CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1614 |
1.1623 |
0.0009 |
0.1% |
1.1324 |
| High |
1.1700 |
1.1680 |
-0.0020 |
-0.2% |
1.1595 |
| Low |
1.1585 |
1.1500 |
-0.0085 |
-0.7% |
1.1324 |
| Close |
1.1637 |
1.1496 |
-0.0141 |
-1.2% |
1.1586 |
| Range |
0.0115 |
0.0180 |
0.0065 |
56.5% |
0.0271 |
| ATR |
0.0090 |
0.0096 |
0.0006 |
7.1% |
0.0000 |
| Volume |
41 |
166 |
125 |
304.9% |
214 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2099 |
1.1977 |
1.1595 |
|
| R3 |
1.1919 |
1.1797 |
1.1546 |
|
| R2 |
1.1739 |
1.1739 |
1.1529 |
|
| R1 |
1.1617 |
1.1617 |
1.1513 |
1.1588 |
| PP |
1.1559 |
1.1559 |
1.1559 |
1.1544 |
| S1 |
1.1437 |
1.1437 |
1.1480 |
1.1408 |
| S2 |
1.1379 |
1.1379 |
1.1463 |
|
| S3 |
1.1199 |
1.1257 |
1.1447 |
|
| S4 |
1.1019 |
1.1077 |
1.1397 |
|
|
| 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 |
1.1500 |
0.0200 |
1.7% |
0.0106 |
0.9% |
-2% |
False |
True |
84 |
| 10 |
1.1700 |
1.1275 |
0.0425 |
3.7% |
0.0106 |
0.9% |
52% |
False |
False |
60 |
| 20 |
1.1700 |
1.0910 |
0.0790 |
6.9% |
0.0079 |
0.7% |
74% |
False |
False |
46 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.5% |
0.0065 |
0.6% |
79% |
False |
False |
31 |
| 60 |
1.1700 |
1.0291 |
0.1409 |
12.3% |
0.0046 |
0.4% |
86% |
False |
False |
21 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.3% |
0.0035 |
0.3% |
86% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2445 |
|
2.618 |
1.2151 |
|
1.618 |
1.1971 |
|
1.000 |
1.1860 |
|
0.618 |
1.1791 |
|
HIGH |
1.1680 |
|
0.618 |
1.1611 |
|
0.500 |
1.1590 |
|
0.382 |
1.1569 |
|
LOW |
1.1500 |
|
0.618 |
1.1389 |
|
1.000 |
1.1320 |
|
1.618 |
1.1209 |
|
2.618 |
1.1029 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1590 |
1.1600 |
| PP |
1.1559 |
1.1565 |
| S1 |
1.1527 |
1.1531 |
|