CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 22-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.1089 |
1.1062 |
-0.0027 |
-0.2% |
1.0778 |
High |
1.1102 |
1.1102 |
0.0000 |
0.0% |
1.1163 |
Low |
1.1026 |
1.1048 |
0.0022 |
0.2% |
1.0741 |
Close |
1.1060 |
1.1081 |
0.0021 |
0.2% |
1.1096 |
Range |
0.0076 |
0.0054 |
-0.0022 |
-28.9% |
0.0422 |
ATR |
0.0106 |
0.0103 |
-0.0004 |
-3.5% |
0.0000 |
Volume |
47,977 |
33,662 |
-14,315 |
-29.8% |
285,524 |
|
Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1239 |
1.1214 |
1.1111 |
|
R3 |
1.1185 |
1.1160 |
1.1096 |
|
R2 |
1.1131 |
1.1131 |
1.1091 |
|
R1 |
1.1106 |
1.1106 |
1.1086 |
1.1119 |
PP |
1.1077 |
1.1077 |
1.1077 |
1.1083 |
S1 |
1.1052 |
1.1052 |
1.1076 |
1.1065 |
S2 |
1.1023 |
1.1023 |
1.1071 |
|
S3 |
1.0969 |
1.0998 |
1.1066 |
|
S4 |
1.0915 |
1.0944 |
1.1051 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2266 |
1.2103 |
1.1328 |
|
R3 |
1.1844 |
1.1681 |
1.1212 |
|
R2 |
1.1422 |
1.1422 |
1.1173 |
|
R1 |
1.1259 |
1.1259 |
1.1135 |
1.1341 |
PP |
1.1000 |
1.1000 |
1.1000 |
1.1041 |
S1 |
1.0837 |
1.0837 |
1.1057 |
1.0919 |
S2 |
1.0578 |
1.0578 |
1.1019 |
|
S3 |
1.0156 |
1.0415 |
1.0980 |
|
S4 |
0.9734 |
0.9993 |
1.0864 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1163 |
1.0880 |
0.0283 |
2.6% |
0.0107 |
1.0% |
71% |
False |
False |
54,772 |
10 |
1.1163 |
1.0680 |
0.0483 |
4.4% |
0.0109 |
1.0% |
83% |
False |
False |
46,281 |
20 |
1.1163 |
1.0666 |
0.0497 |
4.5% |
0.0098 |
0.9% |
84% |
False |
False |
24,075 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.1% |
0.0094 |
0.8% |
91% |
False |
False |
12,061 |
60 |
1.1163 |
1.0250 |
0.0913 |
8.2% |
0.0087 |
0.8% |
91% |
False |
False |
8,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1332 |
2.618 |
1.1243 |
1.618 |
1.1189 |
1.000 |
1.1156 |
0.618 |
1.1135 |
HIGH |
1.1102 |
0.618 |
1.1081 |
0.500 |
1.1075 |
0.382 |
1.1069 |
LOW |
1.1048 |
0.618 |
1.1015 |
1.000 |
1.0994 |
1.618 |
1.0961 |
2.618 |
1.0907 |
4.250 |
1.0819 |
|
|
Fisher Pivots for day following 22-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1079 |
1.1080 |
PP |
1.1077 |
1.1080 |
S1 |
1.1075 |
1.1079 |
|