CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 13-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1288 |
1.1311 |
0.0023 |
0.2% |
1.1405 |
High |
1.1323 |
1.1358 |
0.0035 |
0.3% |
1.1476 |
Low |
1.1247 |
1.1195 |
-0.0052 |
-0.5% |
1.1195 |
Close |
1.1306 |
1.1216 |
-0.0090 |
-0.8% |
1.1216 |
Range |
0.0076 |
0.0163 |
0.0087 |
114.5% |
0.0281 |
ATR |
0.0100 |
0.0105 |
0.0004 |
4.5% |
0.0000 |
Volume |
121 |
100 |
-21 |
-17.4% |
539 |
|
Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1745 |
1.1644 |
1.1306 |
|
R3 |
1.1582 |
1.1481 |
1.1261 |
|
R2 |
1.1419 |
1.1419 |
1.1246 |
|
R1 |
1.1318 |
1.1318 |
1.1231 |
1.1287 |
PP |
1.1256 |
1.1256 |
1.1256 |
1.1241 |
S1 |
1.1155 |
1.1155 |
1.1201 |
1.1124 |
S2 |
1.1093 |
1.1093 |
1.1186 |
|
S3 |
1.0930 |
1.0992 |
1.1171 |
|
S4 |
1.0767 |
1.0829 |
1.1126 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2139 |
1.1958 |
1.1371 |
|
R3 |
1.1858 |
1.1677 |
1.1293 |
|
R2 |
1.1577 |
1.1577 |
1.1268 |
|
R1 |
1.1396 |
1.1396 |
1.1242 |
1.1346 |
PP |
1.1296 |
1.1296 |
1.1296 |
1.1271 |
S1 |
1.1115 |
1.1115 |
1.1190 |
1.1065 |
S2 |
1.1015 |
1.1015 |
1.1164 |
|
S3 |
1.0734 |
1.0834 |
1.1139 |
|
S4 |
1.0453 |
1.0553 |
1.1061 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1476 |
1.1195 |
0.0281 |
2.5% |
0.0109 |
1.0% |
7% |
False |
True |
107 |
10 |
1.1700 |
1.1195 |
0.0505 |
4.5% |
0.0117 |
1.0% |
4% |
False |
True |
107 |
20 |
1.1700 |
1.1122 |
0.0578 |
5.2% |
0.0098 |
0.9% |
16% |
False |
False |
74 |
40 |
1.1700 |
1.0725 |
0.0975 |
8.7% |
0.0079 |
0.7% |
50% |
False |
False |
46 |
60 |
1.1700 |
1.0550 |
0.1150 |
10.3% |
0.0058 |
0.5% |
58% |
False |
False |
33 |
80 |
1.1700 |
1.0291 |
0.1409 |
12.6% |
0.0043 |
0.4% |
66% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2051 |
2.618 |
1.1785 |
1.618 |
1.1622 |
1.000 |
1.1521 |
0.618 |
1.1459 |
HIGH |
1.1358 |
0.618 |
1.1296 |
0.500 |
1.1277 |
0.382 |
1.1257 |
LOW |
1.1195 |
0.618 |
1.1094 |
1.000 |
1.1032 |
1.618 |
1.0931 |
2.618 |
1.0768 |
4.250 |
1.0502 |
|
|
Fisher Pivots for day following 13-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1277 |
1.1292 |
PP |
1.1256 |
1.1266 |
S1 |
1.1236 |
1.1241 |
|