CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1300 |
1.1189 |
-0.0111 |
-1.0% |
1.1470 |
| High |
1.1300 |
1.1189 |
-0.0111 |
-1.0% |
1.1470 |
| Low |
1.1300 |
1.1180 |
-0.0120 |
-1.1% |
1.1300 |
| Close |
1.1220 |
1.1332 |
0.0112 |
1.0% |
1.1220 |
| Range |
0.0000 |
0.0009 |
0.0009 |
|
0.0170 |
| ATR |
0.0061 |
0.0060 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
5 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1261 |
1.1305 |
1.1337 |
|
| R3 |
1.1252 |
1.1296 |
1.1334 |
|
| R2 |
1.1243 |
1.1243 |
1.1334 |
|
| R1 |
1.1287 |
1.1287 |
1.1333 |
1.1265 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1223 |
| S1 |
1.1278 |
1.1278 |
1.1331 |
1.1256 |
| S2 |
1.1225 |
1.1225 |
1.1330 |
|
| S3 |
1.1216 |
1.1269 |
1.1330 |
|
| S4 |
1.1207 |
1.1260 |
1.1327 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1840 |
1.1700 |
1.1314 |
|
| R3 |
1.1670 |
1.1530 |
1.1267 |
|
| R2 |
1.1500 |
1.1500 |
1.1251 |
|
| R1 |
1.1360 |
1.1360 |
1.1236 |
1.1345 |
| PP |
1.1330 |
1.1330 |
1.1330 |
1.1323 |
| S1 |
1.1190 |
1.1190 |
1.1204 |
1.1175 |
| S2 |
1.1160 |
1.1160 |
1.1189 |
|
| S3 |
1.0990 |
1.1020 |
1.1173 |
|
| S4 |
1.0820 |
1.0850 |
1.1127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1321 |
1.1180 |
0.0141 |
1.2% |
0.0002 |
0.0% |
108% |
False |
True |
1 |
| 10 |
1.1639 |
1.1180 |
0.0459 |
4.1% |
0.0001 |
0.0% |
33% |
False |
True |
4 |
| 20 |
1.1639 |
1.1133 |
0.0506 |
4.5% |
0.0006 |
0.1% |
39% |
False |
False |
3 |
| 40 |
1.1639 |
1.0821 |
0.0818 |
7.2% |
0.0006 |
0.1% |
62% |
False |
False |
3 |
| 60 |
1.1639 |
1.0611 |
0.1028 |
9.1% |
0.0004 |
0.0% |
70% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1227 |
|
2.618 |
1.1213 |
|
1.618 |
1.1204 |
|
1.000 |
1.1198 |
|
0.618 |
1.1195 |
|
HIGH |
1.1189 |
|
0.618 |
1.1186 |
|
0.500 |
1.1185 |
|
0.382 |
1.1183 |
|
LOW |
1.1180 |
|
0.618 |
1.1174 |
|
1.000 |
1.1171 |
|
1.618 |
1.1165 |
|
2.618 |
1.1156 |
|
4.250 |
1.1142 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1283 |
1.1303 |
| PP |
1.1234 |
1.1274 |
| S1 |
1.1185 |
1.1245 |
|