CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 04-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0891 |
1.0819 |
-0.0072 |
-0.7% |
1.0862 |
High |
1.0895 |
1.0884 |
-0.0011 |
-0.1% |
1.0962 |
Low |
1.0710 |
1.0802 |
0.0092 |
0.9% |
1.0710 |
Close |
1.0831 |
1.0831 |
0.0000 |
0.0% |
1.0831 |
Range |
0.0185 |
0.0082 |
-0.0103 |
-55.7% |
0.0252 |
ATR |
0.0116 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
37,099 |
70,180 |
33,081 |
89.2% |
193,022 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1085 |
1.1040 |
1.0876 |
|
R3 |
1.1003 |
1.0958 |
1.0854 |
|
R2 |
1.0921 |
1.0921 |
1.0846 |
|
R1 |
1.0876 |
1.0876 |
1.0839 |
1.0899 |
PP |
1.0839 |
1.0839 |
1.0839 |
1.0850 |
S1 |
1.0794 |
1.0794 |
1.0823 |
1.0817 |
S2 |
1.0757 |
1.0757 |
1.0816 |
|
S3 |
1.0675 |
1.0712 |
1.0808 |
|
S4 |
1.0593 |
1.0630 |
1.0786 |
|
|
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% |
0.0116 |
1.1% |
48% |
False |
False |
44,014 |
10 |
1.1145 |
1.0710 |
0.0435 |
4.0% |
0.0115 |
1.1% |
28% |
False |
False |
41,175 |
20 |
1.1163 |
1.0680 |
0.0483 |
4.5% |
0.0116 |
1.1% |
31% |
False |
False |
42,445 |
40 |
1.1163 |
1.0268 |
0.0895 |
8.3% |
0.0103 |
0.9% |
63% |
False |
False |
21,507 |
60 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0094 |
0.9% |
64% |
False |
False |
14,345 |
80 |
1.1163 |
1.0167 |
0.0996 |
9.2% |
0.0082 |
0.8% |
67% |
False |
False |
10,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1233 |
2.618 |
1.1099 |
1.618 |
1.1017 |
1.000 |
1.0966 |
0.618 |
1.0935 |
HIGH |
1.0884 |
0.618 |
1.0853 |
0.500 |
1.0843 |
0.382 |
1.0833 |
LOW |
1.0802 |
0.618 |
1.0751 |
1.000 |
1.0720 |
1.618 |
1.0669 |
2.618 |
1.0587 |
4.250 |
1.0454 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0843 |
1.0836 |
PP |
1.0839 |
1.0834 |
S1 |
1.0835 |
1.0833 |
|