CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 01-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2011 |
01-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0890 |
1.0891 |
0.0001 |
0.0% |
1.0862 |
High |
1.0962 |
1.0895 |
-0.0067 |
-0.6% |
1.0962 |
Low |
1.0873 |
1.0710 |
-0.0163 |
-1.5% |
1.0710 |
Close |
1.0918 |
1.0831 |
-0.0087 |
-0.8% |
1.0831 |
Range |
0.0089 |
0.0185 |
0.0096 |
107.9% |
0.0252 |
ATR |
0.0109 |
0.0116 |
0.0007 |
6.5% |
0.0000 |
Volume |
39,577 |
37,099 |
-2,478 |
-6.3% |
193,022 |
|
Daily Pivots for day following 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1367 |
1.1284 |
1.0933 |
|
R3 |
1.1182 |
1.1099 |
1.0882 |
|
R2 |
1.0997 |
1.0997 |
1.0865 |
|
R1 |
1.0914 |
1.0914 |
1.0848 |
1.0863 |
PP |
1.0812 |
1.0812 |
1.0812 |
1.0787 |
S1 |
1.0729 |
1.0729 |
1.0814 |
1.0678 |
S2 |
1.0627 |
1.0627 |
1.0797 |
|
S3 |
1.0442 |
1.0544 |
1.0780 |
|
S4 |
1.0257 |
1.0359 |
1.0729 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1590 |
1.1463 |
1.0970 |
|
R3 |
1.1338 |
1.1211 |
1.0900 |
|
R2 |
1.1086 |
1.1086 |
1.0877 |
|
R1 |
1.0959 |
1.0959 |
1.0854 |
1.0897 |
PP |
1.0834 |
1.0834 |
1.0834 |
1.0803 |
S1 |
1.0707 |
1.0707 |
1.0808 |
1.0645 |
S2 |
1.0582 |
1.0582 |
1.0785 |
|
S3 |
1.0330 |
1.0455 |
1.0762 |
|
S4 |
1.0078 |
1.0203 |
1.0692 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0962 |
1.0710 |
0.0252 |
2.3% |
0.0119 |
1.1% |
48% |
False |
True |
38,604 |
10 |
1.1145 |
1.0710 |
0.0435 |
4.0% |
0.0115 |
1.1% |
28% |
False |
True |
38,955 |
20 |
1.1163 |
1.0680 |
0.0483 |
4.5% |
0.0114 |
1.0% |
31% |
False |
False |
39,231 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.3% |
0.0104 |
1.0% |
63% |
False |
False |
19,753 |
60 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0092 |
0.9% |
64% |
False |
False |
13,176 |
80 |
1.1163 |
1.0167 |
0.0996 |
9.2% |
0.0081 |
0.7% |
67% |
False |
False |
9,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1681 |
2.618 |
1.1379 |
1.618 |
1.1194 |
1.000 |
1.1080 |
0.618 |
1.1009 |
HIGH |
1.0895 |
0.618 |
1.0824 |
0.500 |
1.0803 |
0.382 |
1.0781 |
LOW |
1.0710 |
0.618 |
1.0596 |
1.000 |
1.0525 |
1.618 |
1.0411 |
2.618 |
1.0226 |
4.250 |
0.9924 |
|
|
Fisher Pivots for day following 01-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0822 |
1.0836 |
PP |
1.0812 |
1.0834 |
S1 |
1.0803 |
1.0833 |
|