CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 10-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0702 |
1.0765 |
0.0063 |
0.6% |
1.0787 |
High |
1.0797 |
1.0782 |
-0.0015 |
-0.1% |
1.0877 |
Low |
1.0680 |
1.0687 |
0.0007 |
0.1% |
1.0725 |
Close |
1.0762 |
1.0738 |
-0.0024 |
-0.2% |
1.0804 |
Range |
0.0117 |
0.0095 |
-0.0022 |
-18.8% |
0.0152 |
ATR |
0.0094 |
0.0094 |
0.0000 |
0.1% |
0.0000 |
Volume |
13,794 |
28,919 |
15,125 |
109.6% |
3,985 |
|
Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1021 |
1.0974 |
1.0790 |
|
R3 |
1.0926 |
1.0879 |
1.0764 |
|
R2 |
1.0831 |
1.0831 |
1.0755 |
|
R1 |
1.0784 |
1.0784 |
1.0747 |
1.0760 |
PP |
1.0736 |
1.0736 |
1.0736 |
1.0724 |
S1 |
1.0689 |
1.0689 |
1.0729 |
1.0665 |
S2 |
1.0641 |
1.0641 |
1.0721 |
|
S3 |
1.0546 |
1.0594 |
1.0712 |
|
S4 |
1.0451 |
1.0499 |
1.0686 |
|
|
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 |
1.0846 |
1.0680 |
0.0166 |
1.5% |
0.0099 |
0.9% |
35% |
False |
False |
11,683 |
10 |
1.0877 |
1.0680 |
0.0197 |
1.8% |
0.0089 |
0.8% |
29% |
False |
False |
6,095 |
20 |
1.0877 |
1.0268 |
0.0609 |
5.7% |
0.0095 |
0.9% |
77% |
False |
False |
3,101 |
40 |
1.0877 |
1.0267 |
0.0610 |
5.7% |
0.0084 |
0.8% |
77% |
False |
False |
1,562 |
60 |
1.0877 |
1.0250 |
0.0627 |
5.8% |
0.0076 |
0.7% |
78% |
False |
False |
1,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1186 |
2.618 |
1.1031 |
1.618 |
1.0936 |
1.000 |
1.0877 |
0.618 |
1.0841 |
HIGH |
1.0782 |
0.618 |
1.0746 |
0.500 |
1.0735 |
0.382 |
1.0723 |
LOW |
1.0687 |
0.618 |
1.0628 |
1.000 |
1.0592 |
1.618 |
1.0533 |
2.618 |
1.0438 |
4.250 |
1.0283 |
|
|
Fisher Pivots for day following 10-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0737 |
1.0743 |
PP |
1.0736 |
1.0741 |
S1 |
1.0735 |
1.0740 |
|