CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0853 |
-0.0017 |
-0.2% |
1.0884 |
| High |
1.0870 |
1.0872 |
0.0002 |
0.0% |
1.0968 |
| Low |
1.0725 |
1.0853 |
0.0128 |
1.2% |
1.0725 |
| Close |
1.0839 |
1.0839 |
0.0000 |
0.0% |
1.0839 |
| Range |
0.0145 |
0.0019 |
-0.0126 |
-86.9% |
0.0243 |
| ATR |
0.0085 |
0.0081 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
5 |
39 |
34 |
680.0% |
100 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0912 |
1.0894 |
1.0849 |
|
| R3 |
1.0893 |
1.0875 |
1.0844 |
|
| R2 |
1.0874 |
1.0874 |
1.0842 |
|
| R1 |
1.0856 |
1.0856 |
1.0841 |
1.0856 |
| PP |
1.0855 |
1.0855 |
1.0855 |
1.0854 |
| S1 |
1.0837 |
1.0837 |
1.0837 |
1.0837 |
| S2 |
1.0836 |
1.0836 |
1.0836 |
|
| S3 |
1.0817 |
1.0818 |
1.0834 |
|
| S4 |
1.0798 |
1.0799 |
1.0829 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1573 |
1.1449 |
1.0973 |
|
| R3 |
1.1330 |
1.1206 |
1.0906 |
|
| R2 |
1.1087 |
1.1087 |
1.0884 |
|
| R1 |
1.0963 |
1.0963 |
1.0861 |
1.0904 |
| PP |
1.0844 |
1.0844 |
1.0844 |
1.0814 |
| S1 |
1.0720 |
1.0720 |
1.0817 |
1.0661 |
| S2 |
1.0601 |
1.0601 |
1.0794 |
|
| S3 |
1.0358 |
1.0477 |
1.0772 |
|
| S4 |
1.0115 |
1.0234 |
1.0705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0968 |
1.0725 |
0.0243 |
2.2% |
0.0065 |
0.6% |
47% |
False |
False |
26 |
| 10 |
1.1131 |
1.0725 |
0.0406 |
3.7% |
0.0072 |
0.7% |
28% |
False |
False |
17 |
| 20 |
1.1148 |
1.0696 |
0.0452 |
4.2% |
0.0046 |
0.4% |
32% |
False |
False |
15 |
| 40 |
1.1148 |
1.0291 |
0.0857 |
7.9% |
0.0026 |
0.2% |
64% |
False |
False |
8 |
| 60 |
1.1148 |
1.0291 |
0.0857 |
7.9% |
0.0018 |
0.2% |
64% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0953 |
|
2.618 |
1.0922 |
|
1.618 |
1.0903 |
|
1.000 |
1.0891 |
|
0.618 |
1.0884 |
|
HIGH |
1.0872 |
|
0.618 |
1.0865 |
|
0.500 |
1.0863 |
|
0.382 |
1.0860 |
|
LOW |
1.0853 |
|
0.618 |
1.0841 |
|
1.000 |
1.0834 |
|
1.618 |
1.0822 |
|
2.618 |
1.0803 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0863 |
1.0847 |
| PP |
1.0855 |
1.0844 |
| S1 |
1.0847 |
1.0842 |
|