CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1449 |
1.1566 |
0.0117 |
1.0% |
1.1303 |
| High |
1.1596 |
1.1597 |
0.0001 |
0.0% |
1.1596 |
| Low |
1.1434 |
1.1500 |
0.0066 |
0.6% |
1.1273 |
| Close |
1.1581 |
1.1573 |
-0.0008 |
-0.1% |
1.1581 |
| Range |
0.0162 |
0.0097 |
-0.0065 |
-40.1% |
0.0323 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
34,618 |
43,875 |
9,257 |
26.7% |
192,471 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1848 |
1.1807 |
1.1626 |
|
| R3 |
1.1751 |
1.1710 |
1.1600 |
|
| R2 |
1.1654 |
1.1654 |
1.1591 |
|
| R1 |
1.1613 |
1.1613 |
1.1582 |
1.1634 |
| PP |
1.1557 |
1.1557 |
1.1557 |
1.1567 |
| S1 |
1.1516 |
1.1516 |
1.1564 |
1.1537 |
| S2 |
1.1460 |
1.1460 |
1.1555 |
|
| S3 |
1.1363 |
1.1419 |
1.1546 |
|
| S4 |
1.1266 |
1.1322 |
1.1520 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2452 |
1.2340 |
1.1759 |
|
| R3 |
1.2129 |
1.2017 |
1.1670 |
|
| R2 |
1.1806 |
1.1806 |
1.1640 |
|
| R1 |
1.1694 |
1.1694 |
1.1611 |
1.1750 |
| PP |
1.1483 |
1.1483 |
1.1483 |
1.1512 |
| S1 |
1.1371 |
1.1371 |
1.1551 |
1.1427 |
| S2 |
1.1160 |
1.1160 |
1.1522 |
|
| S3 |
1.0837 |
1.1048 |
1.1492 |
|
| S4 |
1.0514 |
1.0725 |
1.1403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1597 |
1.1293 |
0.0304 |
2.6% |
0.0143 |
1.2% |
92% |
True |
False |
37,591 |
| 10 |
1.1597 |
1.1105 |
0.0492 |
4.3% |
0.0134 |
1.2% |
95% |
True |
False |
39,923 |
| 20 |
1.1597 |
1.0760 |
0.0837 |
7.2% |
0.0118 |
1.0% |
97% |
True |
False |
41,313 |
| 40 |
1.1597 |
1.0680 |
0.0917 |
7.9% |
0.0116 |
1.0% |
97% |
True |
False |
40,272 |
| 60 |
1.1597 |
1.0268 |
0.1329 |
11.5% |
0.0109 |
0.9% |
98% |
True |
False |
26,940 |
| 80 |
1.1597 |
1.0250 |
0.1347 |
11.6% |
0.0099 |
0.9% |
98% |
True |
False |
20,210 |
| 100 |
1.1597 |
1.0167 |
0.1430 |
12.4% |
0.0088 |
0.8% |
98% |
True |
False |
16,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2009 |
|
2.618 |
1.1851 |
|
1.618 |
1.1754 |
|
1.000 |
1.1694 |
|
0.618 |
1.1657 |
|
HIGH |
1.1597 |
|
0.618 |
1.1560 |
|
0.500 |
1.1549 |
|
0.382 |
1.1537 |
|
LOW |
1.1500 |
|
0.618 |
1.1440 |
|
1.000 |
1.1403 |
|
1.618 |
1.1343 |
|
2.618 |
1.1246 |
|
4.250 |
1.1088 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1565 |
1.1551 |
| PP |
1.1557 |
1.1529 |
| S1 |
1.1549 |
1.1508 |
|