CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 25-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.1018 |
1.1018 |
0.0000 |
0.0% |
1.1089 |
High |
1.1082 |
1.1025 |
-0.0057 |
-0.5% |
1.1145 |
Low |
1.0966 |
1.0856 |
-0.0110 |
-1.0% |
1.0856 |
Close |
1.1029 |
1.0882 |
-0.0147 |
-1.3% |
1.0882 |
Range |
0.0116 |
0.0169 |
0.0053 |
45.7% |
0.0289 |
ATR |
0.0106 |
0.0111 |
0.0005 |
4.5% |
0.0000 |
Volume |
47,285 |
36,704 |
-10,581 |
-22.4% |
196,528 |
|
Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1428 |
1.1324 |
1.0975 |
|
R3 |
1.1259 |
1.1155 |
1.0928 |
|
R2 |
1.1090 |
1.1090 |
1.0913 |
|
R1 |
1.0986 |
1.0986 |
1.0897 |
1.0954 |
PP |
1.0921 |
1.0921 |
1.0921 |
1.0905 |
S1 |
1.0817 |
1.0817 |
1.0867 |
1.0785 |
S2 |
1.0752 |
1.0752 |
1.0851 |
|
S3 |
1.0583 |
1.0648 |
1.0836 |
|
S4 |
1.0414 |
1.0479 |
1.0789 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1828 |
1.1644 |
1.1041 |
|
R3 |
1.1539 |
1.1355 |
1.0961 |
|
R2 |
1.1250 |
1.1250 |
1.0935 |
|
R1 |
1.1066 |
1.1066 |
1.0908 |
1.1014 |
PP |
1.0961 |
1.0961 |
1.0961 |
1.0935 |
S1 |
1.0777 |
1.0777 |
1.0856 |
1.0725 |
S2 |
1.0672 |
1.0672 |
1.0829 |
|
S3 |
1.0383 |
1.0488 |
1.0803 |
|
S4 |
1.0094 |
1.0199 |
1.0723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1145 |
1.0856 |
0.0289 |
2.7% |
0.0111 |
1.0% |
9% |
False |
True |
39,305 |
10 |
1.1163 |
1.0741 |
0.0422 |
3.9% |
0.0120 |
1.1% |
33% |
False |
False |
48,205 |
20 |
1.1163 |
1.0680 |
0.0483 |
4.4% |
0.0106 |
1.0% |
42% |
False |
False |
29,779 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.2% |
0.0099 |
0.9% |
69% |
False |
False |
14,932 |
60 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0091 |
0.8% |
69% |
False |
False |
9,961 |
80 |
1.1163 |
0.9990 |
0.1173 |
10.8% |
0.0074 |
0.7% |
76% |
False |
False |
7,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1743 |
2.618 |
1.1467 |
1.618 |
1.1298 |
1.000 |
1.1194 |
0.618 |
1.1129 |
HIGH |
1.1025 |
0.618 |
1.0960 |
0.500 |
1.0941 |
0.382 |
1.0921 |
LOW |
1.0856 |
0.618 |
1.0752 |
1.000 |
1.0687 |
1.618 |
1.0583 |
2.618 |
1.0414 |
4.250 |
1.0138 |
|
|
Fisher Pivots for day following 25-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0941 |
1.1001 |
PP |
1.0921 |
1.0961 |
S1 |
1.0902 |
1.0922 |
|