CME Swiss Franc Future December 2011
Trading Metrics calculated at close of trading on 19-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
Open |
1.1359 |
1.1355 |
-0.0004 |
0.0% |
1.1470 |
High |
1.1359 |
1.1355 |
-0.0004 |
0.0% |
1.1470 |
Low |
1.1359 |
1.1355 |
-0.0004 |
0.0% |
1.1300 |
Close |
1.1359 |
1.1355 |
-0.0004 |
0.0% |
1.1220 |
Range |
|
|
|
|
|
ATR |
0.0055 |
0.0052 |
-0.0004 |
-6.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1355 |
1.1355 |
1.1355 |
|
R3 |
1.1355 |
1.1355 |
1.1355 |
|
R2 |
1.1355 |
1.1355 |
1.1355 |
|
R1 |
1.1355 |
1.1355 |
1.1355 |
1.1355 |
PP |
1.1355 |
1.1355 |
1.1355 |
1.1355 |
S1 |
1.1355 |
1.1355 |
1.1355 |
1.1355 |
S2 |
1.1355 |
1.1355 |
1.1355 |
|
S3 |
1.1355 |
1.1355 |
1.1355 |
|
S4 |
1.1355 |
1.1355 |
1.1355 |
|
|
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% |
88% |
False |
False |
2 |
10 |
1.1470 |
1.1180 |
0.0290 |
2.6% |
0.0001 |
0.0% |
60% |
False |
False |
1 |
20 |
1.1639 |
1.1180 |
0.0459 |
4.0% |
0.0006 |
0.1% |
38% |
False |
False |
3 |
40 |
1.1639 |
1.0821 |
0.0818 |
7.2% |
0.0006 |
0.1% |
65% |
False |
False |
2 |
60 |
1.1639 |
1.0705 |
0.0934 |
8.2% |
0.0004 |
0.0% |
70% |
False |
False |
3 |
80 |
1.1639 |
1.0303 |
0.1336 |
11.8% |
0.0003 |
0.0% |
79% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1355 |
2.618 |
1.1355 |
1.618 |
1.1355 |
1.000 |
1.1355 |
0.618 |
1.1355 |
HIGH |
1.1355 |
0.618 |
1.1355 |
0.500 |
1.1355 |
0.382 |
1.1355 |
LOW |
1.1355 |
0.618 |
1.1355 |
1.000 |
1.1355 |
1.618 |
1.1355 |
2.618 |
1.1355 |
4.250 |
1.1355 |
|
|
Fisher Pivots for day following 19-May-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1355 |
1.1367 |
PP |
1.1355 |
1.1363 |
S1 |
1.1355 |
1.1359 |
|