CME Swiss Franc Future December 2011
Trading Metrics calculated at close of trading on 28-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.1490 |
1.1466 |
-0.0024 |
-0.2% |
1.1164 |
High |
1.1490 |
1.1466 |
-0.0024 |
-0.2% |
1.1332 |
Low |
1.1420 |
1.1466 |
0.0046 |
0.4% |
1.1133 |
Close |
1.1419 |
1.1466 |
0.0047 |
0.4% |
1.1332 |
Range |
0.0070 |
0.0000 |
-0.0070 |
-100.0% |
0.0199 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
2 |
8 |
6 |
300.0% |
8 |
|
Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1466 |
1.1466 |
1.1466 |
|
R3 |
1.1466 |
1.1466 |
1.1466 |
|
R2 |
1.1466 |
1.1466 |
1.1466 |
|
R1 |
1.1466 |
1.1466 |
1.1466 |
1.1466 |
PP |
1.1466 |
1.1466 |
1.1466 |
1.1466 |
S1 |
1.1466 |
1.1466 |
1.1466 |
1.1466 |
S2 |
1.1466 |
1.1466 |
1.1466 |
|
S3 |
1.1466 |
1.1466 |
1.1466 |
|
S4 |
1.1466 |
1.1466 |
1.1466 |
|
|
Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1863 |
1.1796 |
1.1441 |
|
R3 |
1.1664 |
1.1597 |
1.1387 |
|
R2 |
1.1465 |
1.1465 |
1.1368 |
|
R1 |
1.1398 |
1.1398 |
1.1350 |
1.1432 |
PP |
1.1266 |
1.1266 |
1.1266 |
1.1282 |
S1 |
1.1199 |
1.1199 |
1.1314 |
1.1233 |
S2 |
1.1067 |
1.1067 |
1.1296 |
|
S3 |
1.0868 |
1.1000 |
1.1277 |
|
S4 |
1.0669 |
1.0801 |
1.1223 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1490 |
1.1332 |
0.0158 |
1.4% |
0.0014 |
0.1% |
85% |
False |
False |
3 |
10 |
1.1490 |
1.1133 |
0.0357 |
3.1% |
0.0007 |
0.1% |
93% |
False |
False |
2 |
20 |
1.1490 |
1.0821 |
0.0669 |
5.8% |
0.0010 |
0.1% |
96% |
False |
False |
2 |
40 |
1.1490 |
1.0705 |
0.0785 |
6.8% |
0.0005 |
0.0% |
97% |
False |
False |
3 |
60 |
1.1490 |
1.0303 |
0.1187 |
10.4% |
0.0003 |
0.0% |
98% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1466 |
2.618 |
1.1466 |
1.618 |
1.1466 |
1.000 |
1.1466 |
0.618 |
1.1466 |
HIGH |
1.1466 |
0.618 |
1.1466 |
0.500 |
1.1466 |
0.382 |
1.1466 |
LOW |
1.1466 |
0.618 |
1.1466 |
1.000 |
1.1466 |
1.618 |
1.1466 |
2.618 |
1.1466 |
4.250 |
1.1466 |
|
|
Fisher Pivots for day following 28-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1466 |
1.1460 |
PP |
1.1466 |
1.1453 |
S1 |
1.1466 |
1.1447 |
|