CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.1135 |
1.1089 |
-0.0046 |
-0.4% |
1.0778 |
High |
1.1149 |
1.1102 |
-0.0047 |
-0.4% |
1.1163 |
Low |
1.1009 |
1.1026 |
0.0017 |
0.2% |
1.0741 |
Close |
1.1096 |
1.1060 |
-0.0036 |
-0.3% |
1.1096 |
Range |
0.0140 |
0.0076 |
-0.0064 |
-45.7% |
0.0422 |
ATR |
0.0109 |
0.0106 |
-0.0002 |
-2.2% |
0.0000 |
Volume |
51,848 |
47,977 |
-3,871 |
-7.5% |
285,524 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1291 |
1.1251 |
1.1102 |
|
R3 |
1.1215 |
1.1175 |
1.1081 |
|
R2 |
1.1139 |
1.1139 |
1.1074 |
|
R1 |
1.1099 |
1.1099 |
1.1067 |
1.1081 |
PP |
1.1063 |
1.1063 |
1.1063 |
1.1054 |
S1 |
1.1023 |
1.1023 |
1.1053 |
1.1005 |
S2 |
1.0987 |
1.0987 |
1.1046 |
|
S3 |
1.0911 |
1.0947 |
1.1039 |
|
S4 |
1.0835 |
1.0871 |
1.1018 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2266 |
1.2103 |
1.1328 |
|
R3 |
1.1844 |
1.1681 |
1.1212 |
|
R2 |
1.1422 |
1.1422 |
1.1173 |
|
R1 |
1.1259 |
1.1259 |
1.1135 |
1.1341 |
PP |
1.1000 |
1.1000 |
1.1000 |
1.1041 |
S1 |
1.0837 |
1.0837 |
1.1057 |
1.0919 |
S2 |
1.0578 |
1.0578 |
1.1019 |
|
S3 |
1.0156 |
1.0415 |
1.0980 |
|
S4 |
0.9734 |
0.9993 |
1.0864 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1163 |
1.0816 |
0.0347 |
3.1% |
0.0123 |
1.1% |
70% |
False |
False |
55,966 |
10 |
1.1163 |
1.0680 |
0.0483 |
4.4% |
0.0116 |
1.0% |
79% |
False |
False |
43,714 |
20 |
1.1163 |
1.0555 |
0.0608 |
5.5% |
0.0101 |
0.9% |
83% |
False |
False |
22,395 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.1% |
0.0093 |
0.8% |
88% |
False |
False |
11,220 |
60 |
1.1163 |
1.0250 |
0.0913 |
8.3% |
0.0086 |
0.8% |
89% |
False |
False |
7,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1425 |
2.618 |
1.1301 |
1.618 |
1.1225 |
1.000 |
1.1178 |
0.618 |
1.1149 |
HIGH |
1.1102 |
0.618 |
1.1073 |
0.500 |
1.1064 |
0.382 |
1.1055 |
LOW |
1.1026 |
0.618 |
1.0979 |
1.000 |
1.0950 |
1.618 |
1.0903 |
2.618 |
1.0827 |
4.250 |
1.0703 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1064 |
1.1086 |
PP |
1.1063 |
1.1077 |
S1 |
1.1061 |
1.1069 |
|