CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1623 |
1.1509 |
-0.0114 |
-1.0% |
1.1557 |
| High |
1.1680 |
1.1529 |
-0.0151 |
-1.3% |
1.1700 |
| Low |
1.1500 |
1.1375 |
-0.0125 |
-1.1% |
1.1375 |
| Close |
1.1496 |
1.1386 |
-0.0110 |
-1.0% |
1.1386 |
| Range |
0.0180 |
0.0154 |
-0.0026 |
-14.4% |
0.0325 |
| ATR |
0.0096 |
0.0101 |
0.0004 |
4.3% |
0.0000 |
| Volume |
166 |
161 |
-5 |
-3.0% |
534 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1892 |
1.1793 |
1.1471 |
|
| R3 |
1.1738 |
1.1639 |
1.1428 |
|
| R2 |
1.1584 |
1.1584 |
1.1414 |
|
| R1 |
1.1485 |
1.1485 |
1.1400 |
1.1458 |
| PP |
1.1430 |
1.1430 |
1.1430 |
1.1416 |
| S1 |
1.1331 |
1.1331 |
1.1372 |
1.1304 |
| S2 |
1.1276 |
1.1276 |
1.1358 |
|
| S3 |
1.1122 |
1.1177 |
1.1344 |
|
| S4 |
1.0968 |
1.1023 |
1.1301 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2462 |
1.2249 |
1.1565 |
|
| R3 |
1.2137 |
1.1924 |
1.1475 |
|
| R2 |
1.1812 |
1.1812 |
1.1446 |
|
| R1 |
1.1599 |
1.1599 |
1.1416 |
1.1543 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1459 |
| S1 |
1.1274 |
1.1274 |
1.1356 |
1.1218 |
| S2 |
1.1162 |
1.1162 |
1.1326 |
|
| S3 |
1.0837 |
1.0949 |
1.1297 |
|
| S4 |
1.0512 |
1.0624 |
1.1207 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1700 |
1.1375 |
0.0325 |
2.9% |
0.0124 |
1.1% |
3% |
False |
True |
106 |
| 10 |
1.1700 |
1.1324 |
0.0376 |
3.3% |
0.0111 |
1.0% |
16% |
False |
False |
74 |
| 20 |
1.1700 |
1.0950 |
0.0750 |
6.6% |
0.0086 |
0.8% |
58% |
False |
False |
53 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.6% |
0.0069 |
0.6% |
68% |
False |
False |
35 |
| 60 |
1.1700 |
1.0291 |
0.1409 |
12.4% |
0.0049 |
0.4% |
78% |
False |
False |
24 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.4% |
0.0036 |
0.3% |
78% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2184 |
|
2.618 |
1.1932 |
|
1.618 |
1.1778 |
|
1.000 |
1.1683 |
|
0.618 |
1.1624 |
|
HIGH |
1.1529 |
|
0.618 |
1.1470 |
|
0.500 |
1.1452 |
|
0.382 |
1.1434 |
|
LOW |
1.1375 |
|
0.618 |
1.1280 |
|
1.000 |
1.1221 |
|
1.618 |
1.1126 |
|
2.618 |
1.0972 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1452 |
1.1538 |
| PP |
1.1430 |
1.1487 |
| S1 |
1.1408 |
1.1437 |
|