CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1275 |
1.1324 |
0.0049 |
0.4% |
1.1160 |
| High |
1.1377 |
1.1400 |
0.0023 |
0.2% |
1.1377 |
| Low |
1.1275 |
1.1324 |
0.0049 |
0.4% |
1.1122 |
| Close |
1.1329 |
1.1362 |
0.0033 |
0.3% |
1.1329 |
| Range |
0.0102 |
0.0076 |
-0.0026 |
-25.5% |
0.0255 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
14 |
58 |
44 |
314.3% |
186 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1552 |
1.1404 |
|
| R3 |
1.1514 |
1.1476 |
1.1383 |
|
| R2 |
1.1438 |
1.1438 |
1.1376 |
|
| R1 |
1.1400 |
1.1400 |
1.1369 |
1.1419 |
| PP |
1.1362 |
1.1362 |
1.1362 |
1.1372 |
| S1 |
1.1324 |
1.1324 |
1.1355 |
1.1343 |
| S2 |
1.1286 |
1.1286 |
1.1348 |
|
| S3 |
1.1210 |
1.1248 |
1.1341 |
|
| S4 |
1.1134 |
1.1172 |
1.1320 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2041 |
1.1940 |
1.1469 |
|
| R3 |
1.1786 |
1.1685 |
1.1399 |
|
| R2 |
1.1531 |
1.1531 |
1.1376 |
|
| R1 |
1.1430 |
1.1430 |
1.1352 |
1.1481 |
| PP |
1.1276 |
1.1276 |
1.1276 |
1.1301 |
| S1 |
1.1175 |
1.1175 |
1.1306 |
1.1226 |
| S2 |
1.1021 |
1.1021 |
1.1282 |
|
| S3 |
1.0766 |
1.0920 |
1.1259 |
|
| S4 |
1.0511 |
1.0665 |
1.1189 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1400 |
1.1122 |
0.0278 |
2.4% |
0.0074 |
0.7% |
86% |
True |
False |
48 |
| 10 |
1.1400 |
1.1005 |
0.0395 |
3.5% |
0.0064 |
0.6% |
90% |
True |
False |
38 |
| 20 |
1.1400 |
1.0725 |
0.0675 |
5.9% |
0.0061 |
0.5% |
94% |
True |
False |
27 |
| 40 |
1.1400 |
1.0696 |
0.0704 |
6.2% |
0.0044 |
0.4% |
95% |
True |
False |
18 |
| 60 |
1.1400 |
1.0291 |
0.1109 |
9.8% |
0.0031 |
0.3% |
97% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1723 |
|
2.618 |
1.1599 |
|
1.618 |
1.1523 |
|
1.000 |
1.1476 |
|
0.618 |
1.1447 |
|
HIGH |
1.1400 |
|
0.618 |
1.1371 |
|
0.500 |
1.1362 |
|
0.382 |
1.1353 |
|
LOW |
1.1324 |
|
0.618 |
1.1277 |
|
1.000 |
1.1248 |
|
1.618 |
1.1201 |
|
2.618 |
1.1125 |
|
4.250 |
1.1001 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1362 |
1.1332 |
| PP |
1.1362 |
1.1302 |
| S1 |
1.1362 |
1.1273 |
|