CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 11-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1476 |
1.1370 |
-0.0106 |
-0.9% |
1.1557 |
High |
1.1476 |
1.1388 |
-0.0088 |
-0.8% |
1.1700 |
Low |
1.1341 |
1.1267 |
-0.0074 |
-0.7% |
1.1375 |
Close |
1.1358 |
1.1268 |
-0.0090 |
-0.8% |
1.1386 |
Range |
0.0135 |
0.0121 |
-0.0014 |
-10.4% |
0.0325 |
ATR |
0.0101 |
0.0102 |
0.0001 |
1.4% |
0.0000 |
Volume |
44 |
102 |
58 |
131.8% |
534 |
|
Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1671 |
1.1590 |
1.1335 |
|
R3 |
1.1550 |
1.1469 |
1.1301 |
|
R2 |
1.1429 |
1.1429 |
1.1290 |
|
R1 |
1.1348 |
1.1348 |
1.1279 |
1.1328 |
PP |
1.1308 |
1.1308 |
1.1308 |
1.1298 |
S1 |
1.1227 |
1.1227 |
1.1257 |
1.1207 |
S2 |
1.1187 |
1.1187 |
1.1246 |
|
S3 |
1.1066 |
1.1106 |
1.1235 |
|
S4 |
1.0945 |
1.0985 |
1.1201 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2462 |
1.2249 |
1.1565 |
|
R3 |
1.2137 |
1.1924 |
1.1475 |
|
R2 |
1.1812 |
1.1812 |
1.1446 |
|
R1 |
1.1599 |
1.1599 |
1.1416 |
1.1543 |
PP |
1.1487 |
1.1487 |
1.1487 |
1.1459 |
S1 |
1.1274 |
1.1274 |
1.1356 |
1.1218 |
S2 |
1.1162 |
1.1162 |
1.1326 |
|
S3 |
1.0837 |
1.0949 |
1.1297 |
|
S4 |
1.0512 |
1.0624 |
1.1207 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1680 |
1.1267 |
0.0413 |
3.7% |
0.0128 |
1.1% |
0% |
False |
True |
129 |
10 |
1.1700 |
1.1267 |
0.0433 |
3.8% |
0.0106 |
0.9% |
0% |
False |
True |
94 |
20 |
1.1700 |
1.1122 |
0.0578 |
5.1% |
0.0093 |
0.8% |
25% |
False |
False |
67 |
40 |
1.1700 |
1.0725 |
0.0975 |
8.7% |
0.0076 |
0.7% |
56% |
False |
False |
43 |
60 |
1.1700 |
1.0366 |
0.1334 |
11.8% |
0.0054 |
0.5% |
68% |
False |
False |
29 |
80 |
1.1700 |
1.0291 |
0.1409 |
12.5% |
0.0040 |
0.4% |
69% |
False |
False |
22 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1902 |
2.618 |
1.1705 |
1.618 |
1.1584 |
1.000 |
1.1509 |
0.618 |
1.1463 |
HIGH |
1.1388 |
0.618 |
1.1342 |
0.500 |
1.1328 |
0.382 |
1.1313 |
LOW |
1.1267 |
0.618 |
1.1192 |
1.000 |
1.1146 |
1.618 |
1.1071 |
2.618 |
1.0950 |
4.250 |
1.0753 |
|
|
Fisher Pivots for day following 11-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1328 |
1.1372 |
PP |
1.1308 |
1.1337 |
S1 |
1.1288 |
1.1303 |
|