CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0874 |
-0.0010 |
-0.1% |
1.1065 |
| High |
1.0935 |
1.0874 |
-0.0061 |
-0.6% |
1.1131 |
| Low |
1.0862 |
1.0860 |
-0.0002 |
0.0% |
1.0895 |
| Close |
1.0922 |
1.0862 |
-0.0060 |
-0.5% |
1.0892 |
| Range |
0.0073 |
0.0014 |
-0.0059 |
-80.8% |
0.0236 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
7 |
21 |
14 |
200.0% |
49 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0907 |
1.0899 |
1.0870 |
|
| R3 |
1.0893 |
1.0885 |
1.0866 |
|
| R2 |
1.0879 |
1.0879 |
1.0865 |
|
| R1 |
1.0871 |
1.0871 |
1.0863 |
1.0868 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0864 |
| S1 |
1.0857 |
1.0857 |
1.0861 |
1.0854 |
| S2 |
1.0851 |
1.0851 |
1.0859 |
|
| S3 |
1.0837 |
1.0843 |
1.0858 |
|
| S4 |
1.0823 |
1.0829 |
1.0854 |
|
|
| 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 |
1.0934 |
|
2.618 |
1.0911 |
|
1.618 |
1.0897 |
|
1.000 |
1.0888 |
|
0.618 |
1.0883 |
|
HIGH |
1.0874 |
|
0.618 |
1.0869 |
|
0.500 |
1.0867 |
|
0.382 |
1.0865 |
|
LOW |
1.0860 |
|
0.618 |
1.0851 |
|
1.000 |
1.0846 |
|
1.618 |
1.0837 |
|
2.618 |
1.0823 |
|
4.250 |
1.0801 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0867 |
1.0928 |
| PP |
1.0865 |
1.0906 |
| S1 |
1.0864 |
1.0884 |
|