CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0832 |
1.0814 |
-0.0018 |
-0.2% |
1.0862 |
| High |
1.0869 |
1.0957 |
0.0088 |
0.8% |
1.0962 |
| Low |
1.0788 |
1.0760 |
-0.0028 |
-0.3% |
1.0710 |
| Close |
1.0808 |
1.0880 |
0.0072 |
0.7% |
1.0831 |
| Range |
0.0081 |
0.0197 |
0.0116 |
143.2% |
0.0252 |
| ATR |
0.0111 |
0.0117 |
0.0006 |
5.5% |
0.0000 |
| Volume |
31,322 |
36,388 |
5,066 |
16.2% |
193,022 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1457 |
1.1365 |
1.0988 |
|
| R3 |
1.1260 |
1.1168 |
1.0934 |
|
| R2 |
1.1063 |
1.1063 |
1.0916 |
|
| R1 |
1.0971 |
1.0971 |
1.0898 |
1.1017 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0889 |
| S1 |
1.0774 |
1.0774 |
1.0862 |
1.0820 |
| S2 |
1.0669 |
1.0669 |
1.0844 |
|
| S3 |
1.0472 |
1.0577 |
1.0826 |
|
| S4 |
1.0275 |
1.0380 |
1.0772 |
|
|
| 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% |
0.0127 |
1.2% |
67% |
False |
False |
42,913 |
| 10 |
1.1082 |
1.0710 |
0.0372 |
3.4% |
0.0124 |
1.1% |
46% |
False |
False |
41,490 |
| 20 |
1.1163 |
1.0687 |
0.0476 |
4.4% |
0.0118 |
1.1% |
41% |
False |
False |
44,741 |
| 40 |
1.1163 |
1.0268 |
0.0895 |
8.2% |
0.0106 |
1.0% |
68% |
False |
False |
23,199 |
| 60 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0096 |
0.9% |
69% |
False |
False |
15,473 |
| 80 |
1.1163 |
1.0250 |
0.0913 |
8.4% |
0.0086 |
0.8% |
69% |
False |
False |
11,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1794 |
|
2.618 |
1.1473 |
|
1.618 |
1.1276 |
|
1.000 |
1.1154 |
|
0.618 |
1.1079 |
|
HIGH |
1.0957 |
|
0.618 |
1.0882 |
|
0.500 |
1.0859 |
|
0.382 |
1.0835 |
|
LOW |
1.0760 |
|
0.618 |
1.0638 |
|
1.000 |
1.0563 |
|
1.618 |
1.0441 |
|
2.618 |
1.0244 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0873 |
| PP |
1.0866 |
1.0866 |
| S1 |
1.0859 |
1.0859 |
|