CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 11-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2011 |
11-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0916 |
1.1011 |
0.0095 |
0.9% |
1.0819 |
| High |
1.1039 |
1.1057 |
0.0018 |
0.2% |
1.1039 |
| Low |
1.0912 |
1.0985 |
0.0073 |
0.7% |
1.0760 |
| Close |
1.0993 |
1.1036 |
0.0043 |
0.4% |
1.0993 |
| Range |
0.0127 |
0.0072 |
-0.0055 |
-43.3% |
0.0279 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
37,403 |
38,664 |
1,261 |
3.4% |
224,276 |
|
| Daily Pivots for day following 11-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1211 |
1.1076 |
|
| R3 |
1.1170 |
1.1139 |
1.1056 |
|
| R2 |
1.1098 |
1.1098 |
1.1049 |
|
| R1 |
1.1067 |
1.1067 |
1.1043 |
1.1083 |
| PP |
1.1026 |
1.1026 |
1.1026 |
1.1034 |
| S1 |
1.0995 |
1.0995 |
1.1029 |
1.1011 |
| S2 |
1.0954 |
1.0954 |
1.1023 |
|
| S3 |
1.0882 |
1.0923 |
1.1016 |
|
| S4 |
1.0810 |
1.0851 |
1.0996 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1768 |
1.1659 |
1.1146 |
|
| R3 |
1.1489 |
1.1380 |
1.1070 |
|
| R2 |
1.1210 |
1.1210 |
1.1044 |
|
| R1 |
1.1101 |
1.1101 |
1.1019 |
1.1156 |
| PP |
1.0931 |
1.0931 |
1.0931 |
1.0958 |
| S1 |
1.0822 |
1.0822 |
1.0967 |
1.0877 |
| S2 |
1.0652 |
1.0652 |
1.0942 |
|
| S3 |
1.0373 |
1.0543 |
1.0916 |
|
| S4 |
1.0094 |
1.0264 |
1.0840 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1057 |
1.0760 |
0.0297 |
2.7% |
0.0107 |
1.0% |
93% |
True |
False |
38,552 |
| 10 |
1.1057 |
1.0710 |
0.0347 |
3.1% |
0.0111 |
1.0% |
94% |
True |
False |
41,283 |
| 20 |
1.1163 |
1.0710 |
0.0453 |
4.1% |
0.0115 |
1.0% |
72% |
False |
False |
44,217 |
| 40 |
1.1163 |
1.0275 |
0.0888 |
8.0% |
0.0106 |
1.0% |
86% |
False |
False |
26,321 |
| 60 |
1.1163 |
1.0268 |
0.0895 |
8.1% |
0.0095 |
0.9% |
86% |
False |
False |
17,556 |
| 80 |
1.1163 |
1.0250 |
0.0913 |
8.3% |
0.0088 |
0.8% |
86% |
False |
False |
13,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1363 |
|
2.618 |
1.1245 |
|
1.618 |
1.1173 |
|
1.000 |
1.1129 |
|
0.618 |
1.1101 |
|
HIGH |
1.1057 |
|
0.618 |
1.1029 |
|
0.500 |
1.1021 |
|
0.382 |
1.1013 |
|
LOW |
1.0985 |
|
0.618 |
1.0941 |
|
1.000 |
1.0913 |
|
1.618 |
1.0869 |
|
2.618 |
1.0797 |
|
4.250 |
1.0679 |
|
|
| Fisher Pivots for day following 11-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1012 |
| PP |
1.1026 |
1.0988 |
| S1 |
1.1021 |
1.0965 |
|