |
1.1182 |
| PP |
1.1163 |
1.1174 |
| S1 |
1.1162 |
1.1167 |
|