CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0819 |
1.0832 |
0.0013 |
0.1% |
1.0862 |
| High |
1.0884 |
1.0869 |
-0.0015 |
-0.1% |
1.0962 |
| Low |
1.0802 |
1.0788 |
-0.0014 |
-0.1% |
1.0710 |
| Close |
1.0831 |
1.0808 |
-0.0023 |
-0.2% |
1.0831 |
| Range |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0252 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
70,180 |
31,322 |
-38,858 |
-55.4% |
193,022 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1017 |
1.0853 |
|
| R3 |
1.0984 |
1.0936 |
1.0830 |
|
| R2 |
1.0903 |
1.0903 |
1.0823 |
|
| R1 |
1.0855 |
1.0855 |
1.0815 |
1.0839 |
| PP |
1.0822 |
1.0822 |
1.0822 |
1.0813 |
| S1 |
1.0774 |
1.0774 |
1.0801 |
1.0758 |
| S2 |
1.0741 |
1.0741 |
1.0793 |
|
| S3 |
1.0660 |
1.0693 |
1.0786 |
|
| S4 |
1.0579 |
1.0612 |
1.0763 |
|
|
| 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% |
0.0111 |
1.0% |
39% |
False |
False |
43,279 |
| 10 |
1.1145 |
1.0710 |
0.0435 |
4.0% |
0.0118 |
1.1% |
23% |
False |
False |
40,941 |
| 20 |
1.1163 |
1.0680 |
0.0483 |
4.5% |
0.0114 |
1.1% |
27% |
False |
False |
43,611 |
| 40 |
1.1163 |
1.0268 |
0.0895 |
8.3% |
0.0105 |
1.0% |
60% |
False |
False |
22,289 |
| 60 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0094 |
0.9% |
61% |
False |
False |
14,867 |
| 80 |
1.1163 |
1.0230 |
0.0933 |
8.6% |
0.0083 |
0.8% |
62% |
False |
False |
11,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1213 |
|
2.618 |
1.1081 |
|
1.618 |
1.1000 |
|
1.000 |
1.0950 |
|
0.618 |
1.0919 |
|
HIGH |
1.0869 |
|
0.618 |
1.0838 |
|
0.500 |
1.0829 |
|
0.382 |
1.0819 |
|
LOW |
1.0788 |
|
0.618 |
1.0738 |
|
1.000 |
1.0707 |
|
1.618 |
1.0657 |
|
2.618 |
1.0576 |
|
4.250 |
1.0444 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0829 |
1.0806 |
| PP |
1.0822 |
1.0804 |
| S1 |
1.0815 |
1.0803 |
|