CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.0620 |
1.0633 |
0.0013 |
0.1% |
1.0466 |
High |
1.0620 |
1.0684 |
0.0064 |
0.6% |
1.0645 |
Low |
1.0620 |
1.0605 |
-0.0015 |
-0.1% |
1.0466 |
Close |
1.0628 |
1.0614 |
-0.0014 |
-0.1% |
1.0628 |
Range |
0.0000 |
0.0079 |
0.0079 |
|
0.0179 |
ATR |
0.0077 |
0.0077 |
0.0000 |
0.2% |
0.0000 |
Volume |
15 |
20 |
5 |
33.3% |
84 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0871 |
1.0822 |
1.0657 |
|
R3 |
1.0792 |
1.0743 |
1.0636 |
|
R2 |
1.0713 |
1.0713 |
1.0628 |
|
R1 |
1.0664 |
1.0664 |
1.0621 |
1.0649 |
PP |
1.0634 |
1.0634 |
1.0634 |
1.0627 |
S1 |
1.0585 |
1.0585 |
1.0607 |
1.0570 |
S2 |
1.0555 |
1.0555 |
1.0600 |
|
S3 |
1.0476 |
1.0506 |
1.0592 |
|
S4 |
1.0397 |
1.0427 |
1.0571 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1117 |
1.1051 |
1.0726 |
|
R3 |
1.0938 |
1.0872 |
1.0677 |
|
R2 |
1.0759 |
1.0759 |
1.0661 |
|
R1 |
1.0693 |
1.0693 |
1.0644 |
1.0726 |
PP |
1.0580 |
1.0580 |
1.0580 |
1.0596 |
S1 |
1.0514 |
1.0514 |
1.0612 |
1.0547 |
S2 |
1.0401 |
1.0401 |
1.0595 |
|
S3 |
1.0222 |
1.0335 |
1.0579 |
|
S4 |
1.0043 |
1.0156 |
1.0530 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1020 |
2.618 |
1.0891 |
1.618 |
1.0812 |
1.000 |
1.0763 |
0.618 |
1.0733 |
HIGH |
1.0684 |
0.618 |
1.0654 |
0.500 |
1.0645 |
0.382 |
1.0635 |
LOW |
1.0605 |
0.618 |
1.0556 |
1.000 |
1.0526 |
1.618 |
1.0477 |
2.618 |
1.0398 |
4.250 |
1.0269 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0645 |
1.0627 |
PP |
1.0634 |
1.0623 |
S1 |
1.0624 |
1.0618 |
|