CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1120 |
-0.0042 |
-0.4% |
1.1011 |
| High |
1.1182 |
1.1272 |
0.0090 |
0.8% |
1.1244 |
| Low |
1.1105 |
1.1115 |
0.0010 |
0.1% |
1.0985 |
| Close |
1.1124 |
1.1253 |
0.0129 |
1.2% |
1.1200 |
| Range |
0.0077 |
0.0157 |
0.0080 |
103.9% |
0.0259 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.4% |
0.0000 |
| Volume |
55,402 |
37,392 |
-18,010 |
-32.5% |
202,772 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1684 |
1.1626 |
1.1339 |
|
| R3 |
1.1527 |
1.1469 |
1.1296 |
|
| R2 |
1.1370 |
1.1370 |
1.1282 |
|
| R1 |
1.1312 |
1.1312 |
1.1267 |
1.1341 |
| PP |
1.1213 |
1.1213 |
1.1213 |
1.1228 |
| S1 |
1.1155 |
1.1155 |
1.1239 |
1.1184 |
| S2 |
1.1056 |
1.1056 |
1.1224 |
|
| S3 |
1.0899 |
1.0998 |
1.1210 |
|
| S4 |
1.0742 |
1.0841 |
1.1167 |
|
|
| 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 |
1.1272 |
1.1105 |
0.0167 |
1.5% |
0.0101 |
0.9% |
89% |
True |
False |
39,461 |
| 10 |
1.1272 |
1.0872 |
0.0400 |
3.6% |
0.0101 |
0.9% |
95% |
True |
False |
40,772 |
| 20 |
1.1272 |
1.0710 |
0.0562 |
5.0% |
0.0112 |
1.0% |
97% |
True |
False |
41,131 |
| 40 |
1.1272 |
1.0680 |
0.0592 |
5.3% |
0.0106 |
0.9% |
97% |
True |
False |
33,371 |
| 60 |
1.1272 |
1.0268 |
0.1004 |
8.9% |
0.0101 |
0.9% |
98% |
True |
False |
22,266 |
| 80 |
1.1272 |
1.0250 |
0.1022 |
9.1% |
0.0095 |
0.8% |
98% |
True |
False |
16,704 |
| 100 |
1.1272 |
0.9990 |
0.1282 |
11.4% |
0.0079 |
0.7% |
99% |
True |
False |
13,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1939 |
|
2.618 |
1.1683 |
|
1.618 |
1.1526 |
|
1.000 |
1.1429 |
|
0.618 |
1.1369 |
|
HIGH |
1.1272 |
|
0.618 |
1.1212 |
|
0.500 |
1.1194 |
|
0.382 |
1.1175 |
|
LOW |
1.1115 |
|
0.618 |
1.1018 |
|
1.000 |
1.0958 |
|
1.618 |
1.0861 |
|
2.618 |
1.0704 |
|
4.250 |
1.0448 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1232 |
| PP |
1.1213 |
1.1210 |
| S1 |
1.1194 |
1.1189 |
|