CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1207 |
1.1162 |
-0.0045 |
-0.4% |
1.1011 |
High |
1.1233 |
1.1182 |
-0.0051 |
-0.5% |
1.1244 |
Low |
1.1112 |
1.1105 |
-0.0007 |
-0.1% |
1.0985 |
Close |
1.1155 |
1.1124 |
-0.0031 |
-0.3% |
1.1200 |
Range |
0.0121 |
0.0077 |
-0.0044 |
-36.4% |
0.0259 |
ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
25,777 |
55,402 |
29,625 |
114.9% |
202,772 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1368 |
1.1323 |
1.1166 |
|
R3 |
1.1291 |
1.1246 |
1.1145 |
|
R2 |
1.1214 |
1.1214 |
1.1138 |
|
R1 |
1.1169 |
1.1169 |
1.1131 |
1.1153 |
PP |
1.1137 |
1.1137 |
1.1137 |
1.1129 |
S1 |
1.1092 |
1.1092 |
1.1117 |
1.1076 |
S2 |
1.1060 |
1.1060 |
1.1110 |
|
S3 |
1.0983 |
1.1015 |
1.1103 |
|
S4 |
1.0906 |
1.0938 |
1.1082 |
|
|
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 |
1.1105 |
0.0139 |
1.2% |
0.0086 |
0.8% |
14% |
False |
True |
43,275 |
10 |
1.1244 |
1.0760 |
0.0484 |
4.4% |
0.0105 |
0.9% |
75% |
False |
False |
40,672 |
20 |
1.1244 |
1.0710 |
0.0534 |
4.8% |
0.0111 |
1.0% |
78% |
False |
False |
40,806 |
40 |
1.1244 |
1.0666 |
0.0578 |
5.2% |
0.0105 |
0.9% |
79% |
False |
False |
32,441 |
60 |
1.1244 |
1.0268 |
0.0976 |
8.8% |
0.0100 |
0.9% |
88% |
False |
False |
21,643 |
80 |
1.1244 |
1.0250 |
0.0994 |
8.9% |
0.0093 |
0.8% |
88% |
False |
False |
16,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1509 |
2.618 |
1.1384 |
1.618 |
1.1307 |
1.000 |
1.1259 |
0.618 |
1.1230 |
HIGH |
1.1182 |
0.618 |
1.1153 |
0.500 |
1.1144 |
0.382 |
1.1134 |
LOW |
1.1105 |
0.618 |
1.1057 |
1.000 |
1.1028 |
1.618 |
1.0980 |
2.618 |
1.0903 |
4.250 |
1.0778 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1144 |
1.1169 |
PP |
1.1137 |
1.1154 |
S1 |
1.1131 |
1.1139 |
|