CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0800 |
1.0702 |
-0.0098 |
-0.9% |
1.0787 |
High |
1.0805 |
1.0797 |
-0.0008 |
-0.1% |
1.0877 |
Low |
1.0688 |
1.0680 |
-0.0008 |
-0.1% |
1.0725 |
Close |
1.0695 |
1.0762 |
0.0067 |
0.6% |
1.0804 |
Range |
0.0117 |
0.0117 |
0.0000 |
0.0% |
0.0152 |
ATR |
0.0092 |
0.0094 |
0.0002 |
1.9% |
0.0000 |
Volume |
7,994 |
13,794 |
5,800 |
72.6% |
3,985 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1097 |
1.1047 |
1.0826 |
|
R3 |
1.0980 |
1.0930 |
1.0794 |
|
R2 |
1.0863 |
1.0863 |
1.0783 |
|
R1 |
1.0813 |
1.0813 |
1.0773 |
1.0838 |
PP |
1.0746 |
1.0746 |
1.0746 |
1.0759 |
S1 |
1.0696 |
1.0696 |
1.0751 |
1.0721 |
S2 |
1.0629 |
1.0629 |
1.0741 |
|
S3 |
1.0512 |
1.0579 |
1.0730 |
|
S4 |
1.0395 |
1.0462 |
1.0698 |
|
|
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 |
1.0846 |
1.0680 |
0.0166 |
1.5% |
0.0102 |
0.9% |
49% |
False |
True |
6,094 |
10 |
1.0877 |
1.0680 |
0.0197 |
1.8% |
0.0089 |
0.8% |
42% |
False |
True |
3,229 |
20 |
1.0877 |
1.0268 |
0.0609 |
5.7% |
0.0095 |
0.9% |
81% |
False |
False |
1,657 |
40 |
1.0877 |
1.0250 |
0.0627 |
5.8% |
0.0084 |
0.8% |
82% |
False |
False |
839 |
60 |
1.0877 |
1.0250 |
0.0627 |
5.8% |
0.0075 |
0.7% |
82% |
False |
False |
565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1294 |
2.618 |
1.1103 |
1.618 |
1.0986 |
1.000 |
1.0914 |
0.618 |
1.0869 |
HIGH |
1.0797 |
0.618 |
1.0752 |
0.500 |
1.0739 |
0.382 |
1.0725 |
LOW |
1.0680 |
0.618 |
1.0608 |
1.000 |
1.0563 |
1.618 |
1.0491 |
2.618 |
1.0374 |
4.250 |
1.0183 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0754 |
1.0760 |
PP |
1.0746 |
1.0758 |
S1 |
1.0739 |
1.0757 |
|