CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1388 |
1.1385 |
-0.0003 |
0.0% |
1.1405 |
| High |
1.1389 |
1.1410 |
0.0021 |
0.2% |
1.1476 |
| Low |
1.1318 |
1.1279 |
-0.0039 |
-0.3% |
1.1195 |
| Close |
1.1354 |
1.1350 |
-0.0004 |
0.0% |
1.1216 |
| Range |
0.0071 |
0.0131 |
0.0060 |
84.5% |
0.0281 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.8% |
0.0000 |
| Volume |
121 |
168 |
47 |
38.8% |
539 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1739 |
1.1676 |
1.1422 |
|
| R3 |
1.1608 |
1.1545 |
1.1386 |
|
| R2 |
1.1477 |
1.1477 |
1.1374 |
|
| R1 |
1.1414 |
1.1414 |
1.1362 |
1.1380 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1330 |
| S1 |
1.1283 |
1.1283 |
1.1338 |
1.1249 |
| S2 |
1.1215 |
1.1215 |
1.1326 |
|
| S3 |
1.1084 |
1.1152 |
1.1314 |
|
| S4 |
1.0953 |
1.1021 |
1.1278 |
|
|
| 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 |
1.1410 |
1.1195 |
0.0215 |
1.9% |
0.0121 |
1.1% |
72% |
True |
False |
104 |
| 10 |
1.1529 |
1.1195 |
0.0334 |
2.9% |
0.0115 |
1.0% |
46% |
False |
False |
112 |
| 20 |
1.1700 |
1.1195 |
0.0505 |
4.4% |
0.0110 |
1.0% |
31% |
False |
False |
86 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.6% |
0.0086 |
0.8% |
64% |
False |
False |
55 |
| 60 |
1.1700 |
1.0696 |
0.1004 |
8.8% |
0.0063 |
0.6% |
65% |
False |
False |
39 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.4% |
0.0049 |
0.4% |
75% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1967 |
|
2.618 |
1.1753 |
|
1.618 |
1.1622 |
|
1.000 |
1.1541 |
|
0.618 |
1.1491 |
|
HIGH |
1.1410 |
|
0.618 |
1.1360 |
|
0.500 |
1.1345 |
|
0.382 |
1.1329 |
|
LOW |
1.1279 |
|
0.618 |
1.1198 |
|
1.000 |
1.1148 |
|
1.618 |
1.1067 |
|
2.618 |
1.0936 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1348 |
1.1348 |
| PP |
1.1346 |
1.1346 |
| S1 |
1.1345 |
1.1345 |
|