CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1427 |
-0.0023 |
-0.2% |
1.1207 |
| High |
1.1539 |
1.1510 |
-0.0029 |
-0.3% |
1.1392 |
| Low |
1.1322 |
1.1418 |
0.0096 |
0.8% |
1.1105 |
| Close |
1.1411 |
1.1458 |
0.0047 |
0.4% |
1.1324 |
| Range |
0.0217 |
0.0092 |
-0.0125 |
-57.6% |
0.0287 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
38,198 |
51,763 |
13,565 |
35.5% |
162,885 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1738 |
1.1690 |
1.1509 |
|
| R3 |
1.1646 |
1.1598 |
1.1483 |
|
| R2 |
1.1554 |
1.1554 |
1.1475 |
|
| R1 |
1.1506 |
1.1506 |
1.1466 |
1.1530 |
| PP |
1.1462 |
1.1462 |
1.1462 |
1.1474 |
| S1 |
1.1414 |
1.1414 |
1.1450 |
1.1438 |
| S2 |
1.1370 |
1.1370 |
1.1441 |
|
| S3 |
1.1278 |
1.1322 |
1.1433 |
|
| S4 |
1.1186 |
1.1230 |
1.1407 |
|
|
| 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 |
1.1539 |
1.1249 |
0.0290 |
2.5% |
0.0145 |
1.3% |
72% |
False |
False |
40,433 |
| 10 |
1.1539 |
1.1105 |
0.0434 |
3.8% |
0.0123 |
1.1% |
81% |
False |
False |
39,947 |
| 20 |
1.1539 |
1.0710 |
0.0829 |
7.2% |
0.0119 |
1.0% |
90% |
False |
False |
41,223 |
| 40 |
1.1539 |
1.0680 |
0.0859 |
7.5% |
0.0115 |
1.0% |
91% |
False |
False |
38,379 |
| 60 |
1.1539 |
1.0268 |
0.1271 |
11.1% |
0.0108 |
0.9% |
94% |
False |
False |
25,634 |
| 80 |
1.1539 |
1.0250 |
0.1289 |
11.2% |
0.0100 |
0.9% |
94% |
False |
False |
19,230 |
| 100 |
1.1539 |
1.0153 |
0.1386 |
12.1% |
0.0086 |
0.7% |
94% |
False |
False |
15,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1901 |
|
2.618 |
1.1751 |
|
1.618 |
1.1659 |
|
1.000 |
1.1602 |
|
0.618 |
1.1567 |
|
HIGH |
1.1510 |
|
0.618 |
1.1475 |
|
0.500 |
1.1464 |
|
0.382 |
1.1453 |
|
LOW |
1.1418 |
|
0.618 |
1.1361 |
|
1.000 |
1.1326 |
|
1.618 |
1.1269 |
|
2.618 |
1.1177 |
|
4.250 |
1.1027 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1464 |
1.1444 |
| PP |
1.1462 |
1.1430 |
| S1 |
1.1460 |
1.1416 |
|