CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1317 |
1.1366 |
0.0049 |
0.4% |
1.1191 |
| High |
1.1388 |
1.1484 |
0.0096 |
0.8% |
1.1434 |
| Low |
1.1240 |
1.1346 |
0.0106 |
0.9% |
1.1189 |
| Close |
1.1374 |
1.1460 |
0.0086 |
0.8% |
1.1405 |
| Range |
0.0148 |
0.0138 |
-0.0010 |
-6.8% |
0.0245 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
0.3% |
0.0000 |
| Volume |
38,213 |
48,281 |
10,068 |
26.3% |
210,470 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1844 |
1.1790 |
1.1536 |
|
| R3 |
1.1706 |
1.1652 |
1.1498 |
|
| R2 |
1.1568 |
1.1568 |
1.1485 |
|
| R1 |
1.1514 |
1.1514 |
1.1473 |
1.1541 |
| PP |
1.1430 |
1.1430 |
1.1430 |
1.1444 |
| S1 |
1.1376 |
1.1376 |
1.1447 |
1.1403 |
| S2 |
1.1292 |
1.1292 |
1.1435 |
|
| S3 |
1.1154 |
1.1238 |
1.1422 |
|
| S4 |
1.1016 |
1.1100 |
1.1384 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2078 |
1.1986 |
1.1540 |
|
| R3 |
1.1833 |
1.1741 |
1.1472 |
|
| R2 |
1.1588 |
1.1588 |
1.1450 |
|
| R1 |
1.1496 |
1.1496 |
1.1427 |
1.1542 |
| PP |
1.1343 |
1.1343 |
1.1343 |
1.1366 |
| S1 |
1.1251 |
1.1251 |
1.1383 |
1.1297 |
| S2 |
1.1098 |
1.1098 |
1.1360 |
|
| S3 |
1.0853 |
1.1006 |
1.1338 |
|
| S4 |
1.0608 |
1.0761 |
1.1270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1484 |
1.1240 |
0.0244 |
2.1% |
0.0139 |
1.2% |
90% |
True |
False |
44,002 |
| 10 |
1.1484 |
1.1177 |
0.0307 |
2.7% |
0.0135 |
1.2% |
92% |
True |
False |
40,979 |
| 20 |
1.1697 |
1.1177 |
0.0520 |
4.5% |
0.0135 |
1.2% |
54% |
False |
False |
41,950 |
| 40 |
1.1697 |
1.0710 |
0.0987 |
8.6% |
0.0128 |
1.1% |
76% |
False |
False |
41,248 |
| 60 |
1.1697 |
1.0680 |
0.1017 |
8.9% |
0.0122 |
1.1% |
77% |
False |
False |
38,716 |
| 80 |
1.1697 |
1.0268 |
0.1429 |
12.5% |
0.0115 |
1.0% |
83% |
False |
False |
29,066 |
| 100 |
1.1697 |
1.0250 |
0.1447 |
12.6% |
0.0106 |
0.9% |
84% |
False |
False |
23,256 |
| 120 |
1.1697 |
1.0153 |
0.1544 |
13.5% |
0.0093 |
0.8% |
85% |
False |
False |
19,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2071 |
|
2.618 |
1.1845 |
|
1.618 |
1.1707 |
|
1.000 |
1.1622 |
|
0.618 |
1.1569 |
|
HIGH |
1.1484 |
|
0.618 |
1.1431 |
|
0.500 |
1.1415 |
|
0.382 |
1.1399 |
|
LOW |
1.1346 |
|
0.618 |
1.1261 |
|
1.000 |
1.1208 |
|
1.618 |
1.1123 |
|
2.618 |
1.0985 |
|
4.250 |
1.0760 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1445 |
1.1427 |
| PP |
1.1430 |
1.1395 |
| S1 |
1.1415 |
1.1362 |
|