CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 30-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0911 |
1.0869 |
-0.0042 |
-0.4% |
1.1089 |
High |
1.0948 |
1.0904 |
-0.0044 |
-0.4% |
1.1145 |
Low |
1.0845 |
1.0785 |
-0.0060 |
-0.6% |
1.0856 |
Close |
1.0854 |
1.0884 |
0.0030 |
0.3% |
1.0882 |
Range |
0.0103 |
0.0119 |
0.0016 |
15.5% |
0.0289 |
ATR |
0.0109 |
0.0110 |
0.0001 |
0.6% |
0.0000 |
Volume |
34,995 |
38,219 |
3,224 |
9.2% |
196,528 |
|
Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1215 |
1.1168 |
1.0949 |
|
R3 |
1.1096 |
1.1049 |
1.0917 |
|
R2 |
1.0977 |
1.0977 |
1.0906 |
|
R1 |
1.0930 |
1.0930 |
1.0895 |
1.0954 |
PP |
1.0858 |
1.0858 |
1.0858 |
1.0869 |
S1 |
1.0811 |
1.0811 |
1.0873 |
1.0835 |
S2 |
1.0739 |
1.0739 |
1.0862 |
|
S3 |
1.0620 |
1.0692 |
1.0851 |
|
S4 |
1.0501 |
1.0573 |
1.0819 |
|
|
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 |
1.1082 |
1.0785 |
0.0297 |
2.7% |
0.0121 |
1.1% |
33% |
False |
True |
40,067 |
10 |
1.1163 |
1.0785 |
0.0378 |
3.5% |
0.0113 |
1.0% |
26% |
False |
True |
42,857 |
20 |
1.1163 |
1.0680 |
0.0483 |
4.4% |
0.0111 |
1.0% |
42% |
False |
False |
35,536 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.2% |
0.0103 |
0.9% |
69% |
False |
False |
17,839 |
60 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0093 |
0.9% |
69% |
False |
False |
11,899 |
80 |
1.1163 |
1.0153 |
0.1010 |
9.3% |
0.0078 |
0.7% |
72% |
False |
False |
8,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1410 |
2.618 |
1.1216 |
1.618 |
1.1097 |
1.000 |
1.1023 |
0.618 |
1.0978 |
HIGH |
1.0904 |
0.618 |
1.0859 |
0.500 |
1.0845 |
0.382 |
1.0830 |
LOW |
1.0785 |
0.618 |
1.0711 |
1.000 |
1.0666 |
1.618 |
1.0592 |
2.618 |
1.0473 |
4.250 |
1.0279 |
|
|
Fisher Pivots for day following 30-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0871 |
1.0878 |
PP |
1.0858 |
1.0872 |
S1 |
1.0845 |
1.0867 |
|