CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1518 |
1.1501 |
-0.0017 |
-0.1% |
1.1160 |
| High |
1.1532 |
1.1501 |
-0.0031 |
-0.3% |
1.1377 |
| Low |
1.1352 |
1.1432 |
0.0080 |
0.7% |
1.1122 |
| Close |
1.1416 |
1.1463 |
0.0047 |
0.4% |
1.1329 |
| Range |
0.0180 |
0.0069 |
-0.0111 |
-61.7% |
0.0255 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.0% |
0.0000 |
| Volume |
41 |
44 |
3 |
7.3% |
186 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1672 |
1.1637 |
1.1501 |
|
| R3 |
1.1603 |
1.1568 |
1.1482 |
|
| R2 |
1.1534 |
1.1534 |
1.1476 |
|
| R1 |
1.1499 |
1.1499 |
1.1469 |
1.1482 |
| PP |
1.1465 |
1.1465 |
1.1465 |
1.1457 |
| S1 |
1.1430 |
1.1430 |
1.1457 |
1.1413 |
| S2 |
1.1396 |
1.1396 |
1.1450 |
|
| S3 |
1.1327 |
1.1361 |
1.1444 |
|
| S4 |
1.1258 |
1.1292 |
1.1425 |
|
|
| 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 |
1.1532 |
1.1275 |
0.0257 |
2.2% |
0.0106 |
0.9% |
73% |
False |
False |
35 |
| 10 |
1.1532 |
1.1122 |
0.0410 |
3.6% |
0.0079 |
0.7% |
83% |
False |
False |
39 |
| 20 |
1.1532 |
1.0725 |
0.0807 |
7.0% |
0.0069 |
0.6% |
91% |
False |
False |
30 |
| 40 |
1.1532 |
1.0696 |
0.0836 |
7.3% |
0.0052 |
0.5% |
92% |
False |
False |
20 |
| 60 |
1.1532 |
1.0291 |
0.1241 |
10.8% |
0.0037 |
0.3% |
94% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1682 |
|
1.618 |
1.1613 |
|
1.000 |
1.1570 |
|
0.618 |
1.1544 |
|
HIGH |
1.1501 |
|
0.618 |
1.1475 |
|
0.500 |
1.1467 |
|
0.382 |
1.1458 |
|
LOW |
1.1432 |
|
0.618 |
1.1389 |
|
1.000 |
1.1363 |
|
1.618 |
1.1320 |
|
2.618 |
1.1251 |
|
4.250 |
1.1139 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1467 |
1.1454 |
| PP |
1.1465 |
1.1444 |
| S1 |
1.1464 |
1.1435 |
|