CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1531 |
1.1557 |
0.0026 |
0.2% |
1.1324 |
| High |
1.1595 |
1.1596 |
0.0001 |
0.0% |
1.1595 |
| Low |
1.1531 |
1.1518 |
-0.0013 |
-0.1% |
1.1324 |
| Close |
1.1586 |
1.1578 |
-0.0008 |
-0.1% |
1.1586 |
| Range |
0.0064 |
0.0078 |
0.0014 |
21.9% |
0.0271 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
51 |
78 |
27 |
52.9% |
214 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1798 |
1.1766 |
1.1621 |
|
| R3 |
1.1720 |
1.1688 |
1.1599 |
|
| R2 |
1.1642 |
1.1642 |
1.1592 |
|
| R1 |
1.1610 |
1.1610 |
1.1585 |
1.1626 |
| PP |
1.1564 |
1.1564 |
1.1564 |
1.1572 |
| S1 |
1.1532 |
1.1532 |
1.1571 |
1.1548 |
| S2 |
1.1486 |
1.1486 |
1.1564 |
|
| S3 |
1.1408 |
1.1454 |
1.1557 |
|
| S4 |
1.1330 |
1.1376 |
1.1535 |
|
|
| 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 |
1.1596 |
1.1338 |
0.0258 |
2.2% |
0.0099 |
0.9% |
93% |
True |
False |
46 |
| 10 |
1.1596 |
1.1122 |
0.0474 |
4.1% |
0.0087 |
0.7% |
96% |
True |
False |
47 |
| 20 |
1.1596 |
1.0810 |
0.0786 |
6.8% |
0.0067 |
0.6% |
98% |
True |
False |
34 |
| 40 |
1.1596 |
1.0696 |
0.0900 |
7.8% |
0.0056 |
0.5% |
98% |
True |
False |
24 |
| 60 |
1.1596 |
1.0291 |
0.1305 |
11.3% |
0.0040 |
0.3% |
99% |
True |
False |
16 |
| 80 |
1.1596 |
1.0291 |
0.1305 |
11.3% |
0.0030 |
0.3% |
99% |
True |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1928 |
|
2.618 |
1.1800 |
|
1.618 |
1.1722 |
|
1.000 |
1.1674 |
|
0.618 |
1.1644 |
|
HIGH |
1.1596 |
|
0.618 |
1.1566 |
|
0.500 |
1.1557 |
|
0.382 |
1.1548 |
|
LOW |
1.1518 |
|
0.618 |
1.1470 |
|
1.000 |
1.1440 |
|
1.618 |
1.1392 |
|
2.618 |
1.1314 |
|
4.250 |
1.1187 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1571 |
1.1557 |
| PP |
1.1564 |
1.1535 |
| S1 |
1.1557 |
1.1514 |
|