CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1385 |
1.1349 |
-0.0036 |
-0.3% |
1.1206 |
| High |
1.1410 |
1.1418 |
0.0008 |
0.1% |
1.1418 |
| Low |
1.1279 |
1.1329 |
0.0050 |
0.4% |
1.1205 |
| Close |
1.1350 |
1.1410 |
0.0060 |
0.5% |
1.1410 |
| Range |
0.0131 |
0.0089 |
-0.0042 |
-32.1% |
0.0213 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
168 |
152 |
-16 |
-9.5% |
573 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1653 |
1.1620 |
1.1459 |
|
| R3 |
1.1564 |
1.1531 |
1.1434 |
|
| R2 |
1.1475 |
1.1475 |
1.1426 |
|
| R1 |
1.1442 |
1.1442 |
1.1418 |
1.1459 |
| PP |
1.1386 |
1.1386 |
1.1386 |
1.1394 |
| S1 |
1.1353 |
1.1353 |
1.1402 |
1.1370 |
| S2 |
1.1297 |
1.1297 |
1.1394 |
|
| S3 |
1.1208 |
1.1264 |
1.1386 |
|
| S4 |
1.1119 |
1.1175 |
1.1361 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1983 |
1.1910 |
1.1527 |
|
| R3 |
1.1770 |
1.1697 |
1.1469 |
|
| R2 |
1.1557 |
1.1557 |
1.1449 |
|
| R1 |
1.1484 |
1.1484 |
1.1430 |
1.1521 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1363 |
| S1 |
1.1271 |
1.1271 |
1.1390 |
1.1308 |
| S2 |
1.1131 |
1.1131 |
1.1371 |
|
| S3 |
1.0918 |
1.1058 |
1.1351 |
|
| S4 |
1.0705 |
1.0845 |
1.1293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1418 |
1.1205 |
0.0213 |
1.9% |
0.0107 |
0.9% |
96% |
True |
False |
114 |
| 10 |
1.1476 |
1.1195 |
0.0281 |
2.5% |
0.0108 |
0.9% |
77% |
False |
False |
111 |
| 20 |
1.1700 |
1.1195 |
0.0505 |
4.4% |
0.0110 |
1.0% |
43% |
False |
False |
93 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.5% |
0.0086 |
0.8% |
70% |
False |
False |
59 |
| 60 |
1.1700 |
1.0696 |
0.1004 |
8.8% |
0.0064 |
0.6% |
71% |
False |
False |
42 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.3% |
0.0050 |
0.4% |
79% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1796 |
|
2.618 |
1.1651 |
|
1.618 |
1.1562 |
|
1.000 |
1.1507 |
|
0.618 |
1.1473 |
|
HIGH |
1.1418 |
|
0.618 |
1.1384 |
|
0.500 |
1.1374 |
|
0.382 |
1.1363 |
|
LOW |
1.1329 |
|
0.618 |
1.1274 |
|
1.000 |
1.1240 |
|
1.618 |
1.1185 |
|
2.618 |
1.1096 |
|
4.250 |
1.0951 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1398 |
1.1390 |
| PP |
1.1386 |
1.1369 |
| S1 |
1.1374 |
1.1349 |
|