CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1209 |
0.0047 |
0.4% |
1.1011 |
| High |
1.1244 |
1.1221 |
-0.0023 |
-0.2% |
1.1244 |
| Low |
1.1151 |
1.1165 |
0.0014 |
0.1% |
1.0985 |
| Close |
1.1210 |
1.1200 |
-0.0010 |
-0.1% |
1.1200 |
| Range |
0.0093 |
0.0056 |
-0.0037 |
-39.8% |
0.0259 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
38,938 |
39,796 |
858 |
2.2% |
202,772 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1338 |
1.1231 |
|
| R3 |
1.1307 |
1.1282 |
1.1215 |
|
| R2 |
1.1251 |
1.1251 |
1.1210 |
|
| R1 |
1.1226 |
1.1226 |
1.1205 |
1.1211 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1188 |
| S1 |
1.1170 |
1.1170 |
1.1195 |
1.1155 |
| S2 |
1.1139 |
1.1139 |
1.1190 |
|
| S3 |
1.1083 |
1.1114 |
1.1185 |
|
| S4 |
1.1027 |
1.1058 |
1.1169 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1920 |
1.1819 |
1.1342 |
|
| R3 |
1.1661 |
1.1560 |
1.1271 |
|
| R2 |
1.1402 |
1.1402 |
1.1247 |
|
| R1 |
1.1301 |
1.1301 |
1.1224 |
1.1352 |
| PP |
1.1143 |
1.1143 |
1.1143 |
1.1168 |
| S1 |
1.1042 |
1.1042 |
1.1176 |
1.1093 |
| S2 |
1.0884 |
1.0884 |
1.1153 |
|
| S3 |
1.0625 |
1.0783 |
1.1129 |
|
| S4 |
1.0366 |
1.0524 |
1.1058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1244 |
1.0985 |
0.0259 |
2.3% |
0.0094 |
0.8% |
83% |
False |
False |
40,554 |
| 10 |
1.1244 |
1.0760 |
0.0484 |
4.3% |
0.0101 |
0.9% |
91% |
False |
False |
42,704 |
| 20 |
1.1244 |
1.0710 |
0.0534 |
4.8% |
0.0108 |
1.0% |
92% |
False |
False |
40,829 |
| 40 |
1.1244 |
1.0497 |
0.0747 |
6.7% |
0.0105 |
0.9% |
94% |
False |
False |
30,415 |
| 60 |
1.1244 |
1.0268 |
0.0976 |
8.7% |
0.0097 |
0.9% |
95% |
False |
False |
20,290 |
| 80 |
1.1244 |
1.0250 |
0.0994 |
8.9% |
0.0091 |
0.8% |
96% |
False |
False |
15,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1459 |
|
2.618 |
1.1368 |
|
1.618 |
1.1312 |
|
1.000 |
1.1277 |
|
0.618 |
1.1256 |
|
HIGH |
1.1221 |
|
0.618 |
1.1200 |
|
0.500 |
1.1193 |
|
0.382 |
1.1186 |
|
LOW |
1.1165 |
|
0.618 |
1.1130 |
|
1.000 |
1.1109 |
|
1.618 |
1.1074 |
|
2.618 |
1.1018 |
|
4.250 |
1.0927 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1198 |
1.1195 |
| PP |
1.1195 |
1.1189 |
| S1 |
1.1193 |
1.1184 |
|