CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 18-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1319 |
1.1388 |
0.0069 |
0.6% |
1.1405 |
High |
1.1373 |
1.1389 |
0.0016 |
0.1% |
1.1476 |
Low |
1.1286 |
1.1318 |
0.0032 |
0.3% |
1.1195 |
Close |
1.1363 |
1.1354 |
-0.0009 |
-0.1% |
1.1216 |
Range |
0.0087 |
0.0071 |
-0.0016 |
-18.4% |
0.0281 |
ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.4% |
0.0000 |
Volume |
56 |
121 |
65 |
116.1% |
539 |
|
Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1567 |
1.1531 |
1.1393 |
|
R3 |
1.1496 |
1.1460 |
1.1374 |
|
R2 |
1.1425 |
1.1425 |
1.1367 |
|
R1 |
1.1389 |
1.1389 |
1.1361 |
1.1372 |
PP |
1.1354 |
1.1354 |
1.1354 |
1.1345 |
S1 |
1.1318 |
1.1318 |
1.1347 |
1.1301 |
S2 |
1.1283 |
1.1283 |
1.1341 |
|
S3 |
1.1212 |
1.1247 |
1.1334 |
|
S4 |
1.1141 |
1.1176 |
1.1315 |
|
|
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 |
1.1389 |
1.1195 |
0.0194 |
1.7% |
0.0110 |
1.0% |
82% |
True |
False |
94 |
10 |
1.1680 |
1.1195 |
0.0485 |
4.3% |
0.0119 |
1.1% |
33% |
False |
False |
111 |
20 |
1.1700 |
1.1145 |
0.0555 |
4.9% |
0.0109 |
1.0% |
38% |
False |
False |
77 |
40 |
1.1700 |
1.0725 |
0.0975 |
8.6% |
0.0085 |
0.7% |
65% |
False |
False |
51 |
60 |
1.1700 |
1.0696 |
0.1004 |
8.8% |
0.0061 |
0.5% |
66% |
False |
False |
37 |
80 |
1.1700 |
1.0291 |
0.1409 |
12.4% |
0.0047 |
0.4% |
75% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1691 |
2.618 |
1.1575 |
1.618 |
1.1504 |
1.000 |
1.1460 |
0.618 |
1.1433 |
HIGH |
1.1389 |
0.618 |
1.1362 |
0.500 |
1.1354 |
0.382 |
1.1345 |
LOW |
1.1318 |
0.618 |
1.1274 |
1.000 |
1.1247 |
1.618 |
1.1203 |
2.618 |
1.1132 |
4.250 |
1.1016 |
|
|
Fisher Pivots for day following 18-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1354 |
1.1335 |
PP |
1.1354 |
1.1316 |
S1 |
1.1354 |
1.1297 |
|