CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 21-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.1096 |
1.1065 |
-0.0031 |
-0.3% |
1.0838 |
High |
1.1102 |
1.1065 |
-0.0037 |
-0.3% |
1.1148 |
Low |
1.1068 |
1.1050 |
-0.0018 |
-0.2% |
1.0838 |
Close |
1.1105 |
1.1068 |
-0.0037 |
-0.3% |
1.1105 |
Range |
0.0034 |
0.0015 |
-0.0019 |
-55.9% |
0.0310 |
ATR |
0.0068 |
0.0067 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
12 |
15 |
3 |
25.0% |
115 |
|
Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1106 |
1.1102 |
1.1076 |
|
R3 |
1.1091 |
1.1087 |
1.1072 |
|
R2 |
1.1076 |
1.1076 |
1.1071 |
|
R1 |
1.1072 |
1.1072 |
1.1069 |
1.1074 |
PP |
1.1061 |
1.1061 |
1.1061 |
1.1062 |
S1 |
1.1057 |
1.1057 |
1.1067 |
1.1059 |
S2 |
1.1046 |
1.1046 |
1.1065 |
|
S3 |
1.1031 |
1.1042 |
1.1064 |
|
S4 |
1.1016 |
1.1027 |
1.1060 |
|
|
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 |
1.1129 |
2.618 |
1.1104 |
1.618 |
1.1089 |
1.000 |
1.1080 |
0.618 |
1.1074 |
HIGH |
1.1065 |
0.618 |
1.1059 |
0.500 |
1.1058 |
0.382 |
1.1056 |
LOW |
1.1050 |
0.618 |
1.1041 |
1.000 |
1.1035 |
1.618 |
1.1026 |
2.618 |
1.1011 |
4.250 |
1.0986 |
|
|
Fisher Pivots for day following 21-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.1065 |
1.1099 |
PP |
1.1061 |
1.1089 |
S1 |
1.1058 |
1.1078 |
|