CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1145 |
1.1275 |
0.0130 |
1.2% |
1.1005 |
| High |
1.1251 |
1.1377 |
0.0126 |
1.1% |
1.1233 |
| Low |
1.1145 |
1.1275 |
0.0130 |
1.2% |
1.1005 |
| Close |
1.1257 |
1.1329 |
0.0072 |
0.6% |
1.1204 |
| Range |
0.0106 |
0.0102 |
-0.0004 |
-3.8% |
0.0228 |
| ATR |
0.0073 |
0.0076 |
0.0003 |
4.6% |
0.0000 |
| Volume |
5 |
14 |
9 |
180.0% |
141 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1633 |
1.1583 |
1.1385 |
|
| R3 |
1.1531 |
1.1481 |
1.1357 |
|
| R2 |
1.1429 |
1.1429 |
1.1348 |
|
| R1 |
1.1379 |
1.1379 |
1.1338 |
1.1404 |
| PP |
1.1327 |
1.1327 |
1.1327 |
1.1340 |
| S1 |
1.1277 |
1.1277 |
1.1320 |
1.1302 |
| S2 |
1.1225 |
1.1225 |
1.1310 |
|
| S3 |
1.1123 |
1.1175 |
1.1301 |
|
| S4 |
1.1021 |
1.1073 |
1.1273 |
|
|
| 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 |
1.1377 |
1.1122 |
0.0255 |
2.3% |
0.0059 |
0.5% |
81% |
True |
False |
41 |
| 10 |
1.1377 |
1.0950 |
0.0427 |
3.8% |
0.0061 |
0.5% |
89% |
True |
False |
33 |
| 20 |
1.1377 |
1.0725 |
0.0652 |
5.8% |
0.0062 |
0.6% |
93% |
True |
False |
25 |
| 40 |
1.1377 |
1.0696 |
0.0681 |
6.0% |
0.0042 |
0.4% |
93% |
True |
False |
17 |
| 60 |
1.1377 |
1.0291 |
0.1086 |
9.6% |
0.0030 |
0.3% |
96% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1811 |
|
2.618 |
1.1644 |
|
1.618 |
1.1542 |
|
1.000 |
1.1479 |
|
0.618 |
1.1440 |
|
HIGH |
1.1377 |
|
0.618 |
1.1338 |
|
0.500 |
1.1326 |
|
0.382 |
1.1314 |
|
LOW |
1.1275 |
|
0.618 |
1.1212 |
|
1.000 |
1.1173 |
|
1.618 |
1.1110 |
|
2.618 |
1.1008 |
|
4.250 |
1.0842 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1303 |
| PP |
1.1327 |
1.1276 |
| S1 |
1.1326 |
1.1250 |
|