CME Swiss Franc Future December 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0705 |
1.0770 |
0.0065 |
0.6% |
1.0794 |
High |
1.0705 |
1.0770 |
0.0065 |
0.6% |
1.0851 |
Low |
1.0705 |
1.0770 |
0.0065 |
0.6% |
1.0749 |
Close |
1.0705 |
1.0770 |
0.0065 |
0.6% |
1.0815 |
Range |
|
|
|
|
|
ATR |
0.0058 |
0.0058 |
0.0001 |
0.9% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0770 |
1.0770 |
1.0770 |
|
R3 |
1.0770 |
1.0770 |
1.0770 |
|
R2 |
1.0770 |
1.0770 |
1.0770 |
|
R1 |
1.0770 |
1.0770 |
1.0770 |
1.0770 |
PP |
1.0770 |
1.0770 |
1.0770 |
1.0770 |
S1 |
1.0770 |
1.0770 |
1.0770 |
1.0770 |
S2 |
1.0770 |
1.0770 |
1.0770 |
|
S3 |
1.0770 |
1.0770 |
1.0770 |
|
S4 |
1.0770 |
1.0770 |
1.0770 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1111 |
1.1065 |
1.0871 |
|
R3 |
1.1009 |
1.0963 |
1.0843 |
|
R2 |
1.0907 |
1.0907 |
1.0834 |
|
R1 |
1.0861 |
1.0861 |
1.0824 |
1.0884 |
PP |
1.0805 |
1.0805 |
1.0805 |
1.0817 |
S1 |
1.0759 |
1.0759 |
1.0806 |
1.0782 |
S2 |
1.0703 |
1.0703 |
1.0796 |
|
S3 |
1.0601 |
1.0657 |
1.0787 |
|
S4 |
1.0499 |
1.0555 |
1.0759 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0770 |
2.618 |
1.0770 |
1.618 |
1.0770 |
1.000 |
1.0770 |
0.618 |
1.0770 |
HIGH |
1.0770 |
0.618 |
1.0770 |
0.500 |
1.0770 |
0.382 |
1.0770 |
LOW |
1.0770 |
0.618 |
1.0770 |
1.000 |
1.0770 |
1.618 |
1.0770 |
2.618 |
1.0770 |
4.250 |
1.0770 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0770 |
1.0766 |
PP |
1.0770 |
1.0763 |
S1 |
1.0770 |
1.0759 |
|