CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0735 |
1.0816 |
0.0081 |
0.8% |
1.0787 |
| High |
1.0846 |
1.0833 |
-0.0013 |
-0.1% |
1.0877 |
| Low |
1.0725 |
1.0787 |
0.0062 |
0.6% |
1.0725 |
| Close |
1.0804 |
1.0805 |
0.0001 |
0.0% |
1.0804 |
| Range |
0.0121 |
0.0046 |
-0.0075 |
-62.0% |
0.0152 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
1,804 |
5,906 |
4,102 |
227.4% |
3,985 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0946 |
1.0922 |
1.0830 |
|
| R3 |
1.0900 |
1.0876 |
1.0818 |
|
| R2 |
1.0854 |
1.0854 |
1.0813 |
|
| R1 |
1.0830 |
1.0830 |
1.0809 |
1.0819 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0803 |
| S1 |
1.0784 |
1.0784 |
1.0801 |
1.0773 |
| S2 |
1.0762 |
1.0762 |
1.0797 |
|
| S3 |
1.0716 |
1.0738 |
1.0792 |
|
| S4 |
1.0670 |
1.0692 |
1.0780 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1258 |
1.1183 |
1.0888 |
|
| R3 |
1.1106 |
1.1031 |
1.0846 |
|
| R2 |
1.0954 |
1.0954 |
1.0832 |
|
| R1 |
1.0879 |
1.0879 |
1.0818 |
1.0917 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0821 |
| S1 |
1.0727 |
1.0727 |
1.0790 |
1.0765 |
| S2 |
1.0650 |
1.0650 |
1.0776 |
|
| S3 |
1.0498 |
1.0575 |
1.0762 |
|
| S4 |
1.0346 |
1.0423 |
1.0720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0877 |
1.0725 |
0.0152 |
1.4% |
0.0086 |
0.8% |
53% |
False |
False |
1,883 |
| 10 |
1.0877 |
1.0555 |
0.0322 |
3.0% |
0.0087 |
0.8% |
78% |
False |
False |
1,075 |
| 20 |
1.0877 |
1.0268 |
0.0609 |
5.6% |
0.0090 |
0.8% |
88% |
False |
False |
569 |
| 40 |
1.0877 |
1.0250 |
0.0627 |
5.8% |
0.0083 |
0.8% |
89% |
False |
False |
295 |
| 60 |
1.0877 |
1.0167 |
0.0710 |
6.6% |
0.0071 |
0.7% |
90% |
False |
False |
202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1029 |
|
2.618 |
1.0953 |
|
1.618 |
1.0907 |
|
1.000 |
1.0879 |
|
0.618 |
1.0861 |
|
HIGH |
1.0833 |
|
0.618 |
1.0815 |
|
0.500 |
1.0810 |
|
0.382 |
1.0805 |
|
LOW |
1.0787 |
|
0.618 |
1.0759 |
|
1.000 |
1.0741 |
|
1.618 |
1.0713 |
|
2.618 |
1.0667 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0799 |
| PP |
1.0808 |
1.0792 |
| S1 |
1.0807 |
1.0786 |
|