CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1131 |
1.1022 |
-0.0109 |
-1.0% |
1.0838 |
| High |
1.1131 |
1.1090 |
-0.0041 |
-0.4% |
1.1148 |
| Low |
1.1040 |
1.0996 |
-0.0044 |
-0.4% |
1.0838 |
| Close |
1.1030 |
1.1038 |
0.0008 |
0.1% |
1.1105 |
| Range |
0.0091 |
0.0094 |
0.0003 |
3.3% |
0.0310 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.9% |
0.0000 |
| Volume |
10 |
7 |
-3 |
-30.0% |
115 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1275 |
1.1090 |
|
| R3 |
1.1229 |
1.1181 |
1.1064 |
|
| R2 |
1.1135 |
1.1135 |
1.1055 |
|
| R1 |
1.1087 |
1.1087 |
1.1047 |
1.1111 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1054 |
| S1 |
1.0993 |
1.0993 |
1.1029 |
1.1017 |
| S2 |
1.0947 |
1.0947 |
1.1021 |
|
| S3 |
1.0853 |
1.0899 |
1.1012 |
|
| S4 |
1.0759 |
1.0805 |
1.0986 |
|
|
| 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 |
1.1490 |
|
2.618 |
1.1336 |
|
1.618 |
1.1242 |
|
1.000 |
1.1184 |
|
0.618 |
1.1148 |
|
HIGH |
1.1090 |
|
0.618 |
1.1054 |
|
0.500 |
1.1043 |
|
0.382 |
1.1032 |
|
LOW |
1.0996 |
|
0.618 |
1.0938 |
|
1.000 |
1.0902 |
|
1.618 |
1.0844 |
|
2.618 |
1.0750 |
|
4.250 |
1.0597 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1043 |
1.1064 |
| PP |
1.1041 |
1.1055 |
| S1 |
1.1040 |
1.1047 |
|