CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0995 |
1.0884 |
-0.0111 |
-1.0% |
1.1065 |
| High |
1.0995 |
1.0935 |
-0.0060 |
-0.5% |
1.1131 |
| Low |
1.0895 |
1.0862 |
-0.0033 |
-0.3% |
1.0895 |
| Close |
1.0892 |
1.0922 |
0.0030 |
0.3% |
1.0892 |
| Range |
0.0100 |
0.0073 |
-0.0027 |
-27.0% |
0.0236 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
15 |
7 |
-8 |
-53.3% |
49 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1097 |
1.0962 |
|
| R3 |
1.1052 |
1.1024 |
1.0942 |
|
| R2 |
1.0979 |
1.0979 |
1.0935 |
|
| R1 |
1.0951 |
1.0951 |
1.0929 |
1.0965 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0914 |
| S1 |
1.0878 |
1.0878 |
1.0915 |
1.0892 |
| S2 |
1.0833 |
1.0833 |
1.0909 |
|
| S3 |
1.0760 |
1.0805 |
1.0902 |
|
| S4 |
1.0687 |
1.0732 |
1.0882 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1681 |
1.1522 |
1.1022 |
|
| R3 |
1.1445 |
1.1286 |
1.0957 |
|
| R2 |
1.1209 |
1.1209 |
1.0935 |
|
| R1 |
1.1050 |
1.1050 |
1.0914 |
1.1012 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0953 |
| S1 |
1.0814 |
1.0814 |
1.0870 |
1.0776 |
| S2 |
1.0737 |
1.0737 |
1.0849 |
|
| S3 |
1.0501 |
1.0578 |
1.0827 |
|
| S4 |
1.0265 |
1.0342 |
1.0762 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1245 |
|
2.618 |
1.1126 |
|
1.618 |
1.1053 |
|
1.000 |
1.1008 |
|
0.618 |
1.0980 |
|
HIGH |
1.0935 |
|
0.618 |
1.0907 |
|
0.500 |
1.0899 |
|
0.382 |
1.0890 |
|
LOW |
1.0862 |
|
0.618 |
1.0817 |
|
1.000 |
1.0789 |
|
1.618 |
1.0744 |
|
2.618 |
1.0671 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0914 |
1.0976 |
| PP |
1.0906 |
1.0958 |
| S1 |
1.0899 |
1.0940 |
|