CME Swiss Franc Future December 2011
Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1604 |
1.1615 |
0.0011 |
0.1% |
1.1365 |
High |
1.1624 |
1.1615 |
-0.0009 |
-0.1% |
1.1560 |
Low |
1.1604 |
1.1615 |
0.0011 |
0.1% |
1.1365 |
Close |
1.1578 |
1.1615 |
0.0037 |
0.3% |
1.1586 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0195 |
ATR |
0.0056 |
0.0054 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
3 |
10 |
7 |
233.3% |
22 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1615 |
1.1615 |
1.1615 |
|
R3 |
1.1615 |
1.1615 |
1.1615 |
|
R2 |
1.1615 |
1.1615 |
1.1615 |
|
R1 |
1.1615 |
1.1615 |
1.1615 |
1.1615 |
PP |
1.1615 |
1.1615 |
1.1615 |
1.1615 |
S1 |
1.1615 |
1.1615 |
1.1615 |
1.1615 |
S2 |
1.1615 |
1.1615 |
1.1615 |
|
S3 |
1.1615 |
1.1615 |
1.1615 |
|
S4 |
1.1615 |
1.1615 |
1.1615 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2089 |
1.2032 |
1.1693 |
|
R3 |
1.1894 |
1.1837 |
1.1640 |
|
R2 |
1.1699 |
1.1699 |
1.1622 |
|
R1 |
1.1642 |
1.1642 |
1.1604 |
1.1671 |
PP |
1.1504 |
1.1504 |
1.1504 |
1.1518 |
S1 |
1.1447 |
1.1447 |
1.1568 |
1.1476 |
S2 |
1.1309 |
1.1309 |
1.1550 |
|
S3 |
1.1114 |
1.1252 |
1.1532 |
|
S4 |
1.0919 |
1.1057 |
1.1479 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1624 |
1.1420 |
0.0204 |
1.8% |
0.0022 |
0.2% |
96% |
False |
False |
6 |
10 |
1.1624 |
1.1133 |
0.0491 |
4.2% |
0.0011 |
0.1% |
98% |
False |
False |
4 |
20 |
1.1624 |
1.0821 |
0.0803 |
6.9% |
0.0011 |
0.1% |
99% |
False |
False |
3 |
40 |
1.1624 |
1.0705 |
0.0919 |
7.9% |
0.0006 |
0.1% |
99% |
False |
False |
3 |
60 |
1.1624 |
1.0303 |
0.1321 |
11.4% |
0.0004 |
0.0% |
99% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1615 |
2.618 |
1.1615 |
1.618 |
1.1615 |
1.000 |
1.1615 |
0.618 |
1.1615 |
HIGH |
1.1615 |
0.618 |
1.1615 |
0.500 |
1.1615 |
0.382 |
1.1615 |
LOW |
1.1615 |
0.618 |
1.1615 |
1.000 |
1.1615 |
1.618 |
1.1615 |
2.618 |
1.1615 |
4.250 |
1.1615 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1615 |
1.1604 |
PP |
1.1615 |
1.1593 |
S1 |
1.1615 |
1.1582 |
|