CME Swiss Franc Future December 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 |
1.0845 |
1.0873 |
0.0028 |
0.3% |
1.0930 |
High |
1.0845 |
1.0883 |
0.0038 |
0.4% |
1.0932 |
Low |
1.0845 |
1.0859 |
0.0014 |
0.1% |
1.0845 |
Close |
1.0845 |
1.0845 |
0.0000 |
0.0% |
1.0845 |
Range |
0.0000 |
0.0024 |
0.0024 |
|
0.0087 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0934 |
1.0914 |
1.0858 |
|
R3 |
1.0910 |
1.0890 |
1.0852 |
|
R2 |
1.0886 |
1.0886 |
1.0849 |
|
R1 |
1.0866 |
1.0866 |
1.0847 |
1.0864 |
PP |
1.0862 |
1.0862 |
1.0862 |
1.0862 |
S1 |
1.0842 |
1.0842 |
1.0843 |
1.0840 |
S2 |
1.0838 |
1.0838 |
1.0841 |
|
S3 |
1.0814 |
1.0818 |
1.0838 |
|
S4 |
1.0790 |
1.0794 |
1.0832 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1135 |
1.1077 |
1.0893 |
|
R3 |
1.1048 |
1.0990 |
1.0869 |
|
R2 |
1.0961 |
1.0961 |
1.0861 |
|
R1 |
1.0903 |
1.0903 |
1.0853 |
1.0889 |
PP |
1.0874 |
1.0874 |
1.0874 |
1.0867 |
S1 |
1.0816 |
1.0816 |
1.0837 |
1.0802 |
S2 |
1.0787 |
1.0787 |
1.0829 |
|
S3 |
1.0700 |
1.0729 |
1.0821 |
|
S4 |
1.0613 |
1.0642 |
1.0797 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0985 |
2.618 |
1.0946 |
1.618 |
1.0922 |
1.000 |
1.0907 |
0.618 |
1.0898 |
HIGH |
1.0883 |
0.618 |
1.0874 |
0.500 |
1.0871 |
0.382 |
1.0868 |
LOW |
1.0859 |
0.618 |
1.0844 |
1.000 |
1.0835 |
1.618 |
1.0820 |
2.618 |
1.0796 |
4.250 |
1.0757 |
|
|
Fisher Pivots for day following 04-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0871 |
1.0889 |
PP |
1.0862 |
1.0874 |
S1 |
1.0854 |
1.0860 |
|