CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.1148 |
0.0192 |
1.8% |
1.0809 |
| High |
1.1024 |
1.1148 |
0.0124 |
1.1% |
1.0809 |
| Low |
1.0956 |
1.1100 |
0.0144 |
1.3% |
1.0696 |
| Close |
1.1014 |
1.1123 |
0.0109 |
1.0% |
1.0774 |
| Range |
0.0068 |
0.0048 |
-0.0020 |
-29.4% |
0.0113 |
| ATR |
0.0064 |
0.0069 |
0.0005 |
7.7% |
0.0000 |
| Volume |
2 |
97 |
95 |
4,750.0% |
14 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1243 |
1.1149 |
|
| R3 |
1.1220 |
1.1195 |
1.1136 |
|
| R2 |
1.1172 |
1.1172 |
1.1132 |
|
| R1 |
1.1147 |
1.1147 |
1.1127 |
1.1136 |
| PP |
1.1124 |
1.1124 |
1.1124 |
1.1118 |
| S1 |
1.1099 |
1.1099 |
1.1119 |
1.1088 |
| S2 |
1.1076 |
1.1076 |
1.1114 |
|
| S3 |
1.1028 |
1.1051 |
1.1110 |
|
| S4 |
1.0980 |
1.1003 |
1.1097 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1099 |
1.1049 |
1.0836 |
|
| R3 |
1.0986 |
1.0936 |
1.0805 |
|
| R2 |
1.0873 |
1.0873 |
1.0795 |
|
| R1 |
1.0823 |
1.0823 |
1.0784 |
1.0792 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0744 |
| S1 |
1.0710 |
1.0710 |
1.0764 |
1.0679 |
| S2 |
1.0647 |
1.0647 |
1.0753 |
|
| S3 |
1.0534 |
1.0597 |
1.0743 |
|
| S4 |
1.0421 |
1.0484 |
1.0712 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1352 |
|
2.618 |
1.1274 |
|
1.618 |
1.1226 |
|
1.000 |
1.1196 |
|
0.618 |
1.1178 |
|
HIGH |
1.1148 |
|
0.618 |
1.1130 |
|
0.500 |
1.1124 |
|
0.382 |
1.1118 |
|
LOW |
1.1100 |
|
0.618 |
1.1070 |
|
1.000 |
1.1052 |
|
1.618 |
1.1022 |
|
2.618 |
1.0974 |
|
4.250 |
1.0896 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1124 |
1.1096 |
| PP |
1.1124 |
1.1069 |
| S1 |
1.1123 |
1.1042 |
|