CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1540 |
1.1604 |
0.0064 |
0.6% |
1.1365 |
| High |
1.1560 |
1.1624 |
0.0064 |
0.6% |
1.1560 |
| Low |
1.1540 |
1.1604 |
0.0064 |
0.6% |
1.1365 |
| Close |
1.1586 |
1.1578 |
-0.0008 |
-0.1% |
1.1586 |
| Range |
0.0020 |
0.0020 |
0.0000 |
0.0% |
0.0195 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
8 |
3 |
-5 |
-62.5% |
22 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1662 |
1.1640 |
1.1589 |
|
| R3 |
1.1642 |
1.1620 |
1.1584 |
|
| R2 |
1.1622 |
1.1622 |
1.1582 |
|
| R1 |
1.1600 |
1.1600 |
1.1580 |
1.1601 |
| PP |
1.1602 |
1.1602 |
1.1602 |
1.1603 |
| S1 |
1.1580 |
1.1580 |
1.1576 |
1.1581 |
| S2 |
1.1582 |
1.1582 |
1.1574 |
|
| S3 |
1.1562 |
1.1560 |
1.1573 |
|
| S4 |
1.1542 |
1.1540 |
1.1567 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2089 |
1.2032 |
1.1693 |
|
| R3 |
1.1894 |
1.1837 |
1.1640 |
|
| R2 |
1.1699 |
1.1699 |
1.1622 |
|
| R1 |
1.1642 |
1.1642 |
1.1604 |
1.1671 |
| PP |
1.1504 |
1.1504 |
1.1504 |
1.1518 |
| S1 |
1.1447 |
1.1447 |
1.1568 |
1.1476 |
| S2 |
1.1309 |
1.1309 |
1.1550 |
|
| S3 |
1.1114 |
1.1252 |
1.1532 |
|
| S4 |
1.0919 |
1.1057 |
1.1479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1624 |
1.1404 |
0.0220 |
1.9% |
0.0022 |
0.2% |
79% |
True |
False |
4 |
| 10 |
1.1624 |
1.1133 |
0.0491 |
4.2% |
0.0011 |
0.1% |
91% |
True |
False |
3 |
| 20 |
1.1624 |
1.0821 |
0.0803 |
6.9% |
0.0012 |
0.1% |
94% |
True |
False |
2 |
| 40 |
1.1624 |
1.0705 |
0.0919 |
7.9% |
0.0006 |
0.1% |
95% |
True |
False |
3 |
| 60 |
1.1624 |
1.0303 |
0.1321 |
11.4% |
0.0004 |
0.0% |
97% |
True |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1709 |
|
2.618 |
1.1676 |
|
1.618 |
1.1656 |
|
1.000 |
1.1644 |
|
0.618 |
1.1636 |
|
HIGH |
1.1624 |
|
0.618 |
1.1616 |
|
0.500 |
1.1614 |
|
0.382 |
1.1612 |
|
LOW |
1.1604 |
|
0.618 |
1.1592 |
|
1.000 |
1.1584 |
|
1.618 |
1.1572 |
|
2.618 |
1.1552 |
|
4.250 |
1.1519 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1614 |
1.1567 |
| PP |
1.1602 |
1.1556 |
| S1 |
1.1590 |
1.1545 |
|