CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1065 |
1.1066 |
0.0001 |
0.0% |
1.0838 |
| High |
1.1065 |
1.1100 |
0.0035 |
0.3% |
1.1148 |
| Low |
1.1050 |
1.1066 |
0.0016 |
0.1% |
1.0838 |
| Close |
1.1068 |
1.1089 |
0.0021 |
0.2% |
1.1105 |
| Range |
0.0015 |
0.0034 |
0.0019 |
126.7% |
0.0310 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
15 |
2 |
-13 |
-86.7% |
115 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1187 |
1.1172 |
1.1108 |
|
| R3 |
1.1153 |
1.1138 |
1.1098 |
|
| R2 |
1.1119 |
1.1119 |
1.1095 |
|
| R1 |
1.1104 |
1.1104 |
1.1092 |
1.1112 |
| PP |
1.1085 |
1.1085 |
1.1085 |
1.1089 |
| S1 |
1.1070 |
1.1070 |
1.1086 |
1.1078 |
| S2 |
1.1051 |
1.1051 |
1.1083 |
|
| S3 |
1.1017 |
1.1036 |
1.1080 |
|
| S4 |
1.0983 |
1.1002 |
1.1070 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1960 |
1.1843 |
1.1276 |
|
| R3 |
1.1650 |
1.1533 |
1.1190 |
|
| R2 |
1.1340 |
1.1340 |
1.1162 |
|
| R1 |
1.1223 |
1.1223 |
1.1133 |
1.1282 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1060 |
| S1 |
1.0913 |
1.0913 |
1.1077 |
1.0972 |
| S2 |
1.0720 |
1.0720 |
1.1048 |
|
| S3 |
1.0410 |
1.0603 |
1.1020 |
|
| S4 |
1.0100 |
1.0293 |
1.0935 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1245 |
|
2.618 |
1.1189 |
|
1.618 |
1.1155 |
|
1.000 |
1.1134 |
|
0.618 |
1.1121 |
|
HIGH |
1.1100 |
|
0.618 |
1.1087 |
|
0.500 |
1.1083 |
|
0.382 |
1.1079 |
|
LOW |
1.1066 |
|
0.618 |
1.1045 |
|
1.000 |
1.1032 |
|
1.618 |
1.1011 |
|
2.618 |
1.0977 |
|
4.250 |
1.0922 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1087 |
1.1085 |
| PP |
1.1085 |
1.1080 |
| S1 |
1.1083 |
1.1076 |
|