CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1565 |
1.1614 |
0.0049 |
0.4% |
1.1324 |
| High |
1.1633 |
1.1700 |
0.0067 |
0.6% |
1.1595 |
| Low |
1.1541 |
1.1585 |
0.0044 |
0.4% |
1.1324 |
| Close |
1.1613 |
1.1637 |
0.0024 |
0.2% |
1.1586 |
| Range |
0.0092 |
0.0115 |
0.0023 |
25.0% |
0.0271 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.2% |
0.0000 |
| Volume |
88 |
41 |
-47 |
-53.4% |
214 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1986 |
1.1926 |
1.1700 |
|
| R3 |
1.1871 |
1.1811 |
1.1669 |
|
| R2 |
1.1756 |
1.1756 |
1.1658 |
|
| R1 |
1.1696 |
1.1696 |
1.1648 |
1.1726 |
| PP |
1.1641 |
1.1641 |
1.1641 |
1.1656 |
| S1 |
1.1581 |
1.1581 |
1.1626 |
1.1611 |
| S2 |
1.1526 |
1.1526 |
1.1616 |
|
| S3 |
1.1411 |
1.1466 |
1.1605 |
|
| S4 |
1.1296 |
1.1351 |
1.1574 |
|
|
| 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 |
1.1700 |
1.1432 |
0.0268 |
2.3% |
0.0084 |
0.7% |
76% |
True |
False |
60 |
| 10 |
1.1700 |
1.1145 |
0.0555 |
4.8% |
0.0098 |
0.8% |
89% |
True |
False |
44 |
| 20 |
1.1700 |
1.0810 |
0.0890 |
7.6% |
0.0076 |
0.7% |
93% |
True |
False |
38 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.4% |
0.0061 |
0.5% |
94% |
True |
False |
27 |
| 60 |
1.1700 |
1.0291 |
0.1409 |
12.1% |
0.0043 |
0.4% |
96% |
True |
False |
18 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.1% |
0.0032 |
0.3% |
96% |
True |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2189 |
|
2.618 |
1.2001 |
|
1.618 |
1.1886 |
|
1.000 |
1.1815 |
|
0.618 |
1.1771 |
|
HIGH |
1.1700 |
|
0.618 |
1.1656 |
|
0.500 |
1.1643 |
|
0.382 |
1.1629 |
|
LOW |
1.1585 |
|
0.618 |
1.1514 |
|
1.000 |
1.1470 |
|
1.618 |
1.1399 |
|
2.618 |
1.1284 |
|
4.250 |
1.1096 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1643 |
1.1628 |
| PP |
1.1641 |
1.1618 |
| S1 |
1.1639 |
1.1609 |
|