CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1206 |
1.1319 |
0.0113 |
1.0% |
1.1405 |
| High |
1.1360 |
1.1373 |
0.0013 |
0.1% |
1.1476 |
| Low |
1.1205 |
1.1286 |
0.0081 |
0.7% |
1.1195 |
| Close |
1.1328 |
1.1363 |
0.0035 |
0.3% |
1.1216 |
| Range |
0.0155 |
0.0087 |
-0.0068 |
-43.9% |
0.0281 |
| ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
76 |
56 |
-20 |
-26.3% |
539 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1602 |
1.1569 |
1.1411 |
|
| R3 |
1.1515 |
1.1482 |
1.1387 |
|
| R2 |
1.1428 |
1.1428 |
1.1379 |
|
| R1 |
1.1395 |
1.1395 |
1.1371 |
1.1412 |
| PP |
1.1341 |
1.1341 |
1.1341 |
1.1349 |
| S1 |
1.1308 |
1.1308 |
1.1355 |
1.1325 |
| S2 |
1.1254 |
1.1254 |
1.1347 |
|
| S3 |
1.1167 |
1.1221 |
1.1339 |
|
| S4 |
1.1080 |
1.1134 |
1.1315 |
|
|
| 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 |
1.1388 |
1.1195 |
0.0193 |
1.7% |
0.0120 |
1.1% |
87% |
False |
False |
91 |
| 10 |
1.1700 |
1.1195 |
0.0505 |
4.4% |
0.0124 |
1.1% |
33% |
False |
False |
103 |
| 20 |
1.1700 |
1.1122 |
0.0578 |
5.1% |
0.0106 |
0.9% |
42% |
False |
False |
79 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.6% |
0.0084 |
0.7% |
65% |
False |
False |
48 |
| 60 |
1.1700 |
1.0560 |
0.1140 |
10.0% |
0.0062 |
0.5% |
70% |
False |
False |
35 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.4% |
0.0046 |
0.4% |
76% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1743 |
|
2.618 |
1.1601 |
|
1.618 |
1.1514 |
|
1.000 |
1.1460 |
|
0.618 |
1.1427 |
|
HIGH |
1.1373 |
|
0.618 |
1.1340 |
|
0.500 |
1.1330 |
|
0.382 |
1.1319 |
|
LOW |
1.1286 |
|
0.618 |
1.1232 |
|
1.000 |
1.1199 |
|
1.618 |
1.1145 |
|
2.618 |
1.1058 |
|
4.250 |
1.0916 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1352 |
1.1337 |
| PP |
1.1341 |
1.1310 |
| S1 |
1.1330 |
1.1284 |
|