CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0910 |
0.0100 |
0.9% |
1.0884 |
| High |
1.0930 |
1.0930 |
0.0000 |
0.0% |
1.0968 |
| Low |
1.0810 |
1.0910 |
0.0100 |
0.9% |
1.0725 |
| Close |
1.0886 |
1.0924 |
0.0038 |
0.3% |
1.0839 |
| Range |
0.0120 |
0.0020 |
-0.0100 |
-83.3% |
0.0243 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
9 |
13 |
4 |
44.4% |
100 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0973 |
1.0935 |
|
| R3 |
1.0961 |
1.0953 |
1.0930 |
|
| R2 |
1.0941 |
1.0941 |
1.0928 |
|
| R1 |
1.0933 |
1.0933 |
1.0926 |
1.0937 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0924 |
| S1 |
1.0913 |
1.0913 |
1.0922 |
1.0917 |
| S2 |
1.0901 |
1.0901 |
1.0920 |
|
| S3 |
1.0881 |
1.0893 |
1.0919 |
|
| S4 |
1.0861 |
1.0873 |
1.0913 |
|
|
| 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 |
1.0930 |
1.0725 |
0.0205 |
1.9% |
0.0061 |
0.6% |
97% |
True |
False |
14 |
| 10 |
1.0995 |
1.0725 |
0.0270 |
2.5% |
0.0064 |
0.6% |
74% |
False |
False |
18 |
| 20 |
1.1148 |
1.0725 |
0.0423 |
3.9% |
0.0052 |
0.5% |
47% |
False |
False |
16 |
| 40 |
1.1148 |
1.0291 |
0.0857 |
7.8% |
0.0030 |
0.3% |
74% |
False |
False |
9 |
| 60 |
1.1148 |
1.0291 |
0.0857 |
7.8% |
0.0020 |
0.2% |
74% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.0982 |
|
1.618 |
1.0962 |
|
1.000 |
1.0950 |
|
0.618 |
1.0942 |
|
HIGH |
1.0930 |
|
0.618 |
1.0922 |
|
0.500 |
1.0920 |
|
0.382 |
1.0918 |
|
LOW |
1.0910 |
|
0.618 |
1.0898 |
|
1.000 |
1.0890 |
|
1.618 |
1.0878 |
|
2.618 |
1.0858 |
|
4.250 |
1.0825 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0923 |
1.0906 |
| PP |
1.0921 |
1.0888 |
| S1 |
1.0920 |
1.0870 |
|