CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0976 |
1.1005 |
0.0029 |
0.3% |
1.0853 |
| High |
1.0997 |
1.1040 |
0.0043 |
0.4% |
1.0997 |
| Low |
1.0950 |
1.1005 |
0.0055 |
0.5% |
1.0810 |
| Close |
1.0997 |
1.1039 |
0.0042 |
0.4% |
1.0997 |
| Range |
0.0047 |
0.0035 |
-0.0012 |
-25.5% |
0.0187 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
4 |
29 |
25 |
625.0% |
69 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1121 |
1.1058 |
|
| R3 |
1.1098 |
1.1086 |
1.1049 |
|
| R2 |
1.1063 |
1.1063 |
1.1045 |
|
| R1 |
1.1051 |
1.1051 |
1.1042 |
1.1057 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1031 |
| S1 |
1.1016 |
1.1016 |
1.1036 |
1.1022 |
| S2 |
1.0993 |
1.0993 |
1.1033 |
|
| S3 |
1.0958 |
1.0981 |
1.1029 |
|
| S4 |
1.0923 |
1.0946 |
1.1020 |
|
|
| 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 |
1.1040 |
1.0810 |
0.0230 |
2.1% |
0.0044 |
0.4% |
100% |
True |
False |
11 |
| 10 |
1.1040 |
1.0725 |
0.0315 |
2.9% |
0.0055 |
0.5% |
100% |
True |
False |
19 |
| 20 |
1.1148 |
1.0725 |
0.0423 |
3.8% |
0.0056 |
0.5% |
74% |
False |
False |
18 |
| 40 |
1.1148 |
1.0328 |
0.0820 |
7.4% |
0.0032 |
0.3% |
87% |
False |
False |
10 |
| 60 |
1.1148 |
1.0291 |
0.0857 |
7.8% |
0.0021 |
0.2% |
87% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1189 |
|
2.618 |
1.1132 |
|
1.618 |
1.1097 |
|
1.000 |
1.1075 |
|
0.618 |
1.1062 |
|
HIGH |
1.1040 |
|
0.618 |
1.1027 |
|
0.500 |
1.1023 |
|
0.382 |
1.1018 |
|
LOW |
1.1005 |
|
0.618 |
1.0983 |
|
1.000 |
1.0970 |
|
1.618 |
1.0948 |
|
2.618 |
1.0913 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1034 |
1.1018 |
| PP |
1.1028 |
1.0996 |
| S1 |
1.1023 |
1.0975 |
|