CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0784 |
1.0830 |
0.0046 |
0.4% |
1.0590 |
| High |
1.0877 |
1.0836 |
-0.0041 |
-0.4% |
1.0836 |
| Low |
1.0776 |
1.0728 |
-0.0048 |
-0.4% |
1.0555 |
| Close |
1.0836 |
1.0739 |
-0.0097 |
-0.9% |
1.0781 |
| Range |
0.0101 |
0.0108 |
0.0007 |
6.9% |
0.0281 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.4% |
0.0000 |
| Volume |
564 |
973 |
409 |
72.5% |
866 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.1023 |
1.0798 |
|
| R3 |
1.0984 |
1.0915 |
1.0769 |
|
| R2 |
1.0876 |
1.0876 |
1.0759 |
|
| R1 |
1.0807 |
1.0807 |
1.0749 |
1.0788 |
| PP |
1.0768 |
1.0768 |
1.0768 |
1.0758 |
| S1 |
1.0699 |
1.0699 |
1.0729 |
1.0680 |
| S2 |
1.0660 |
1.0660 |
1.0719 |
|
| S3 |
1.0552 |
1.0591 |
1.0709 |
|
| S4 |
1.0444 |
1.0483 |
1.0680 |
|
|
| 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 |
1.0728 |
0.0149 |
1.4% |
0.0079 |
0.7% |
7% |
False |
True |
507 |
| 10 |
1.0877 |
1.0428 |
0.0449 |
4.2% |
0.0093 |
0.9% |
69% |
False |
False |
338 |
| 20 |
1.0877 |
1.0268 |
0.0609 |
5.7% |
0.0093 |
0.9% |
77% |
False |
False |
189 |
| 40 |
1.0877 |
1.0250 |
0.0627 |
5.8% |
0.0083 |
0.8% |
78% |
False |
False |
104 |
| 60 |
1.0877 |
1.0153 |
0.0724 |
6.7% |
0.0068 |
0.6% |
81% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1295 |
|
2.618 |
1.1119 |
|
1.618 |
1.1011 |
|
1.000 |
1.0944 |
|
0.618 |
1.0903 |
|
HIGH |
1.0836 |
|
0.618 |
1.0795 |
|
0.500 |
1.0782 |
|
0.382 |
1.0769 |
|
LOW |
1.0728 |
|
0.618 |
1.0661 |
|
1.000 |
1.0620 |
|
1.618 |
1.0553 |
|
2.618 |
1.0445 |
|
4.250 |
1.0269 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0782 |
1.0803 |
| PP |
1.0768 |
1.0781 |
| S1 |
1.0753 |
1.0760 |
|