CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1140 |
1.1145 |
0.0005 |
0.0% |
1.1005 |
| High |
1.1140 |
1.1251 |
0.0111 |
1.0% |
1.1233 |
| Low |
1.1122 |
1.1145 |
0.0023 |
0.2% |
1.1005 |
| Close |
1.1129 |
1.1257 |
0.0128 |
1.2% |
1.1204 |
| Range |
0.0018 |
0.0106 |
0.0088 |
488.9% |
0.0228 |
| ATR |
0.0069 |
0.0073 |
0.0004 |
5.5% |
0.0000 |
| Volume |
147 |
5 |
-142 |
-96.6% |
141 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1536 |
1.1502 |
1.1315 |
|
| R3 |
1.1430 |
1.1396 |
1.1286 |
|
| R2 |
1.1324 |
1.1324 |
1.1276 |
|
| R1 |
1.1290 |
1.1290 |
1.1267 |
1.1307 |
| PP |
1.1218 |
1.1218 |
1.1218 |
1.1226 |
| S1 |
1.1184 |
1.1184 |
1.1247 |
1.1201 |
| S2 |
1.1112 |
1.1112 |
1.1238 |
|
| S3 |
1.1006 |
1.1078 |
1.1228 |
|
| S4 |
1.0900 |
1.0972 |
1.1199 |
|
|
| 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 |
1.1251 |
1.1122 |
0.0129 |
1.1% |
0.0053 |
0.5% |
105% |
True |
False |
43 |
| 10 |
1.1251 |
1.0910 |
0.0341 |
3.0% |
0.0053 |
0.5% |
102% |
True |
False |
33 |
| 20 |
1.1251 |
1.0725 |
0.0526 |
4.7% |
0.0062 |
0.6% |
101% |
True |
False |
25 |
| 40 |
1.1251 |
1.0696 |
0.0555 |
4.9% |
0.0039 |
0.3% |
101% |
True |
False |
16 |
| 60 |
1.1251 |
1.0291 |
0.0960 |
8.5% |
0.0028 |
0.3% |
101% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1702 |
|
2.618 |
1.1529 |
|
1.618 |
1.1423 |
|
1.000 |
1.1357 |
|
0.618 |
1.1317 |
|
HIGH |
1.1251 |
|
0.618 |
1.1211 |
|
0.500 |
1.1198 |
|
0.382 |
1.1185 |
|
LOW |
1.1145 |
|
0.618 |
1.1079 |
|
1.000 |
1.1039 |
|
1.618 |
1.0973 |
|
2.618 |
1.0867 |
|
4.250 |
1.0695 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1237 |
1.1234 |
| PP |
1.1218 |
1.1210 |
| S1 |
1.1198 |
1.1187 |
|