CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.1062 |
1.1077 |
0.0015 |
0.1% |
1.0778 |
| High |
1.1102 |
1.1145 |
0.0043 |
0.4% |
1.1163 |
| Low |
1.1048 |
1.1007 |
-0.0041 |
-0.4% |
1.0741 |
| Close |
1.1081 |
1.1021 |
-0.0060 |
-0.5% |
1.1096 |
| Range |
0.0054 |
0.0138 |
0.0084 |
155.6% |
0.0422 |
| ATR |
0.0103 |
0.0105 |
0.0003 |
2.5% |
0.0000 |
| Volume |
33,662 |
30,900 |
-2,762 |
-8.2% |
285,524 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1472 |
1.1384 |
1.1097 |
|
| R3 |
1.1334 |
1.1246 |
1.1059 |
|
| R2 |
1.1196 |
1.1196 |
1.1046 |
|
| R1 |
1.1108 |
1.1108 |
1.1034 |
1.1083 |
| PP |
1.1058 |
1.1058 |
1.1058 |
1.1045 |
| S1 |
1.0970 |
1.0970 |
1.1008 |
1.0945 |
| S2 |
1.0920 |
1.0920 |
1.0996 |
|
| S3 |
1.0782 |
1.0832 |
1.0983 |
|
| S4 |
1.0644 |
1.0694 |
1.0945 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2266 |
1.2103 |
1.1328 |
|
| R3 |
1.1844 |
1.1681 |
1.1212 |
|
| R2 |
1.1422 |
1.1422 |
1.1173 |
|
| R1 |
1.1259 |
1.1259 |
1.1135 |
1.1341 |
| PP |
1.1000 |
1.1000 |
1.1000 |
1.1041 |
| S1 |
1.0837 |
1.0837 |
1.1057 |
1.0919 |
| S2 |
1.0578 |
1.0578 |
1.1019 |
|
| S3 |
1.0156 |
1.0415 |
1.0980 |
|
| S4 |
0.9734 |
0.9993 |
1.0864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1163 |
1.1007 |
0.0156 |
1.4% |
0.0105 |
1.0% |
9% |
False |
True |
45,648 |
| 10 |
1.1163 |
1.0687 |
0.0476 |
4.3% |
0.0112 |
1.0% |
70% |
False |
False |
47,992 |
| 20 |
1.1163 |
1.0680 |
0.0483 |
4.4% |
0.0100 |
0.9% |
71% |
False |
False |
25,610 |
| 40 |
1.1163 |
1.0268 |
0.0895 |
8.1% |
0.0095 |
0.9% |
84% |
False |
False |
12,834 |
| 60 |
1.1163 |
1.0250 |
0.0913 |
8.3% |
0.0089 |
0.8% |
84% |
False |
False |
8,561 |
| 80 |
1.1163 |
0.9990 |
0.1173 |
10.6% |
0.0070 |
0.6% |
88% |
False |
False |
6,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1732 |
|
2.618 |
1.1506 |
|
1.618 |
1.1368 |
|
1.000 |
1.1283 |
|
0.618 |
1.1230 |
|
HIGH |
1.1145 |
|
0.618 |
1.1092 |
|
0.500 |
1.1076 |
|
0.382 |
1.1060 |
|
LOW |
1.1007 |
|
0.618 |
1.0922 |
|
1.000 |
1.0869 |
|
1.618 |
1.0784 |
|
2.618 |
1.0646 |
|
4.250 |
1.0421 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1076 |
1.1076 |
| PP |
1.1058 |
1.1058 |
| S1 |
1.1039 |
1.1039 |
|