CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1311 |
1.1206 |
-0.0105 |
-0.9% |
1.1405 |
| High |
1.1358 |
1.1360 |
0.0002 |
0.0% |
1.1476 |
| Low |
1.1195 |
1.1205 |
0.0010 |
0.1% |
1.1195 |
| Close |
1.1216 |
1.1328 |
0.0112 |
1.0% |
1.1216 |
| Range |
0.0163 |
0.0155 |
-0.0008 |
-4.9% |
0.0281 |
| ATR |
0.0105 |
0.0108 |
0.0004 |
3.4% |
0.0000 |
| Volume |
100 |
76 |
-24 |
-24.0% |
539 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1763 |
1.1700 |
1.1413 |
|
| R3 |
1.1608 |
1.1545 |
1.1371 |
|
| R2 |
1.1453 |
1.1453 |
1.1356 |
|
| R1 |
1.1390 |
1.1390 |
1.1342 |
1.1422 |
| PP |
1.1298 |
1.1298 |
1.1298 |
1.1313 |
| S1 |
1.1235 |
1.1235 |
1.1314 |
1.1267 |
| S2 |
1.1143 |
1.1143 |
1.1300 |
|
| S3 |
1.0988 |
1.1080 |
1.1285 |
|
| S4 |
1.0833 |
1.0925 |
1.1243 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2139 |
1.1958 |
1.1371 |
|
| R3 |
1.1858 |
1.1677 |
1.1293 |
|
| R2 |
1.1577 |
1.1577 |
1.1268 |
|
| R1 |
1.1396 |
1.1396 |
1.1242 |
1.1346 |
| PP |
1.1296 |
1.1296 |
1.1296 |
1.1271 |
| S1 |
1.1115 |
1.1115 |
1.1190 |
1.1065 |
| S2 |
1.1015 |
1.1015 |
1.1164 |
|
| S3 |
1.0734 |
1.0834 |
1.1139 |
|
| S4 |
1.0453 |
1.0553 |
1.1061 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1476 |
1.1195 |
0.0281 |
2.5% |
0.0130 |
1.1% |
47% |
False |
False |
88 |
| 10 |
1.1700 |
1.1195 |
0.0505 |
4.5% |
0.0124 |
1.1% |
26% |
False |
False |
107 |
| 20 |
1.1700 |
1.1122 |
0.0578 |
5.1% |
0.0105 |
0.9% |
36% |
False |
False |
77 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.6% |
0.0082 |
0.7% |
62% |
False |
False |
47 |
| 60 |
1.1700 |
1.0560 |
0.1140 |
10.1% |
0.0060 |
0.5% |
67% |
False |
False |
34 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.4% |
0.0045 |
0.4% |
74% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2019 |
|
2.618 |
1.1766 |
|
1.618 |
1.1611 |
|
1.000 |
1.1515 |
|
0.618 |
1.1456 |
|
HIGH |
1.1360 |
|
0.618 |
1.1301 |
|
0.500 |
1.1283 |
|
0.382 |
1.1264 |
|
LOW |
1.1205 |
|
0.618 |
1.1109 |
|
1.000 |
1.1050 |
|
1.618 |
1.0954 |
|
2.618 |
1.0799 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1311 |
| PP |
1.1298 |
1.1294 |
| S1 |
1.1283 |
1.1278 |
|