CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1256 |
1.1303 |
0.0047 |
0.4% |
1.1207 |
| High |
1.1392 |
1.1403 |
0.0011 |
0.1% |
1.1392 |
| Low |
1.1249 |
1.1273 |
0.0024 |
0.2% |
1.1105 |
| Close |
1.1324 |
1.1357 |
0.0033 |
0.3% |
1.1324 |
| Range |
0.0143 |
0.0130 |
-0.0013 |
-9.1% |
0.0287 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
1.2% |
0.0000 |
| Volume |
44,314 |
48,388 |
4,074 |
9.2% |
162,885 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1734 |
1.1676 |
1.1429 |
|
| R3 |
1.1604 |
1.1546 |
1.1393 |
|
| R2 |
1.1474 |
1.1474 |
1.1381 |
|
| R1 |
1.1416 |
1.1416 |
1.1369 |
1.1445 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1359 |
| S1 |
1.1286 |
1.1286 |
1.1345 |
1.1315 |
| S2 |
1.1214 |
1.1214 |
1.1333 |
|
| S3 |
1.1084 |
1.1156 |
1.1321 |
|
| S4 |
1.0954 |
1.1026 |
1.1286 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2135 |
1.2016 |
1.1482 |
|
| R3 |
1.1848 |
1.1729 |
1.1403 |
|
| R2 |
1.1561 |
1.1561 |
1.1377 |
|
| R1 |
1.1442 |
1.1442 |
1.1350 |
1.1502 |
| PP |
1.1274 |
1.1274 |
1.1274 |
1.1303 |
| S1 |
1.1155 |
1.1155 |
1.1298 |
1.1215 |
| S2 |
1.0987 |
1.0987 |
1.1271 |
|
| S3 |
1.0700 |
1.0868 |
1.1245 |
|
| S4 |
1.0413 |
1.0581 |
1.1166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1403 |
1.1105 |
0.0298 |
2.6% |
0.0126 |
1.1% |
85% |
True |
False |
42,254 |
| 10 |
1.1403 |
1.0985 |
0.0418 |
3.7% |
0.0110 |
1.0% |
89% |
True |
False |
41,404 |
| 20 |
1.1403 |
1.0710 |
0.0693 |
6.1% |
0.0112 |
1.0% |
93% |
True |
False |
41,567 |
| 40 |
1.1403 |
1.0680 |
0.0723 |
6.4% |
0.0109 |
1.0% |
94% |
True |
False |
35,673 |
| 60 |
1.1403 |
1.0268 |
0.1135 |
10.0% |
0.0103 |
0.9% |
96% |
True |
False |
23,810 |
| 80 |
1.1403 |
1.0250 |
0.1153 |
10.2% |
0.0096 |
0.8% |
96% |
True |
False |
17,862 |
| 100 |
1.1403 |
0.9990 |
0.1413 |
12.4% |
0.0082 |
0.7% |
97% |
True |
False |
14,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1956 |
|
2.618 |
1.1743 |
|
1.618 |
1.1613 |
|
1.000 |
1.1533 |
|
0.618 |
1.1483 |
|
HIGH |
1.1403 |
|
0.618 |
1.1353 |
|
0.500 |
1.1338 |
|
0.382 |
1.1323 |
|
LOW |
1.1273 |
|
0.618 |
1.1193 |
|
1.000 |
1.1143 |
|
1.618 |
1.1063 |
|
2.618 |
1.0933 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1324 |
| PP |
1.1344 |
1.1292 |
| S1 |
1.1338 |
1.1259 |
|