CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 29-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0862 |
1.0911 |
0.0049 |
0.5% |
1.1089 |
High |
1.0933 |
1.0948 |
0.0015 |
0.1% |
1.1145 |
Low |
1.0835 |
1.0845 |
0.0010 |
0.1% |
1.0856 |
Close |
1.0913 |
1.0854 |
-0.0059 |
-0.5% |
1.0882 |
Range |
0.0098 |
0.0103 |
0.0005 |
5.1% |
0.0289 |
ATR |
0.0110 |
0.0109 |
0.0000 |
-0.4% |
0.0000 |
Volume |
43,132 |
34,995 |
-8,137 |
-18.9% |
196,528 |
|
Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1191 |
1.1126 |
1.0911 |
|
R3 |
1.1088 |
1.1023 |
1.0882 |
|
R2 |
1.0985 |
1.0985 |
1.0873 |
|
R1 |
1.0920 |
1.0920 |
1.0863 |
1.0901 |
PP |
1.0882 |
1.0882 |
1.0882 |
1.0873 |
S1 |
1.0817 |
1.0817 |
1.0845 |
1.0798 |
S2 |
1.0779 |
1.0779 |
1.0835 |
|
S3 |
1.0676 |
1.0714 |
1.0826 |
|
S4 |
1.0573 |
1.0611 |
1.0797 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1828 |
1.1644 |
1.1041 |
|
R3 |
1.1539 |
1.1355 |
1.0961 |
|
R2 |
1.1250 |
1.1250 |
1.0935 |
|
R1 |
1.1066 |
1.1066 |
1.0908 |
1.1014 |
PP |
1.0961 |
1.0961 |
1.0961 |
1.0935 |
S1 |
1.0777 |
1.0777 |
1.0856 |
1.0725 |
S2 |
1.0672 |
1.0672 |
1.0829 |
|
S3 |
1.0383 |
1.0488 |
1.0803 |
|
S4 |
1.0094 |
1.0199 |
1.0723 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1145 |
1.0835 |
0.0310 |
2.9% |
0.0125 |
1.1% |
6% |
False |
False |
38,603 |
10 |
1.1163 |
1.0835 |
0.0328 |
3.0% |
0.0116 |
1.1% |
6% |
False |
False |
46,688 |
20 |
1.1163 |
1.0680 |
0.0483 |
4.4% |
0.0111 |
1.0% |
36% |
False |
False |
33,653 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.2% |
0.0102 |
0.9% |
65% |
False |
False |
16,884 |
60 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0092 |
0.8% |
66% |
False |
False |
11,262 |
80 |
1.1163 |
1.0153 |
0.1010 |
9.3% |
0.0076 |
0.7% |
69% |
False |
False |
8,449 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1386 |
2.618 |
1.1218 |
1.618 |
1.1115 |
1.000 |
1.1051 |
0.618 |
1.1012 |
HIGH |
1.0948 |
0.618 |
1.0909 |
0.500 |
1.0897 |
0.382 |
1.0884 |
LOW |
1.0845 |
0.618 |
1.0781 |
1.000 |
1.0742 |
1.618 |
1.0678 |
2.618 |
1.0575 |
4.250 |
1.0407 |
|
|
Fisher Pivots for day following 29-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0897 |
1.0930 |
PP |
1.0882 |
1.0905 |
S1 |
1.0868 |
1.0879 |
|