CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 18-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.1148 |
1.1096 |
-0.0052 |
-0.5% |
1.0838 |
High |
1.1148 |
1.1102 |
-0.0046 |
-0.4% |
1.1148 |
Low |
1.1100 |
1.1068 |
-0.0032 |
-0.3% |
1.0838 |
Close |
1.1123 |
1.1105 |
-0.0018 |
-0.2% |
1.1105 |
Range |
0.0048 |
0.0034 |
-0.0014 |
-29.2% |
0.0310 |
ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
97 |
12 |
-85 |
-87.6% |
115 |
|
Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1194 |
1.1183 |
1.1124 |
|
R3 |
1.1160 |
1.1149 |
1.1114 |
|
R2 |
1.1126 |
1.1126 |
1.1111 |
|
R1 |
1.1115 |
1.1115 |
1.1108 |
1.1121 |
PP |
1.1092 |
1.1092 |
1.1092 |
1.1094 |
S1 |
1.1081 |
1.1081 |
1.1102 |
1.1087 |
S2 |
1.1058 |
1.1058 |
1.1099 |
|
S3 |
1.1024 |
1.1047 |
1.1096 |
|
S4 |
1.0990 |
1.1013 |
1.1086 |
|
|
Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1960 |
1.1843 |
1.1276 |
|
R3 |
1.1650 |
1.1533 |
1.1190 |
|
R2 |
1.1340 |
1.1340 |
1.1162 |
|
R1 |
1.1223 |
1.1223 |
1.1133 |
1.1282 |
PP |
1.1030 |
1.1030 |
1.1030 |
1.1060 |
S1 |
1.0913 |
1.0913 |
1.1077 |
1.0972 |
S2 |
1.0720 |
1.0720 |
1.1048 |
|
S3 |
1.0410 |
1.0603 |
1.1020 |
|
S4 |
1.0100 |
1.0293 |
1.0935 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1247 |
2.618 |
1.1191 |
1.618 |
1.1157 |
1.000 |
1.1136 |
0.618 |
1.1123 |
HIGH |
1.1102 |
0.618 |
1.1089 |
0.500 |
1.1085 |
0.382 |
1.1081 |
LOW |
1.1068 |
0.618 |
1.1047 |
1.000 |
1.1034 |
1.618 |
1.1013 |
2.618 |
1.0979 |
4.250 |
1.0924 |
|
|
Fisher Pivots for day following 18-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1098 |
1.1087 |
PP |
1.1092 |
1.1070 |
S1 |
1.1085 |
1.1052 |
|