CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 29-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2011 |
29-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1501 |
1.1531 |
0.0030 |
0.3% |
1.1324 |
| High |
1.1501 |
1.1595 |
0.0094 |
0.8% |
1.1595 |
| Low |
1.1432 |
1.1531 |
0.0099 |
0.9% |
1.1324 |
| Close |
1.1463 |
1.1586 |
0.0123 |
1.1% |
1.1586 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-7.2% |
0.0271 |
| ATR |
0.0085 |
0.0089 |
0.0003 |
3.9% |
0.0000 |
| Volume |
44 |
51 |
7 |
15.9% |
214 |
|
| Daily Pivots for day following 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1763 |
1.1738 |
1.1621 |
|
| R3 |
1.1699 |
1.1674 |
1.1604 |
|
| R2 |
1.1635 |
1.1635 |
1.1598 |
|
| R1 |
1.1610 |
1.1610 |
1.1592 |
1.1623 |
| PP |
1.1571 |
1.1571 |
1.1571 |
1.1577 |
| S1 |
1.1546 |
1.1546 |
1.1580 |
1.1559 |
| S2 |
1.1507 |
1.1507 |
1.1574 |
|
| S3 |
1.1443 |
1.1482 |
1.1568 |
|
| S4 |
1.1379 |
1.1418 |
1.1551 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2315 |
1.2221 |
1.1735 |
|
| R3 |
1.2044 |
1.1950 |
1.1661 |
|
| R2 |
1.1773 |
1.1773 |
1.1636 |
|
| R1 |
1.1679 |
1.1679 |
1.1611 |
1.1726 |
| PP |
1.1502 |
1.1502 |
1.1502 |
1.1525 |
| S1 |
1.1408 |
1.1408 |
1.1561 |
1.1455 |
| S2 |
1.1231 |
1.1231 |
1.1536 |
|
| S3 |
1.0960 |
1.1137 |
1.1511 |
|
| S4 |
1.0689 |
1.0866 |
1.1437 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1595 |
1.1324 |
0.0271 |
2.3% |
0.0098 |
0.8% |
97% |
True |
False |
42 |
| 10 |
1.1595 |
1.1122 |
0.0473 |
4.1% |
0.0079 |
0.7% |
98% |
True |
False |
42 |
| 20 |
1.1595 |
1.0725 |
0.0870 |
7.5% |
0.0070 |
0.6% |
99% |
True |
False |
30 |
| 40 |
1.1595 |
1.0696 |
0.0899 |
7.8% |
0.0054 |
0.5% |
99% |
True |
False |
22 |
| 60 |
1.1595 |
1.0291 |
0.1304 |
11.3% |
0.0038 |
0.3% |
99% |
True |
False |
15 |
| 80 |
1.1595 |
1.0291 |
0.1304 |
11.3% |
0.0029 |
0.2% |
99% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1867 |
|
2.618 |
1.1763 |
|
1.618 |
1.1699 |
|
1.000 |
1.1659 |
|
0.618 |
1.1635 |
|
HIGH |
1.1595 |
|
0.618 |
1.1571 |
|
0.500 |
1.1563 |
|
0.382 |
1.1555 |
|
LOW |
1.1531 |
|
0.618 |
1.1491 |
|
1.000 |
1.1467 |
|
1.618 |
1.1427 |
|
2.618 |
1.1363 |
|
4.250 |
1.1259 |
|
|
| Fisher Pivots for day following 29-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1578 |
1.1549 |
| PP |
1.1571 |
1.1511 |
| S1 |
1.1563 |
1.1474 |
|