CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0820 |
1.0810 |
-0.0010 |
-0.1% |
1.0884 |
| High |
1.0820 |
1.0930 |
0.0110 |
1.0% |
1.0968 |
| Low |
1.0820 |
1.0810 |
-0.0010 |
-0.1% |
1.0725 |
| Close |
1.0815 |
1.0886 |
0.0071 |
0.7% |
1.0839 |
| Range |
0.0000 |
0.0120 |
0.0120 |
|
0.0243 |
| ATR |
0.0076 |
0.0080 |
0.0003 |
4.1% |
0.0000 |
| Volume |
4 |
9 |
5 |
125.0% |
100 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1181 |
1.0952 |
|
| R3 |
1.1115 |
1.1061 |
1.0919 |
|
| R2 |
1.0995 |
1.0995 |
1.0908 |
|
| R1 |
1.0941 |
1.0941 |
1.0897 |
1.0968 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0889 |
| S1 |
1.0821 |
1.0821 |
1.0875 |
1.0848 |
| S2 |
1.0755 |
1.0755 |
1.0864 |
|
| S3 |
1.0635 |
1.0701 |
1.0853 |
|
| S4 |
1.0515 |
1.0581 |
1.0820 |
|
|
| 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% |
0.0064 |
0.6% |
66% |
False |
False |
22 |
| 10 |
1.1090 |
1.0725 |
0.0365 |
3.4% |
0.0071 |
0.7% |
44% |
False |
False |
17 |
| 20 |
1.1148 |
1.0725 |
0.0423 |
3.9% |
0.0051 |
0.5% |
38% |
False |
False |
16 |
| 40 |
1.1148 |
1.0291 |
0.0857 |
7.9% |
0.0029 |
0.3% |
69% |
False |
False |
8 |
| 60 |
1.1148 |
1.0291 |
0.0857 |
7.9% |
0.0020 |
0.2% |
69% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1440 |
|
2.618 |
1.1244 |
|
1.618 |
1.1124 |
|
1.000 |
1.1050 |
|
0.618 |
1.1004 |
|
HIGH |
1.0930 |
|
0.618 |
1.0884 |
|
0.500 |
1.0870 |
|
0.382 |
1.0856 |
|
LOW |
1.0810 |
|
0.618 |
1.0736 |
|
1.000 |
1.0690 |
|
1.618 |
1.0616 |
|
2.618 |
1.0496 |
|
4.250 |
1.0300 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0881 |
1.0881 |
| PP |
1.0875 |
1.0875 |
| S1 |
1.0870 |
1.0870 |
|