CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.0995 |
-0.0027 |
-0.2% |
1.1065 |
| High |
1.1090 |
1.0995 |
-0.0095 |
-0.9% |
1.1131 |
| Low |
1.0996 |
1.0895 |
-0.0101 |
-0.9% |
1.0895 |
| Close |
1.1038 |
1.0892 |
-0.0146 |
-1.3% |
1.0892 |
| Range |
0.0094 |
0.0100 |
0.0006 |
6.4% |
0.0236 |
| ATR |
0.0069 |
0.0074 |
0.0005 |
7.7% |
0.0000 |
| Volume |
7 |
15 |
8 |
114.3% |
49 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1160 |
1.0947 |
|
| R3 |
1.1127 |
1.1060 |
1.0920 |
|
| R2 |
1.1027 |
1.1027 |
1.0910 |
|
| R1 |
1.0960 |
1.0960 |
1.0901 |
1.0944 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0919 |
| S1 |
1.0860 |
1.0860 |
1.0883 |
1.0844 |
| S2 |
1.0827 |
1.0827 |
1.0874 |
|
| S3 |
1.0727 |
1.0760 |
1.0865 |
|
| S4 |
1.0627 |
1.0660 |
1.0837 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1681 |
1.1522 |
1.1022 |
|
| R3 |
1.1445 |
1.1286 |
1.0957 |
|
| R2 |
1.1209 |
1.1209 |
1.0935 |
|
| R1 |
1.1050 |
1.1050 |
1.0914 |
1.1012 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0953 |
| S1 |
1.0814 |
1.0814 |
1.0870 |
1.0776 |
| S2 |
1.0737 |
1.0737 |
1.0849 |
|
| S3 |
1.0501 |
1.0578 |
1.0827 |
|
| S4 |
1.0265 |
1.0342 |
1.0762 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1420 |
|
2.618 |
1.1257 |
|
1.618 |
1.1157 |
|
1.000 |
1.1095 |
|
0.618 |
1.1057 |
|
HIGH |
1.0995 |
|
0.618 |
1.0957 |
|
0.500 |
1.0945 |
|
0.382 |
1.0933 |
|
LOW |
1.0895 |
|
0.618 |
1.0833 |
|
1.000 |
1.0795 |
|
1.618 |
1.0733 |
|
2.618 |
1.0633 |
|
4.250 |
1.0470 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0945 |
1.1013 |
| PP |
1.0927 |
1.0973 |
| S1 |
1.0910 |
1.0932 |
|