CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 08-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0816 |
1.0800 |
-0.0016 |
-0.1% |
1.0787 |
High |
1.0833 |
1.0805 |
-0.0028 |
-0.3% |
1.0877 |
Low |
1.0787 |
1.0688 |
-0.0099 |
-0.9% |
1.0725 |
Close |
1.0805 |
1.0695 |
-0.0110 |
-1.0% |
1.0804 |
Range |
0.0046 |
0.0117 |
0.0071 |
154.3% |
0.0152 |
ATR |
0.0091 |
0.0092 |
0.0002 |
2.1% |
0.0000 |
Volume |
5,906 |
7,994 |
2,088 |
35.4% |
3,985 |
|
Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1080 |
1.1005 |
1.0759 |
|
R3 |
1.0963 |
1.0888 |
1.0727 |
|
R2 |
1.0846 |
1.0846 |
1.0716 |
|
R1 |
1.0771 |
1.0771 |
1.0706 |
1.0750 |
PP |
1.0729 |
1.0729 |
1.0729 |
1.0719 |
S1 |
1.0654 |
1.0654 |
1.0684 |
1.0633 |
S2 |
1.0612 |
1.0612 |
1.0674 |
|
S3 |
1.0495 |
1.0537 |
1.0663 |
|
S4 |
1.0378 |
1.0420 |
1.0631 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1258 |
1.1183 |
1.0888 |
|
R3 |
1.1106 |
1.1031 |
1.0846 |
|
R2 |
1.0954 |
1.0954 |
1.0832 |
|
R1 |
1.0879 |
1.0879 |
1.0818 |
1.0917 |
PP |
1.0802 |
1.0802 |
1.0802 |
1.0821 |
S1 |
1.0727 |
1.0727 |
1.0790 |
1.0765 |
S2 |
1.0650 |
1.0650 |
1.0776 |
|
S3 |
1.0498 |
1.0575 |
1.0762 |
|
S4 |
1.0346 |
1.0423 |
1.0720 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0877 |
1.0688 |
0.0189 |
1.8% |
0.0099 |
0.9% |
4% |
False |
True |
3,448 |
10 |
1.0877 |
1.0666 |
0.0211 |
2.0% |
0.0086 |
0.8% |
14% |
False |
False |
1,868 |
20 |
1.0877 |
1.0268 |
0.0609 |
5.7% |
0.0095 |
0.9% |
70% |
False |
False |
967 |
40 |
1.0877 |
1.0250 |
0.0627 |
5.9% |
0.0084 |
0.8% |
71% |
False |
False |
495 |
60 |
1.0877 |
1.0230 |
0.0647 |
6.0% |
0.0073 |
0.7% |
72% |
False |
False |
335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1302 |
2.618 |
1.1111 |
1.618 |
1.0994 |
1.000 |
1.0922 |
0.618 |
1.0877 |
HIGH |
1.0805 |
0.618 |
1.0760 |
0.500 |
1.0747 |
0.382 |
1.0733 |
LOW |
1.0688 |
0.618 |
1.0616 |
1.000 |
1.0571 |
1.618 |
1.0499 |
2.618 |
1.0382 |
4.250 |
1.0191 |
|
|
Fisher Pivots for day following 08-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0747 |
1.0767 |
PP |
1.0729 |
1.0743 |
S1 |
1.0712 |
1.0719 |
|