CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 05-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
1.0853 |
1.0820 |
-0.0033 |
-0.3% |
1.0884 |
High |
1.0872 |
1.0820 |
-0.0052 |
-0.5% |
1.0968 |
Low |
1.0853 |
1.0820 |
-0.0033 |
-0.3% |
1.0725 |
Close |
1.0839 |
1.0815 |
-0.0024 |
-0.2% |
1.0839 |
Range |
0.0019 |
0.0000 |
-0.0019 |
-100.0% |
0.0243 |
ATR |
0.0081 |
0.0076 |
-0.0004 |
-5.5% |
0.0000 |
Volume |
39 |
4 |
-35 |
-89.7% |
100 |
|
Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0818 |
1.0817 |
1.0815 |
|
R3 |
1.0818 |
1.0817 |
1.0815 |
|
R2 |
1.0818 |
1.0818 |
1.0815 |
|
R1 |
1.0817 |
1.0817 |
1.0815 |
1.0818 |
PP |
1.0818 |
1.0818 |
1.0818 |
1.0819 |
S1 |
1.0817 |
1.0817 |
1.0815 |
1.0818 |
S2 |
1.0818 |
1.0818 |
1.0815 |
|
S3 |
1.0818 |
1.0817 |
1.0815 |
|
S4 |
1.0818 |
1.0817 |
1.0815 |
|
|
Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1573 |
1.1449 |
1.0973 |
|
R3 |
1.1330 |
1.1206 |
1.0906 |
|
R2 |
1.1087 |
1.1087 |
1.0884 |
|
R1 |
1.0963 |
1.0963 |
1.0861 |
1.0904 |
PP |
1.0844 |
1.0844 |
1.0844 |
1.0814 |
S1 |
1.0720 |
1.0720 |
1.0817 |
1.0661 |
S2 |
1.0601 |
1.0601 |
1.0794 |
|
S3 |
1.0358 |
1.0477 |
1.0772 |
|
S4 |
1.0115 |
1.0234 |
1.0705 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0968 |
1.0725 |
0.0243 |
2.2% |
0.0062 |
0.6% |
37% |
False |
False |
23 |
10 |
1.1131 |
1.0725 |
0.0406 |
3.8% |
0.0068 |
0.6% |
22% |
False |
False |
17 |
20 |
1.1148 |
1.0725 |
0.0423 |
3.9% |
0.0045 |
0.4% |
21% |
False |
False |
15 |
40 |
1.1148 |
1.0291 |
0.0857 |
7.9% |
0.0026 |
0.2% |
61% |
False |
False |
8 |
60 |
1.1148 |
1.0291 |
0.0857 |
7.9% |
0.0018 |
0.2% |
61% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0820 |
2.618 |
1.0820 |
1.618 |
1.0820 |
1.000 |
1.0820 |
0.618 |
1.0820 |
HIGH |
1.0820 |
0.618 |
1.0820 |
0.500 |
1.0820 |
0.382 |
1.0820 |
LOW |
1.0820 |
0.618 |
1.0820 |
1.000 |
1.0820 |
1.618 |
1.0820 |
2.618 |
1.0820 |
4.250 |
1.0820 |
|
|
Fisher Pivots for day following 05-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0820 |
1.0810 |
PP |
1.0818 |
1.0804 |
S1 |
1.0817 |
1.0799 |
|