CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1162 |
0.0005 |
0.0% |
1.0819 |
| High |
1.1204 |
1.1244 |
0.0040 |
0.4% |
1.1039 |
| Low |
1.1123 |
1.1151 |
0.0028 |
0.3% |
1.0760 |
| Close |
1.1163 |
1.1210 |
0.0047 |
0.4% |
1.0993 |
| Range |
0.0081 |
0.0093 |
0.0012 |
14.8% |
0.0279 |
| ATR |
0.0112 |
0.0111 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
56,466 |
38,938 |
-17,528 |
-31.0% |
224,276 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1481 |
1.1438 |
1.1261 |
|
| R3 |
1.1388 |
1.1345 |
1.1236 |
|
| R2 |
1.1295 |
1.1295 |
1.1227 |
|
| R1 |
1.1252 |
1.1252 |
1.1219 |
1.1274 |
| PP |
1.1202 |
1.1202 |
1.1202 |
1.1212 |
| S1 |
1.1159 |
1.1159 |
1.1201 |
1.1181 |
| S2 |
1.1109 |
1.1109 |
1.1193 |
|
| S3 |
1.1016 |
1.1066 |
1.1184 |
|
| S4 |
1.0923 |
1.0973 |
1.1159 |
|
|
| 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 |
1.1244 |
1.0912 |
0.0332 |
3.0% |
0.0108 |
1.0% |
90% |
True |
False |
40,075 |
| 10 |
1.1244 |
1.0710 |
0.0534 |
4.8% |
0.0114 |
1.0% |
94% |
True |
False |
42,435 |
| 20 |
1.1244 |
1.0710 |
0.0534 |
4.8% |
0.0112 |
1.0% |
94% |
True |
False |
41,432 |
| 40 |
1.1244 |
1.0428 |
0.0816 |
7.3% |
0.0107 |
1.0% |
96% |
True |
False |
29,426 |
| 60 |
1.1244 |
1.0268 |
0.0976 |
8.7% |
0.0097 |
0.9% |
97% |
True |
False |
19,627 |
| 80 |
1.1244 |
1.0250 |
0.0994 |
8.9% |
0.0090 |
0.8% |
97% |
True |
False |
14,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1639 |
|
2.618 |
1.1487 |
|
1.618 |
1.1394 |
|
1.000 |
1.1337 |
|
0.618 |
1.1301 |
|
HIGH |
1.1244 |
|
0.618 |
1.1208 |
|
0.500 |
1.1198 |
|
0.382 |
1.1187 |
|
LOW |
1.1151 |
|
0.618 |
1.1094 |
|
1.000 |
1.1058 |
|
1.618 |
1.1001 |
|
2.618 |
1.0908 |
|
4.250 |
1.0756 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1184 |
| PP |
1.1202 |
1.1158 |
| S1 |
1.1198 |
1.1133 |
|