CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0814 |
1.0888 |
0.0074 |
0.7% |
1.0862 |
High |
1.0957 |
1.0930 |
-0.0027 |
-0.2% |
1.0962 |
Low |
1.0760 |
1.0872 |
0.0112 |
1.0% |
1.0710 |
Close |
1.0880 |
1.0918 |
0.0038 |
0.3% |
1.0831 |
Range |
0.0197 |
0.0058 |
-0.0139 |
-70.6% |
0.0252 |
ATR |
0.0117 |
0.0113 |
-0.0004 |
-3.6% |
0.0000 |
Volume |
36,388 |
48,983 |
12,595 |
34.6% |
193,022 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1081 |
1.1057 |
1.0950 |
|
R3 |
1.1023 |
1.0999 |
1.0934 |
|
R2 |
1.0965 |
1.0965 |
1.0929 |
|
R1 |
1.0941 |
1.0941 |
1.0923 |
1.0953 |
PP |
1.0907 |
1.0907 |
1.0907 |
1.0913 |
S1 |
1.0883 |
1.0883 |
1.0913 |
1.0895 |
S2 |
1.0849 |
1.0849 |
1.0907 |
|
S3 |
1.0791 |
1.0825 |
1.0902 |
|
S4 |
1.0733 |
1.0767 |
1.0886 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1590 |
1.1463 |
1.0970 |
|
R3 |
1.1338 |
1.1211 |
1.0900 |
|
R2 |
1.1086 |
1.1086 |
1.0877 |
|
R1 |
1.0959 |
1.0959 |
1.0854 |
1.0897 |
PP |
1.0834 |
1.0834 |
1.0834 |
1.0803 |
S1 |
1.0707 |
1.0707 |
1.0808 |
1.0645 |
S2 |
1.0582 |
1.0582 |
1.0785 |
|
S3 |
1.0330 |
1.0455 |
1.0762 |
|
S4 |
1.0078 |
1.0203 |
1.0692 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0957 |
1.0710 |
0.0247 |
2.3% |
0.0121 |
1.1% |
84% |
False |
False |
44,794 |
10 |
1.1025 |
1.0710 |
0.0315 |
2.9% |
0.0118 |
1.1% |
66% |
False |
False |
41,659 |
20 |
1.1163 |
1.0691 |
0.0472 |
4.3% |
0.0116 |
1.1% |
48% |
False |
False |
45,744 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.2% |
0.0106 |
1.0% |
73% |
False |
False |
24,423 |
60 |
1.1163 |
1.0267 |
0.0896 |
8.2% |
0.0095 |
0.9% |
73% |
False |
False |
16,289 |
80 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0086 |
0.8% |
73% |
False |
False |
12,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1177 |
2.618 |
1.1082 |
1.618 |
1.1024 |
1.000 |
1.0988 |
0.618 |
1.0966 |
HIGH |
1.0930 |
0.618 |
1.0908 |
0.500 |
1.0901 |
0.382 |
1.0894 |
LOW |
1.0872 |
0.618 |
1.0836 |
1.000 |
1.0814 |
1.618 |
1.0778 |
2.618 |
1.0720 |
4.250 |
1.0626 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0912 |
1.0898 |
PP |
1.0907 |
1.0878 |
S1 |
1.0901 |
1.0859 |
|