CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 11-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0765 |
1.0741 |
-0.0024 |
-0.2% |
1.0816 |
High |
1.0782 |
1.0799 |
0.0017 |
0.2% |
1.0833 |
Low |
1.0687 |
1.0691 |
0.0004 |
0.0% |
1.0680 |
Close |
1.0738 |
1.0767 |
0.0029 |
0.3% |
1.0767 |
Range |
0.0095 |
0.0108 |
0.0013 |
13.7% |
0.0153 |
ATR |
0.0094 |
0.0095 |
0.0001 |
1.0% |
0.0000 |
Volume |
28,919 |
52,940 |
24,021 |
83.1% |
109,553 |
|
Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1076 |
1.1030 |
1.0826 |
|
R3 |
1.0968 |
1.0922 |
1.0797 |
|
R2 |
1.0860 |
1.0860 |
1.0787 |
|
R1 |
1.0814 |
1.0814 |
1.0777 |
1.0837 |
PP |
1.0752 |
1.0752 |
1.0752 |
1.0764 |
S1 |
1.0706 |
1.0706 |
1.0757 |
1.0729 |
S2 |
1.0644 |
1.0644 |
1.0747 |
|
S3 |
1.0536 |
1.0598 |
1.0737 |
|
S4 |
1.0428 |
1.0490 |
1.0708 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1219 |
1.1146 |
1.0851 |
|
R3 |
1.1066 |
1.0993 |
1.0809 |
|
R2 |
1.0913 |
1.0913 |
1.0795 |
|
R1 |
1.0840 |
1.0840 |
1.0781 |
1.0800 |
PP |
1.0760 |
1.0760 |
1.0760 |
1.0740 |
S1 |
1.0687 |
1.0687 |
1.0753 |
1.0647 |
S2 |
1.0607 |
1.0607 |
1.0739 |
|
S3 |
1.0454 |
1.0534 |
1.0725 |
|
S4 |
1.0301 |
1.0381 |
1.0683 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0833 |
1.0680 |
0.0153 |
1.4% |
0.0097 |
0.9% |
57% |
False |
False |
21,910 |
10 |
1.0877 |
1.0680 |
0.0197 |
1.8% |
0.0092 |
0.8% |
44% |
False |
False |
11,353 |
20 |
1.0877 |
1.0268 |
0.0609 |
5.7% |
0.0095 |
0.9% |
82% |
False |
False |
5,744 |
40 |
1.0877 |
1.0267 |
0.0610 |
5.7% |
0.0085 |
0.8% |
82% |
False |
False |
2,885 |
60 |
1.0877 |
1.0250 |
0.0627 |
5.8% |
0.0078 |
0.7% |
82% |
False |
False |
1,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1258 |
2.618 |
1.1082 |
1.618 |
1.0974 |
1.000 |
1.0907 |
0.618 |
1.0866 |
HIGH |
1.0799 |
0.618 |
1.0758 |
0.500 |
1.0745 |
0.382 |
1.0732 |
LOW |
1.0691 |
0.618 |
1.0624 |
1.000 |
1.0583 |
1.618 |
1.0516 |
2.618 |
1.0408 |
4.250 |
1.0232 |
|
|
Fisher Pivots for day following 11-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0760 |
1.0758 |
PP |
1.0752 |
1.0749 |
S1 |
1.0745 |
1.0740 |
|