CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0869 |
1.0890 |
0.0021 |
0.2% |
1.1089 |
High |
1.0904 |
1.0962 |
0.0058 |
0.5% |
1.1145 |
Low |
1.0785 |
1.0873 |
0.0088 |
0.8% |
1.0856 |
Close |
1.0884 |
1.0918 |
0.0034 |
0.3% |
1.0882 |
Range |
0.0119 |
0.0089 |
-0.0030 |
-25.2% |
0.0289 |
ATR |
0.0110 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
Volume |
38,219 |
39,577 |
1,358 |
3.6% |
196,528 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1185 |
1.1140 |
1.0967 |
|
R3 |
1.1096 |
1.1051 |
1.0942 |
|
R2 |
1.1007 |
1.1007 |
1.0934 |
|
R1 |
1.0962 |
1.0962 |
1.0926 |
1.0985 |
PP |
1.0918 |
1.0918 |
1.0918 |
1.0929 |
S1 |
1.0873 |
1.0873 |
1.0910 |
1.0896 |
S2 |
1.0829 |
1.0829 |
1.0902 |
|
S3 |
1.0740 |
1.0784 |
1.0894 |
|
S4 |
1.0651 |
1.0695 |
1.0869 |
|
|
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 |
1.1025 |
1.0785 |
0.0240 |
2.2% |
0.0116 |
1.1% |
55% |
False |
False |
38,525 |
10 |
1.1149 |
1.0785 |
0.0364 |
3.3% |
0.0110 |
1.0% |
37% |
False |
False |
40,429 |
20 |
1.1163 |
1.0680 |
0.0483 |
4.4% |
0.0111 |
1.0% |
49% |
False |
False |
37,466 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.2% |
0.0102 |
0.9% |
73% |
False |
False |
18,828 |
60 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0092 |
0.8% |
73% |
False |
False |
12,558 |
80 |
1.1163 |
1.0153 |
0.1010 |
9.3% |
0.0079 |
0.7% |
76% |
False |
False |
9,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1340 |
2.618 |
1.1195 |
1.618 |
1.1106 |
1.000 |
1.1051 |
0.618 |
1.1017 |
HIGH |
1.0962 |
0.618 |
1.0928 |
0.500 |
1.0918 |
0.382 |
1.0907 |
LOW |
1.0873 |
0.618 |
1.0818 |
1.000 |
1.0784 |
1.618 |
1.0729 |
2.618 |
1.0640 |
4.250 |
1.0495 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0918 |
1.0903 |
PP |
1.0918 |
1.0888 |
S1 |
1.0918 |
1.0874 |
|