CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.1037 |
0.0026 |
0.2% |
1.0819 |
| High |
1.1057 |
1.1188 |
0.0131 |
1.2% |
1.1039 |
| Low |
1.0985 |
1.1021 |
0.0036 |
0.3% |
1.0760 |
| Close |
1.1036 |
1.1156 |
0.0120 |
1.1% |
1.0993 |
| Range |
0.0072 |
0.0167 |
0.0095 |
131.9% |
0.0279 |
| ATR |
0.0111 |
0.0115 |
0.0004 |
3.6% |
0.0000 |
| Volume |
38,664 |
28,908 |
-9,756 |
-25.2% |
224,276 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1623 |
1.1556 |
1.1248 |
|
| R3 |
1.1456 |
1.1389 |
1.1202 |
|
| R2 |
1.1289 |
1.1289 |
1.1187 |
|
| R1 |
1.1222 |
1.1222 |
1.1171 |
1.1256 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1138 |
| S1 |
1.1055 |
1.1055 |
1.1141 |
1.1089 |
| S2 |
1.0955 |
1.0955 |
1.1125 |
|
| S3 |
1.0788 |
1.0888 |
1.1110 |
|
| S4 |
1.0621 |
1.0721 |
1.1064 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1768 |
1.1659 |
1.1146 |
|
| R3 |
1.1489 |
1.1380 |
1.1070 |
|
| R2 |
1.1210 |
1.1210 |
1.1044 |
|
| R1 |
1.1101 |
1.1101 |
1.1019 |
1.1156 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0958 |
| S1 |
1.0822 |
1.0822 |
1.0967 |
1.0877 |
| S2 |
1.0652 |
1.0652 |
1.0942 |
|
| S3 |
1.0373 |
1.0543 |
1.0916 |
|
| S4 |
1.0094 |
1.0264 |
1.0840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1188 |
1.0760 |
0.0428 |
3.8% |
0.0124 |
1.1% |
93% |
True |
False |
38,069 |
| 10 |
1.1188 |
1.0710 |
0.0478 |
4.3% |
0.0118 |
1.1% |
93% |
True |
False |
40,674 |
| 20 |
1.1188 |
1.0710 |
0.0478 |
4.3% |
0.0117 |
1.0% |
93% |
True |
False |
43,681 |
| 40 |
1.1188 |
1.0283 |
0.0905 |
8.1% |
0.0109 |
1.0% |
96% |
True |
False |
27,043 |
| 60 |
1.1188 |
1.0268 |
0.0920 |
8.2% |
0.0096 |
0.9% |
97% |
True |
False |
18,037 |
| 80 |
1.1188 |
1.0250 |
0.0938 |
8.4% |
0.0090 |
0.8% |
97% |
True |
False |
13,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1898 |
|
2.618 |
1.1625 |
|
1.618 |
1.1458 |
|
1.000 |
1.1355 |
|
0.618 |
1.1291 |
|
HIGH |
1.1188 |
|
0.618 |
1.1124 |
|
0.500 |
1.1105 |
|
0.382 |
1.1085 |
|
LOW |
1.1021 |
|
0.618 |
1.0918 |
|
1.000 |
1.0854 |
|
1.618 |
1.0751 |
|
2.618 |
1.0584 |
|
4.250 |
1.0311 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1139 |
1.1121 |
| PP |
1.1122 |
1.1085 |
| S1 |
1.1105 |
1.1050 |
|