CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 15-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1164 |
1.1204 |
0.0040 |
0.4% |
1.1005 |
High |
1.1233 |
1.1204 |
-0.0029 |
-0.3% |
1.1233 |
Low |
1.1164 |
1.1204 |
0.0040 |
0.4% |
1.1005 |
Close |
1.1213 |
1.1204 |
-0.0009 |
-0.1% |
1.1204 |
Range |
0.0069 |
0.0000 |
-0.0069 |
-100.0% |
0.0228 |
ATR |
0.0076 |
0.0071 |
-0.0005 |
-6.3% |
0.0000 |
Volume |
26 |
20 |
-6 |
-23.1% |
141 |
|
Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1204 |
1.1204 |
1.1204 |
|
R3 |
1.1204 |
1.1204 |
1.1204 |
|
R2 |
1.1204 |
1.1204 |
1.1204 |
|
R1 |
1.1204 |
1.1204 |
1.1204 |
1.1204 |
PP |
1.1204 |
1.1204 |
1.1204 |
1.1204 |
S1 |
1.1204 |
1.1204 |
1.1204 |
1.1204 |
S2 |
1.1204 |
1.1204 |
1.1204 |
|
S3 |
1.1204 |
1.1204 |
1.1204 |
|
S4 |
1.1204 |
1.1204 |
1.1204 |
|
|
Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1831 |
1.1746 |
1.1329 |
|
R3 |
1.1603 |
1.1518 |
1.1267 |
|
R2 |
1.1375 |
1.1375 |
1.1246 |
|
R1 |
1.1290 |
1.1290 |
1.1225 |
1.1333 |
PP |
1.1147 |
1.1147 |
1.1147 |
1.1169 |
S1 |
1.1062 |
1.1062 |
1.1183 |
1.1105 |
S2 |
1.0919 |
1.0919 |
1.1162 |
|
S3 |
1.0691 |
1.0834 |
1.1141 |
|
S4 |
1.0463 |
1.0606 |
1.1079 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1233 |
1.1005 |
0.0228 |
2.0% |
0.0054 |
0.5% |
87% |
False |
False |
28 |
10 |
1.1233 |
1.0810 |
0.0423 |
3.8% |
0.0047 |
0.4% |
93% |
False |
False |
21 |
20 |
1.1233 |
1.0725 |
0.0508 |
4.5% |
0.0059 |
0.5% |
94% |
False |
False |
17 |
40 |
1.1233 |
1.0560 |
0.0673 |
6.0% |
0.0038 |
0.3% |
96% |
False |
False |
12 |
60 |
1.1233 |
1.0291 |
0.0942 |
8.4% |
0.0025 |
0.2% |
97% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1204 |
2.618 |
1.1204 |
1.618 |
1.1204 |
1.000 |
1.1204 |
0.618 |
1.1204 |
HIGH |
1.1204 |
0.618 |
1.1204 |
0.500 |
1.1204 |
0.382 |
1.1204 |
LOW |
1.1204 |
0.618 |
1.1204 |
1.000 |
1.1204 |
1.618 |
1.1204 |
2.618 |
1.1204 |
4.250 |
1.1204 |
|
|
Fisher Pivots for day following 15-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1204 |
1.1197 |
PP |
1.1204 |
1.1190 |
S1 |
1.1204 |
1.1183 |
|