CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 02-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0773 |
1.0784 |
0.0011 |
0.1% |
1.0590 |
High |
1.0791 |
1.0877 |
0.0086 |
0.8% |
1.0836 |
Low |
1.0738 |
1.0776 |
0.0038 |
0.4% |
1.0555 |
Close |
1.0762 |
1.0836 |
0.0074 |
0.7% |
1.0781 |
Range |
0.0053 |
0.0101 |
0.0048 |
90.6% |
0.0281 |
ATR |
0.0089 |
0.0091 |
0.0002 |
2.1% |
0.0000 |
Volume |
171 |
564 |
393 |
229.8% |
866 |
|
Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1133 |
1.1085 |
1.0892 |
|
R3 |
1.1032 |
1.0984 |
1.0864 |
|
R2 |
1.0931 |
1.0931 |
1.0855 |
|
R1 |
1.0883 |
1.0883 |
1.0845 |
1.0907 |
PP |
1.0830 |
1.0830 |
1.0830 |
1.0842 |
S1 |
1.0782 |
1.0782 |
1.0827 |
1.0806 |
S2 |
1.0729 |
1.0729 |
1.0817 |
|
S3 |
1.0628 |
1.0681 |
1.0808 |
|
S4 |
1.0527 |
1.0580 |
1.0780 |
|
|
Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1567 |
1.1455 |
1.0936 |
|
R3 |
1.1286 |
1.1174 |
1.0858 |
|
R2 |
1.1005 |
1.1005 |
1.0833 |
|
R1 |
1.0893 |
1.0893 |
1.0807 |
1.0949 |
PP |
1.0724 |
1.0724 |
1.0724 |
1.0752 |
S1 |
1.0612 |
1.0612 |
1.0755 |
1.0668 |
S2 |
1.0443 |
1.0443 |
1.0729 |
|
S3 |
1.0162 |
1.0331 |
1.0704 |
|
S4 |
0.9881 |
1.0050 |
1.0626 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0877 |
1.0738 |
0.0139 |
1.3% |
0.0077 |
0.7% |
71% |
True |
False |
364 |
10 |
1.0877 |
1.0283 |
0.0594 |
5.5% |
0.0101 |
0.9% |
93% |
True |
False |
244 |
20 |
1.0877 |
1.0268 |
0.0609 |
5.6% |
0.0094 |
0.9% |
93% |
True |
False |
142 |
40 |
1.0877 |
1.0250 |
0.0627 |
5.8% |
0.0084 |
0.8% |
93% |
True |
False |
80 |
60 |
1.0877 |
1.0153 |
0.0724 |
6.7% |
0.0066 |
0.6% |
94% |
True |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1306 |
2.618 |
1.1141 |
1.618 |
1.1040 |
1.000 |
1.0978 |
0.618 |
1.0939 |
HIGH |
1.0877 |
0.618 |
1.0838 |
0.500 |
1.0827 |
0.382 |
1.0815 |
LOW |
1.0776 |
0.618 |
1.0714 |
1.000 |
1.0675 |
1.618 |
1.0613 |
2.618 |
1.0512 |
4.250 |
1.0347 |
|
|
Fisher Pivots for day following 02-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0833 |
1.0827 |
PP |
1.0830 |
1.0817 |
S1 |
1.0827 |
1.0808 |
|