CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1305 |
1.1375 |
0.0070 |
0.6% |
1.1206 |
| High |
1.1392 |
1.1491 |
0.0099 |
0.9% |
1.1418 |
| Low |
1.1253 |
1.1360 |
0.0107 |
1.0% |
1.1205 |
| Close |
1.1381 |
1.1469 |
0.0088 |
0.8% |
1.1410 |
| Range |
0.0139 |
0.0131 |
-0.0008 |
-5.8% |
0.0213 |
| ATR |
0.0108 |
0.0109 |
0.0002 |
1.6% |
0.0000 |
| Volume |
208 |
442 |
234 |
112.5% |
573 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1833 |
1.1782 |
1.1541 |
|
| R3 |
1.1702 |
1.1651 |
1.1505 |
|
| R2 |
1.1571 |
1.1571 |
1.1493 |
|
| R1 |
1.1520 |
1.1520 |
1.1481 |
1.1546 |
| PP |
1.1440 |
1.1440 |
1.1440 |
1.1453 |
| S1 |
1.1389 |
1.1389 |
1.1457 |
1.1415 |
| S2 |
1.1309 |
1.1309 |
1.1445 |
|
| S3 |
1.1178 |
1.1258 |
1.1433 |
|
| S4 |
1.1047 |
1.1127 |
1.1397 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1983 |
1.1910 |
1.1527 |
|
| R3 |
1.1770 |
1.1697 |
1.1469 |
|
| R2 |
1.1557 |
1.1557 |
1.1449 |
|
| R1 |
1.1484 |
1.1484 |
1.1430 |
1.1521 |
| PP |
1.1344 |
1.1344 |
1.1344 |
1.1363 |
| S1 |
1.1271 |
1.1271 |
1.1390 |
1.1308 |
| S2 |
1.1131 |
1.1131 |
1.1371 |
|
| S3 |
1.0918 |
1.1058 |
1.1351 |
|
| S4 |
1.0705 |
1.0845 |
1.1293 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1491 |
1.1253 |
0.0238 |
2.1% |
0.0120 |
1.0% |
91% |
True |
False |
224 |
| 10 |
1.1491 |
1.1195 |
0.0296 |
2.6% |
0.0115 |
1.0% |
93% |
True |
False |
159 |
| 20 |
1.1700 |
1.1195 |
0.0505 |
4.4% |
0.0111 |
1.0% |
54% |
False |
False |
127 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.5% |
0.0091 |
0.8% |
76% |
False |
False |
78 |
| 60 |
1.1700 |
1.0696 |
0.1004 |
8.8% |
0.0071 |
0.6% |
77% |
False |
False |
55 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.3% |
0.0055 |
0.5% |
84% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2048 |
|
2.618 |
1.1834 |
|
1.618 |
1.1703 |
|
1.000 |
1.1622 |
|
0.618 |
1.1572 |
|
HIGH |
1.1491 |
|
0.618 |
1.1441 |
|
0.500 |
1.1426 |
|
0.382 |
1.1410 |
|
LOW |
1.1360 |
|
0.618 |
1.1279 |
|
1.000 |
1.1229 |
|
1.618 |
1.1148 |
|
2.618 |
1.1017 |
|
4.250 |
1.0803 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1455 |
1.1437 |
| PP |
1.1440 |
1.1404 |
| S1 |
1.1426 |
1.1372 |
|