CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0839 |
-0.0035 |
-0.3% |
1.1065 |
| High |
1.0874 |
1.0907 |
0.0033 |
0.3% |
1.1131 |
| Low |
1.0860 |
1.0800 |
-0.0060 |
-0.6% |
1.0895 |
| Close |
1.0862 |
1.0892 |
0.0030 |
0.3% |
1.0892 |
| Range |
0.0014 |
0.0107 |
0.0093 |
664.3% |
0.0236 |
| ATR |
0.0073 |
0.0076 |
0.0002 |
3.3% |
0.0000 |
| Volume |
21 |
12 |
-9 |
-42.9% |
49 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1187 |
1.1147 |
1.0951 |
|
| R3 |
1.1080 |
1.1040 |
1.0921 |
|
| R2 |
1.0973 |
1.0973 |
1.0912 |
|
| R1 |
1.0933 |
1.0933 |
1.0902 |
1.0953 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0877 |
| S1 |
1.0826 |
1.0826 |
1.0882 |
1.0846 |
| S2 |
1.0759 |
1.0759 |
1.0872 |
|
| S3 |
1.0652 |
1.0719 |
1.0863 |
|
| S4 |
1.0545 |
1.0612 |
1.0833 |
|
|
| 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 |
1.1362 |
|
2.618 |
1.1187 |
|
1.618 |
1.1080 |
|
1.000 |
1.1014 |
|
0.618 |
1.0973 |
|
HIGH |
1.0907 |
|
0.618 |
1.0866 |
|
0.500 |
1.0854 |
|
0.382 |
1.0841 |
|
LOW |
1.0800 |
|
0.618 |
1.0734 |
|
1.000 |
1.0693 |
|
1.618 |
1.0627 |
|
2.618 |
1.0520 |
|
4.250 |
1.0345 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0879 |
1.0884 |
| PP |
1.0866 |
1.0876 |
| S1 |
1.0854 |
1.0868 |
|