CME Swiss Franc Future June 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 |
1.0888 |
1.0916 |
0.0028 |
0.3% |
1.0819 |
| High |
1.0930 |
1.1039 |
0.0109 |
1.0% |
1.1039 |
| Low |
1.0872 |
1.0912 |
0.0040 |
0.4% |
1.0760 |
| Close |
1.0918 |
1.0993 |
0.0075 |
0.7% |
1.0993 |
| Range |
0.0058 |
0.0127 |
0.0069 |
119.0% |
0.0279 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.9% |
0.0000 |
| Volume |
48,983 |
37,403 |
-11,580 |
-23.6% |
224,276 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1362 |
1.1305 |
1.1063 |
|
| R3 |
1.1235 |
1.1178 |
1.1028 |
|
| R2 |
1.1108 |
1.1108 |
1.1016 |
|
| R1 |
1.1051 |
1.1051 |
1.1005 |
1.1080 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0996 |
| S1 |
1.0924 |
1.0924 |
1.0981 |
1.0953 |
| S2 |
1.0854 |
1.0854 |
1.0970 |
|
| S3 |
1.0727 |
1.0797 |
1.0958 |
|
| S4 |
1.0600 |
1.0670 |
1.0923 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1768 |
1.1659 |
1.1146 |
|
| R3 |
1.1489 |
1.1380 |
1.1070 |
|
| R2 |
1.1210 |
1.1210 |
1.1044 |
|
| R1 |
1.1101 |
1.1101 |
1.1019 |
1.1156 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0958 |
| S1 |
1.0822 |
1.0822 |
1.0967 |
1.0877 |
| S2 |
1.0652 |
1.0652 |
1.0942 |
|
| S3 |
1.0373 |
1.0543 |
1.0916 |
|
| S4 |
1.0094 |
1.0264 |
1.0840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1039 |
1.0760 |
0.0279 |
2.5% |
0.0109 |
1.0% |
84% |
True |
False |
44,855 |
| 10 |
1.1039 |
1.0710 |
0.0329 |
3.0% |
0.0114 |
1.0% |
86% |
True |
False |
41,729 |
| 20 |
1.1163 |
1.0710 |
0.0453 |
4.1% |
0.0117 |
1.1% |
62% |
False |
False |
44,967 |
| 40 |
1.1163 |
1.0268 |
0.0895 |
8.1% |
0.0106 |
1.0% |
81% |
False |
False |
25,356 |
| 60 |
1.1163 |
1.0267 |
0.0896 |
8.2% |
0.0096 |
0.9% |
81% |
False |
False |
16,912 |
| 80 |
1.1163 |
1.0250 |
0.0913 |
8.3% |
0.0088 |
0.8% |
81% |
False |
False |
12,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1579 |
|
2.618 |
1.1371 |
|
1.618 |
1.1244 |
|
1.000 |
1.1166 |
|
0.618 |
1.1117 |
|
HIGH |
1.1039 |
|
0.618 |
1.0990 |
|
0.500 |
1.0976 |
|
0.382 |
1.0961 |
|
LOW |
1.0912 |
|
0.618 |
1.0834 |
|
1.000 |
1.0785 |
|
1.618 |
1.0707 |
|
2.618 |
1.0580 |
|
4.250 |
1.0372 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0962 |
| PP |
1.0981 |
1.0931 |
| S1 |
1.0976 |
1.0900 |
|