CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0821 |
1.0889 |
0.0068 |
0.6% |
1.0930 |
| High |
1.0821 |
1.0942 |
0.0121 |
1.1% |
1.0932 |
| Low |
1.0821 |
1.0889 |
0.0068 |
0.6% |
1.0845 |
| Close |
1.0821 |
1.0891 |
0.0070 |
0.6% |
1.0845 |
| Range |
0.0000 |
0.0053 |
0.0053 |
|
0.0087 |
| ATR |
0.0049 |
0.0055 |
0.0005 |
10.3% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.1032 |
1.0920 |
|
| R3 |
1.1013 |
1.0979 |
1.0906 |
|
| R2 |
1.0960 |
1.0960 |
1.0901 |
|
| R1 |
1.0926 |
1.0926 |
1.0896 |
1.0943 |
| PP |
1.0907 |
1.0907 |
1.0907 |
1.0916 |
| S1 |
1.0873 |
1.0873 |
1.0886 |
1.0890 |
| S2 |
1.0854 |
1.0854 |
1.0881 |
|
| S3 |
1.0801 |
1.0820 |
1.0876 |
|
| S4 |
1.0748 |
1.0767 |
1.0862 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1135 |
1.1077 |
1.0893 |
|
| R3 |
1.1048 |
1.0990 |
1.0869 |
|
| R2 |
1.0961 |
1.0961 |
1.0861 |
|
| R1 |
1.0903 |
1.0903 |
1.0853 |
1.0889 |
| PP |
1.0874 |
1.0874 |
1.0874 |
1.0867 |
| S1 |
1.0816 |
1.0816 |
1.0837 |
1.0802 |
| S2 |
1.0787 |
1.0787 |
1.0829 |
|
| S3 |
1.0700 |
1.0729 |
1.0821 |
|
| S4 |
1.0613 |
1.0642 |
1.0797 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1167 |
|
2.618 |
1.1081 |
|
1.618 |
1.1028 |
|
1.000 |
1.0995 |
|
0.618 |
1.0975 |
|
HIGH |
1.0942 |
|
0.618 |
1.0922 |
|
0.500 |
1.0916 |
|
0.382 |
1.0909 |
|
LOW |
1.0889 |
|
0.618 |
1.0856 |
|
1.000 |
1.0836 |
|
1.618 |
1.0803 |
|
2.618 |
1.0750 |
|
4.250 |
1.0664 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0916 |
1.0888 |
| PP |
1.0907 |
1.0885 |
| S1 |
1.0899 |
1.0882 |
|