CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 01-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0787 |
1.0773 |
-0.0014 |
-0.1% |
1.0590 |
High |
1.0809 |
1.0791 |
-0.0018 |
-0.2% |
1.0836 |
Low |
1.0760 |
1.0738 |
-0.0022 |
-0.2% |
1.0555 |
Close |
1.0777 |
1.0762 |
-0.0015 |
-0.1% |
1.0781 |
Range |
0.0049 |
0.0053 |
0.0004 |
8.2% |
0.0281 |
ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.0% |
0.0000 |
Volume |
473 |
171 |
-302 |
-63.8% |
866 |
|
Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0923 |
1.0895 |
1.0791 |
|
R3 |
1.0870 |
1.0842 |
1.0777 |
|
R2 |
1.0817 |
1.0817 |
1.0772 |
|
R1 |
1.0789 |
1.0789 |
1.0767 |
1.0777 |
PP |
1.0764 |
1.0764 |
1.0764 |
1.0757 |
S1 |
1.0736 |
1.0736 |
1.0757 |
1.0724 |
S2 |
1.0711 |
1.0711 |
1.0752 |
|
S3 |
1.0658 |
1.0683 |
1.0747 |
|
S4 |
1.0605 |
1.0630 |
1.0733 |
|
|
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 |
1.0836 |
1.0666 |
0.0170 |
1.6% |
0.0073 |
0.7% |
56% |
False |
False |
289 |
10 |
1.0836 |
1.0283 |
0.0553 |
5.1% |
0.0097 |
0.9% |
87% |
False |
False |
191 |
20 |
1.0836 |
1.0268 |
0.0568 |
5.3% |
0.0093 |
0.9% |
87% |
False |
False |
115 |
40 |
1.0836 |
1.0250 |
0.0586 |
5.4% |
0.0083 |
0.8% |
87% |
False |
False |
66 |
60 |
1.0836 |
1.0153 |
0.0683 |
6.3% |
0.0065 |
0.6% |
89% |
False |
False |
48 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1016 |
2.618 |
1.0930 |
1.618 |
1.0877 |
1.000 |
1.0844 |
0.618 |
1.0824 |
HIGH |
1.0791 |
0.618 |
1.0771 |
0.500 |
1.0765 |
0.382 |
1.0758 |
LOW |
1.0738 |
0.618 |
1.0705 |
1.000 |
1.0685 |
1.618 |
1.0652 |
2.618 |
1.0599 |
4.250 |
1.0513 |
|
|
Fisher Pivots for day following 01-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0765 |
1.0784 |
PP |
1.0764 |
1.0777 |
S1 |
1.0763 |
1.0769 |
|