CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1370 |
1.1288 |
-0.0082 |
-0.7% |
1.1557 |
| High |
1.1388 |
1.1323 |
-0.0065 |
-0.6% |
1.1700 |
| Low |
1.1267 |
1.1247 |
-0.0020 |
-0.2% |
1.1375 |
| Close |
1.1268 |
1.1306 |
0.0038 |
0.3% |
1.1386 |
| Range |
0.0121 |
0.0076 |
-0.0045 |
-37.2% |
0.0325 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
102 |
121 |
19 |
18.6% |
534 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1520 |
1.1489 |
1.1348 |
|
| R3 |
1.1444 |
1.1413 |
1.1327 |
|
| R2 |
1.1368 |
1.1368 |
1.1320 |
|
| R1 |
1.1337 |
1.1337 |
1.1313 |
1.1353 |
| PP |
1.1292 |
1.1292 |
1.1292 |
1.1300 |
| S1 |
1.1261 |
1.1261 |
1.1299 |
1.1277 |
| S2 |
1.1216 |
1.1216 |
1.1292 |
|
| S3 |
1.1140 |
1.1185 |
1.1285 |
|
| S4 |
1.1064 |
1.1109 |
1.1264 |
|
|
| 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 |
1.1529 |
1.1247 |
0.0282 |
2.5% |
0.0108 |
1.0% |
21% |
False |
True |
120 |
| 10 |
1.1700 |
1.1247 |
0.0453 |
4.0% |
0.0107 |
0.9% |
13% |
False |
True |
102 |
| 20 |
1.1700 |
1.1122 |
0.0578 |
5.1% |
0.0093 |
0.8% |
32% |
False |
False |
70 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.6% |
0.0076 |
0.7% |
60% |
False |
False |
46 |
| 60 |
1.1700 |
1.0456 |
0.1244 |
11.0% |
0.0055 |
0.5% |
68% |
False |
False |
31 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.5% |
0.0041 |
0.4% |
72% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1646 |
|
2.618 |
1.1522 |
|
1.618 |
1.1446 |
|
1.000 |
1.1399 |
|
0.618 |
1.1370 |
|
HIGH |
1.1323 |
|
0.618 |
1.1294 |
|
0.500 |
1.1285 |
|
0.382 |
1.1276 |
|
LOW |
1.1247 |
|
0.618 |
1.1200 |
|
1.000 |
1.1171 |
|
1.618 |
1.1124 |
|
2.618 |
1.1048 |
|
4.250 |
1.0924 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1299 |
1.1362 |
| PP |
1.1292 |
1.1343 |
| S1 |
1.1285 |
1.1325 |
|