CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0716 |
1.0766 |
0.0050 |
0.5% |
1.0787 |
High |
1.0716 |
1.0766 |
0.0050 |
0.5% |
1.0884 |
Low |
1.0696 |
1.0766 |
0.0070 |
0.7% |
1.0745 |
Close |
1.0700 |
1.0766 |
0.0066 |
0.6% |
1.0811 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0139 |
ATR |
0.0063 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
Volume |
1 |
5 |
4 |
400.0% |
12 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0766 |
1.0766 |
1.0766 |
|
R3 |
1.0766 |
1.0766 |
1.0766 |
|
R2 |
1.0766 |
1.0766 |
1.0766 |
|
R1 |
1.0766 |
1.0766 |
1.0766 |
1.0766 |
PP |
1.0766 |
1.0766 |
1.0766 |
1.0766 |
S1 |
1.0766 |
1.0766 |
1.0766 |
1.0766 |
S2 |
1.0766 |
1.0766 |
1.0766 |
|
S3 |
1.0766 |
1.0766 |
1.0766 |
|
S4 |
1.0766 |
1.0766 |
1.0766 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1230 |
1.1160 |
1.0887 |
|
R3 |
1.1091 |
1.1021 |
1.0849 |
|
R2 |
1.0952 |
1.0952 |
1.0836 |
|
R1 |
1.0882 |
1.0882 |
1.0824 |
1.0917 |
PP |
1.0813 |
1.0813 |
1.0813 |
1.0831 |
S1 |
1.0743 |
1.0743 |
1.0798 |
1.0778 |
S2 |
1.0674 |
1.0674 |
1.0786 |
|
S3 |
1.0535 |
1.0604 |
1.0773 |
|
S4 |
1.0396 |
1.0465 |
1.0735 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0766 |
2.618 |
1.0766 |
1.618 |
1.0766 |
1.000 |
1.0766 |
0.618 |
1.0766 |
HIGH |
1.0766 |
0.618 |
1.0766 |
0.500 |
1.0766 |
0.382 |
1.0766 |
LOW |
1.0766 |
0.618 |
1.0766 |
1.000 |
1.0766 |
1.618 |
1.0766 |
2.618 |
1.0766 |
4.250 |
1.0766 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0766 |
1.0762 |
PP |
1.0766 |
1.0757 |
S1 |
1.0766 |
1.0753 |
|