CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1509 |
1.1405 |
-0.0104 |
-0.9% |
1.1557 |
| High |
1.1529 |
1.1452 |
-0.0077 |
-0.7% |
1.1700 |
| Low |
1.1375 |
1.1400 |
0.0025 |
0.2% |
1.1375 |
| Close |
1.1386 |
1.1467 |
0.0081 |
0.7% |
1.1386 |
| Range |
0.0154 |
0.0052 |
-0.0102 |
-66.2% |
0.0325 |
| ATR |
0.0101 |
0.0098 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
161 |
172 |
11 |
6.8% |
534 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1583 |
1.1496 |
|
| R3 |
1.1544 |
1.1531 |
1.1481 |
|
| R2 |
1.1492 |
1.1492 |
1.1477 |
|
| R1 |
1.1479 |
1.1479 |
1.1472 |
1.1486 |
| PP |
1.1440 |
1.1440 |
1.1440 |
1.1443 |
| S1 |
1.1427 |
1.1427 |
1.1462 |
1.1434 |
| S2 |
1.1388 |
1.1388 |
1.1457 |
|
| S3 |
1.1336 |
1.1375 |
1.1453 |
|
| S4 |
1.1284 |
1.1323 |
1.1438 |
|
|
| 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 |
2.8% |
0.0119 |
1.0% |
28% |
False |
False |
125 |
| 10 |
1.1700 |
1.1338 |
0.0362 |
3.2% |
0.0109 |
0.9% |
36% |
False |
False |
86 |
| 20 |
1.1700 |
1.1005 |
0.0695 |
6.1% |
0.0086 |
0.8% |
66% |
False |
False |
62 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.5% |
0.0070 |
0.6% |
76% |
False |
False |
39 |
| 60 |
1.1700 |
1.0291 |
0.1409 |
12.3% |
0.0050 |
0.4% |
83% |
False |
False |
27 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.3% |
0.0037 |
0.3% |
83% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1673 |
|
2.618 |
1.1588 |
|
1.618 |
1.1536 |
|
1.000 |
1.1504 |
|
0.618 |
1.1484 |
|
HIGH |
1.1452 |
|
0.618 |
1.1432 |
|
0.500 |
1.1426 |
|
0.382 |
1.1420 |
|
LOW |
1.1400 |
|
0.618 |
1.1368 |
|
1.000 |
1.1348 |
|
1.618 |
1.1316 |
|
2.618 |
1.1264 |
|
4.250 |
1.1179 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1453 |
1.1528 |
| PP |
1.1440 |
1.1507 |
| S1 |
1.1426 |
1.1487 |
|