CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1375 |
1.1468 |
0.0093 |
0.8% |
1.1206 |
| High |
1.1491 |
1.1564 |
0.0073 |
0.6% |
1.1418 |
| Low |
1.1360 |
1.1468 |
0.0108 |
1.0% |
1.1205 |
| Close |
1.1469 |
1.1554 |
0.0085 |
0.7% |
1.1410 |
| Range |
0.0131 |
0.0096 |
-0.0035 |
-26.7% |
0.0213 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
442 |
485 |
43 |
9.7% |
573 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1817 |
1.1781 |
1.1607 |
|
| R3 |
1.1721 |
1.1685 |
1.1580 |
|
| R2 |
1.1625 |
1.1625 |
1.1572 |
|
| R1 |
1.1589 |
1.1589 |
1.1563 |
1.1607 |
| PP |
1.1529 |
1.1529 |
1.1529 |
1.1538 |
| S1 |
1.1493 |
1.1493 |
1.1545 |
1.1511 |
| S2 |
1.1433 |
1.1433 |
1.1536 |
|
| S3 |
1.1337 |
1.1397 |
1.1528 |
|
| S4 |
1.1241 |
1.1301 |
1.1501 |
|
|
| 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 |
1.1564 |
1.1253 |
0.0311 |
2.7% |
0.0113 |
1.0% |
97% |
True |
False |
287 |
| 10 |
1.1564 |
1.1195 |
0.0369 |
3.2% |
0.0117 |
1.0% |
97% |
True |
False |
196 |
| 20 |
1.1700 |
1.1195 |
0.0505 |
4.4% |
0.0112 |
1.0% |
71% |
False |
False |
149 |
| 40 |
1.1700 |
1.0725 |
0.0975 |
8.4% |
0.0090 |
0.8% |
85% |
False |
False |
90 |
| 60 |
1.1700 |
1.0696 |
0.1004 |
8.7% |
0.0072 |
0.6% |
85% |
False |
False |
63 |
| 80 |
1.1700 |
1.0291 |
0.1409 |
12.2% |
0.0056 |
0.5% |
90% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1972 |
|
2.618 |
1.1815 |
|
1.618 |
1.1719 |
|
1.000 |
1.1660 |
|
0.618 |
1.1623 |
|
HIGH |
1.1564 |
|
0.618 |
1.1527 |
|
0.500 |
1.1516 |
|
0.382 |
1.1505 |
|
LOW |
1.1468 |
|
0.618 |
1.1409 |
|
1.000 |
1.1372 |
|
1.618 |
1.1313 |
|
2.618 |
1.1217 |
|
4.250 |
1.1060 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1541 |
1.1506 |
| PP |
1.1529 |
1.1457 |
| S1 |
1.1516 |
1.1409 |
|