CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1405 |
1.1476 |
0.0071 |
0.6% |
1.1557 |
| High |
1.1452 |
1.1476 |
0.0024 |
0.2% |
1.1700 |
| Low |
1.1400 |
1.1341 |
-0.0059 |
-0.5% |
1.1375 |
| Close |
1.1467 |
1.1358 |
-0.0109 |
-1.0% |
1.1386 |
| Range |
0.0052 |
0.0135 |
0.0083 |
159.6% |
0.0325 |
| ATR |
0.0098 |
0.0101 |
0.0003 |
2.7% |
0.0000 |
| Volume |
172 |
44 |
-128 |
-74.4% |
534 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1797 |
1.1712 |
1.1432 |
|
| R3 |
1.1662 |
1.1577 |
1.1395 |
|
| R2 |
1.1527 |
1.1527 |
1.1383 |
|
| R1 |
1.1442 |
1.1442 |
1.1370 |
1.1417 |
| PP |
1.1392 |
1.1392 |
1.1392 |
1.1379 |
| S1 |
1.1307 |
1.1307 |
1.1346 |
1.1282 |
| S2 |
1.1257 |
1.1257 |
1.1333 |
|
| S3 |
1.1122 |
1.1172 |
1.1321 |
|
| S4 |
1.0987 |
1.1037 |
1.1284 |
|
|
| 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 |
1.1341 |
0.0359 |
3.2% |
0.0127 |
1.1% |
5% |
False |
True |
116 |
| 10 |
1.1700 |
1.1341 |
0.0359 |
3.2% |
0.0112 |
1.0% |
5% |
False |
True |
88 |
| 20 |
1.1700 |
1.1055 |
0.0645 |
5.7% |
0.0091 |
0.8% |
47% |
False |
False |
63 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.6% |
0.0074 |
0.6% |
65% |
False |
False |
40 |
| 60 |
1.1700 |
1.0328 |
0.1372 |
12.1% |
0.0052 |
0.5% |
75% |
False |
False |
27 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.4% |
0.0039 |
0.3% |
76% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2050 |
|
2.618 |
1.1829 |
|
1.618 |
1.1694 |
|
1.000 |
1.1611 |
|
0.618 |
1.1559 |
|
HIGH |
1.1476 |
|
0.618 |
1.1424 |
|
0.500 |
1.1409 |
|
0.382 |
1.1393 |
|
LOW |
1.1341 |
|
0.618 |
1.1258 |
|
1.000 |
1.1206 |
|
1.618 |
1.1123 |
|
2.618 |
1.0988 |
|
4.250 |
1.0767 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1409 |
1.1435 |
| PP |
1.1392 |
1.1409 |
| S1 |
1.1375 |
1.1384 |
|