CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0839 |
1.0935 |
0.0096 |
0.9% |
1.1065 |
| High |
1.0907 |
1.0968 |
0.0061 |
0.6% |
1.1131 |
| Low |
1.0800 |
1.0930 |
0.0130 |
1.2% |
1.0895 |
| Close |
1.0892 |
1.0926 |
0.0034 |
0.3% |
1.0892 |
| Range |
0.0107 |
0.0038 |
-0.0069 |
-64.5% |
0.0236 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
12 |
55 |
43 |
358.3% |
49 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.1029 |
1.0947 |
|
| R3 |
1.1017 |
1.0991 |
1.0936 |
|
| R2 |
1.0979 |
1.0979 |
1.0933 |
|
| R1 |
1.0953 |
1.0953 |
1.0929 |
1.0947 |
| PP |
1.0941 |
1.0941 |
1.0941 |
1.0939 |
| S1 |
1.0915 |
1.0915 |
1.0923 |
1.0909 |
| S2 |
1.0903 |
1.0903 |
1.0919 |
|
| S3 |
1.0865 |
1.0877 |
1.0916 |
|
| S4 |
1.0827 |
1.0839 |
1.0905 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0995 |
1.0800 |
0.0195 |
1.8% |
0.0066 |
0.6% |
65% |
False |
False |
22 |
| 10 |
1.1131 |
1.0800 |
0.0331 |
3.0% |
0.0060 |
0.5% |
38% |
False |
False |
15 |
| 20 |
1.1148 |
1.0696 |
0.0452 |
4.1% |
0.0038 |
0.3% |
51% |
False |
False |
13 |
| 40 |
1.1148 |
1.0291 |
0.0857 |
7.8% |
0.0022 |
0.2% |
74% |
False |
False |
7 |
| 60 |
1.1148 |
1.0291 |
0.0857 |
7.8% |
0.0015 |
0.1% |
74% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1130 |
|
2.618 |
1.1067 |
|
1.618 |
1.1029 |
|
1.000 |
1.1006 |
|
0.618 |
1.0991 |
|
HIGH |
1.0968 |
|
0.618 |
1.0953 |
|
0.500 |
1.0949 |
|
0.382 |
1.0945 |
|
LOW |
1.0930 |
|
0.618 |
1.0907 |
|
1.000 |
1.0892 |
|
1.618 |
1.0869 |
|
2.618 |
1.0831 |
|
4.250 |
1.0769 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0912 |
| PP |
1.0941 |
1.0898 |
| S1 |
1.0934 |
1.0884 |
|