CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0910 |
1.0976 |
0.0066 |
0.6% |
1.0853 |
| High |
1.0930 |
1.0997 |
0.0067 |
0.6% |
1.0997 |
| Low |
1.0910 |
1.0950 |
0.0040 |
0.4% |
1.0810 |
| Close |
1.0924 |
1.0997 |
0.0073 |
0.7% |
1.0997 |
| Range |
0.0020 |
0.0047 |
0.0027 |
135.0% |
0.0187 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
13 |
4 |
-9 |
-69.2% |
69 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1122 |
1.1107 |
1.1023 |
|
| R3 |
1.1075 |
1.1060 |
1.1010 |
|
| R2 |
1.1028 |
1.1028 |
1.1006 |
|
| R1 |
1.1013 |
1.1013 |
1.1001 |
1.1021 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0985 |
| S1 |
1.0966 |
1.0966 |
1.0993 |
1.0974 |
| S2 |
1.0934 |
1.0934 |
1.0988 |
|
| S3 |
1.0887 |
1.0919 |
1.0984 |
|
| S4 |
1.0840 |
1.0872 |
1.0971 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1496 |
1.1433 |
1.1100 |
|
| R3 |
1.1309 |
1.1246 |
1.1048 |
|
| R2 |
1.1122 |
1.1122 |
1.1031 |
|
| R1 |
1.1059 |
1.1059 |
1.1014 |
1.1091 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0950 |
| S1 |
1.0872 |
1.0872 |
1.0980 |
1.0904 |
| S2 |
1.0748 |
1.0748 |
1.0963 |
|
| S3 |
1.0561 |
1.0685 |
1.0946 |
|
| S4 |
1.0374 |
1.0498 |
1.0894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0997 |
1.0810 |
0.0187 |
1.7% |
0.0041 |
0.4% |
100% |
True |
False |
13 |
| 10 |
1.0997 |
1.0725 |
0.0272 |
2.5% |
0.0058 |
0.5% |
100% |
True |
False |
16 |
| 20 |
1.1148 |
1.0725 |
0.0423 |
3.8% |
0.0054 |
0.5% |
64% |
False |
False |
16 |
| 40 |
1.1148 |
1.0291 |
0.0857 |
7.8% |
0.0031 |
0.3% |
82% |
False |
False |
9 |
| 60 |
1.1148 |
1.0291 |
0.0857 |
7.8% |
0.0021 |
0.2% |
82% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1197 |
|
2.618 |
1.1120 |
|
1.618 |
1.1073 |
|
1.000 |
1.1044 |
|
0.618 |
1.1026 |
|
HIGH |
1.0997 |
|
0.618 |
1.0979 |
|
0.500 |
1.0974 |
|
0.382 |
1.0968 |
|
LOW |
1.0950 |
|
0.618 |
1.0921 |
|
1.000 |
1.0903 |
|
1.618 |
1.0874 |
|
2.618 |
1.0827 |
|
4.250 |
1.0750 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0989 |
1.0966 |
| PP |
1.0981 |
1.0935 |
| S1 |
1.0974 |
1.0904 |
|