CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 03-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1557 |
1.1565 |
0.0008 |
0.1% |
1.1324 |
| High |
1.1596 |
1.1633 |
0.0037 |
0.3% |
1.1595 |
| Low |
1.1518 |
1.1541 |
0.0023 |
0.2% |
1.1324 |
| Close |
1.1578 |
1.1613 |
0.0035 |
0.3% |
1.1586 |
| Range |
0.0078 |
0.0092 |
0.0014 |
17.9% |
0.0271 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.3% |
0.0000 |
| Volume |
78 |
88 |
10 |
12.8% |
214 |
|
| Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1872 |
1.1834 |
1.1664 |
|
| R3 |
1.1780 |
1.1742 |
1.1638 |
|
| R2 |
1.1688 |
1.1688 |
1.1630 |
|
| R1 |
1.1650 |
1.1650 |
1.1621 |
1.1669 |
| PP |
1.1596 |
1.1596 |
1.1596 |
1.1605 |
| S1 |
1.1558 |
1.1558 |
1.1605 |
1.1577 |
| S2 |
1.1504 |
1.1504 |
1.1596 |
|
| S3 |
1.1412 |
1.1466 |
1.1588 |
|
| S4 |
1.1320 |
1.1374 |
1.1562 |
|
|
| 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 |
1.1633 |
1.1352 |
0.0281 |
2.4% |
0.0097 |
0.8% |
93% |
True |
False |
60 |
| 10 |
1.1633 |
1.1122 |
0.0511 |
4.4% |
0.0089 |
0.8% |
96% |
True |
False |
54 |
| 20 |
1.1633 |
1.0810 |
0.0823 |
7.1% |
0.0071 |
0.6% |
98% |
True |
False |
36 |
| 40 |
1.1633 |
1.0696 |
0.0937 |
8.1% |
0.0058 |
0.5% |
98% |
True |
False |
26 |
| 60 |
1.1633 |
1.0291 |
0.1342 |
11.6% |
0.0041 |
0.4% |
99% |
True |
False |
18 |
| 80 |
1.1633 |
1.0291 |
0.1342 |
11.6% |
0.0031 |
0.3% |
99% |
True |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2024 |
|
2.618 |
1.1874 |
|
1.618 |
1.1782 |
|
1.000 |
1.1725 |
|
0.618 |
1.1690 |
|
HIGH |
1.1633 |
|
0.618 |
1.1598 |
|
0.500 |
1.1587 |
|
0.382 |
1.1576 |
|
LOW |
1.1541 |
|
0.618 |
1.1484 |
|
1.000 |
1.1449 |
|
1.618 |
1.1392 |
|
2.618 |
1.1300 |
|
4.250 |
1.1150 |
|
|
| Fisher Pivots for day following 03-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1604 |
1.1601 |
| PP |
1.1596 |
1.1588 |
| S1 |
1.1587 |
1.1576 |
|