CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.1134 |
1.1135 |
0.0001 |
0.0% |
1.0778 |
High |
1.1163 |
1.1149 |
-0.0014 |
-0.1% |
1.1163 |
Low |
1.1047 |
1.1009 |
-0.0038 |
-0.3% |
1.0741 |
Close |
1.1113 |
1.1096 |
-0.0017 |
-0.2% |
1.1096 |
Range |
0.0116 |
0.0140 |
0.0024 |
20.7% |
0.0422 |
ATR |
0.0106 |
0.0109 |
0.0002 |
2.3% |
0.0000 |
Volume |
63,855 |
51,848 |
-12,007 |
-18.8% |
285,524 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1505 |
1.1440 |
1.1173 |
|
R3 |
1.1365 |
1.1300 |
1.1135 |
|
R2 |
1.1225 |
1.1225 |
1.1122 |
|
R1 |
1.1160 |
1.1160 |
1.1109 |
1.1123 |
PP |
1.1085 |
1.1085 |
1.1085 |
1.1066 |
S1 |
1.1020 |
1.1020 |
1.1083 |
1.0983 |
S2 |
1.0945 |
1.0945 |
1.1070 |
|
S3 |
1.0805 |
1.0880 |
1.1058 |
|
S4 |
1.0665 |
1.0740 |
1.1019 |
|
|
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 |
1.0741 |
0.0422 |
3.8% |
0.0129 |
1.2% |
84% |
False |
False |
57,104 |
10 |
1.1163 |
1.0680 |
0.0483 |
4.4% |
0.0113 |
1.0% |
86% |
False |
False |
39,507 |
20 |
1.1163 |
1.0497 |
0.0666 |
6.0% |
0.0102 |
0.9% |
90% |
False |
False |
20,001 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.1% |
0.0091 |
0.8% |
93% |
False |
False |
10,021 |
60 |
1.1163 |
1.0250 |
0.0913 |
8.2% |
0.0085 |
0.8% |
93% |
False |
False |
6,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1744 |
2.618 |
1.1516 |
1.618 |
1.1376 |
1.000 |
1.1289 |
0.618 |
1.1236 |
HIGH |
1.1149 |
0.618 |
1.1096 |
0.500 |
1.1079 |
0.382 |
1.1062 |
LOW |
1.1009 |
0.618 |
1.0922 |
1.000 |
1.0869 |
1.618 |
1.0782 |
2.618 |
1.0642 |
4.250 |
1.0414 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1090 |
1.1071 |
PP |
1.1085 |
1.1046 |
S1 |
1.1079 |
1.1022 |
|