CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1037 |
1.1157 |
0.0120 |
1.1% |
1.0819 |
| High |
1.1188 |
1.1204 |
0.0016 |
0.1% |
1.1039 |
| Low |
1.1021 |
1.1123 |
0.0102 |
0.9% |
1.0760 |
| Close |
1.1156 |
1.1163 |
0.0007 |
0.1% |
1.0993 |
| Range |
0.0167 |
0.0081 |
-0.0086 |
-51.5% |
0.0279 |
| ATR |
0.0115 |
0.0112 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
28,908 |
56,466 |
27,558 |
95.3% |
224,276 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1366 |
1.1208 |
|
| R3 |
1.1325 |
1.1285 |
1.1185 |
|
| R2 |
1.1244 |
1.1244 |
1.1178 |
|
| R1 |
1.1204 |
1.1204 |
1.1170 |
1.1224 |
| PP |
1.1163 |
1.1163 |
1.1163 |
1.1174 |
| S1 |
1.1123 |
1.1123 |
1.1156 |
1.1143 |
| S2 |
1.1082 |
1.1082 |
1.1148 |
|
| S3 |
1.1001 |
1.1042 |
1.1141 |
|
| S4 |
1.0920 |
1.0961 |
1.1118 |
|
|
| 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 |
1.1204 |
1.0872 |
0.0332 |
3.0% |
0.0101 |
0.9% |
88% |
True |
False |
42,084 |
| 10 |
1.1204 |
1.0710 |
0.0494 |
4.4% |
0.0114 |
1.0% |
92% |
True |
False |
42,499 |
| 20 |
1.1204 |
1.0710 |
0.0494 |
4.4% |
0.0113 |
1.0% |
92% |
True |
False |
42,678 |
| 40 |
1.1204 |
1.0283 |
0.0921 |
8.3% |
0.0110 |
1.0% |
96% |
True |
False |
28,454 |
| 60 |
1.1204 |
1.0268 |
0.0936 |
8.4% |
0.0096 |
0.9% |
96% |
True |
False |
18,978 |
| 80 |
1.1204 |
1.0250 |
0.0954 |
8.5% |
0.0089 |
0.8% |
96% |
True |
False |
14,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1548 |
|
2.618 |
1.1416 |
|
1.618 |
1.1335 |
|
1.000 |
1.1285 |
|
0.618 |
1.1254 |
|
HIGH |
1.1204 |
|
0.618 |
1.1173 |
|
0.500 |
1.1164 |
|
0.382 |
1.1154 |
|
LOW |
1.1123 |
|
0.618 |
1.1073 |
|
1.000 |
1.1042 |
|
1.618 |
1.0992 |
|
2.618 |
1.0911 |
|
4.250 |
1.0779 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1164 |
1.1140 |
| PP |
1.1163 |
1.1117 |
| S1 |
1.1163 |
1.1095 |
|