CME Swiss Franc Future December 2011
Trading Metrics calculated at close of trading on 17-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1189 |
1.1378 |
0.0189 |
1.7% |
1.1470 |
High |
1.1189 |
1.1378 |
0.0189 |
1.7% |
1.1470 |
Low |
1.1180 |
1.1378 |
0.0198 |
1.8% |
1.1300 |
Close |
1.1332 |
1.1368 |
0.0036 |
0.3% |
1.1220 |
Range |
0.0009 |
0.0000 |
-0.0009 |
-100.0% |
0.0170 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
4 |
3 |
-1 |
-25.0% |
5 |
|
Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1375 |
1.1371 |
1.1368 |
|
R3 |
1.1375 |
1.1371 |
1.1368 |
|
R2 |
1.1375 |
1.1375 |
1.1368 |
|
R1 |
1.1371 |
1.1371 |
1.1368 |
1.1373 |
PP |
1.1375 |
1.1375 |
1.1375 |
1.1376 |
S1 |
1.1371 |
1.1371 |
1.1368 |
1.1373 |
S2 |
1.1375 |
1.1375 |
1.1368 |
|
S3 |
1.1375 |
1.1371 |
1.1368 |
|
S4 |
1.1375 |
1.1371 |
1.1368 |
|
|
Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1840 |
1.1700 |
1.1314 |
|
R3 |
1.1670 |
1.1530 |
1.1267 |
|
R2 |
1.1500 |
1.1500 |
1.1251 |
|
R1 |
1.1360 |
1.1360 |
1.1236 |
1.1345 |
PP |
1.1330 |
1.1330 |
1.1330 |
1.1323 |
S1 |
1.1190 |
1.1190 |
1.1204 |
1.1175 |
S2 |
1.1160 |
1.1160 |
1.1189 |
|
S3 |
1.0990 |
1.1020 |
1.1173 |
|
S4 |
1.0820 |
1.0850 |
1.1127 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1378 |
1.1180 |
0.0198 |
1.7% |
0.0002 |
0.0% |
95% |
True |
False |
2 |
10 |
1.1639 |
1.1180 |
0.0459 |
4.0% |
0.0001 |
0.0% |
41% |
False |
False |
3 |
20 |
1.1639 |
1.1133 |
0.0506 |
4.5% |
0.0006 |
0.1% |
46% |
False |
False |
3 |
40 |
1.1639 |
1.0821 |
0.0818 |
7.2% |
0.0006 |
0.1% |
67% |
False |
False |
3 |
60 |
1.1639 |
1.0694 |
0.0945 |
8.3% |
0.0004 |
0.0% |
71% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1378 |
2.618 |
1.1378 |
1.618 |
1.1378 |
1.000 |
1.1378 |
0.618 |
1.1378 |
HIGH |
1.1378 |
0.618 |
1.1378 |
0.500 |
1.1378 |
0.382 |
1.1378 |
LOW |
1.1378 |
0.618 |
1.1378 |
1.000 |
1.1378 |
1.618 |
1.1378 |
2.618 |
1.1378 |
4.250 |
1.1378 |
|
|
Fisher Pivots for day following 17-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1378 |
1.1338 |
PP |
1.1375 |
1.1309 |
S1 |
1.1371 |
1.1279 |
|