CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 04-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.0647 |
1.0579 |
-0.0068 |
-0.6% |
1.0633 |
High |
1.0650 |
1.0590 |
-0.0060 |
-0.6% |
1.0730 |
Low |
1.0550 |
1.0451 |
-0.0099 |
-0.9% |
1.0451 |
Close |
1.0595 |
1.0480 |
-0.0115 |
-1.1% |
1.0480 |
Range |
0.0100 |
0.0139 |
0.0039 |
39.0% |
0.0279 |
ATR |
0.0082 |
0.0087 |
0.0004 |
5.3% |
0.0000 |
Volume |
101 |
12 |
-89 |
-88.1% |
193 |
|
Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0924 |
1.0841 |
1.0556 |
|
R3 |
1.0785 |
1.0702 |
1.0518 |
|
R2 |
1.0646 |
1.0646 |
1.0505 |
|
R1 |
1.0563 |
1.0563 |
1.0493 |
1.0535 |
PP |
1.0507 |
1.0507 |
1.0507 |
1.0493 |
S1 |
1.0424 |
1.0424 |
1.0467 |
1.0396 |
S2 |
1.0368 |
1.0368 |
1.0455 |
|
S3 |
1.0229 |
1.0285 |
1.0442 |
|
S4 |
1.0090 |
1.0146 |
1.0404 |
|
|
Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1391 |
1.1214 |
1.0633 |
|
R3 |
1.1112 |
1.0935 |
1.0557 |
|
R2 |
1.0833 |
1.0833 |
1.0531 |
|
R1 |
1.0656 |
1.0656 |
1.0506 |
1.0605 |
PP |
1.0554 |
1.0554 |
1.0554 |
1.0528 |
S1 |
1.0377 |
1.0377 |
1.0454 |
1.0326 |
S2 |
1.0275 |
1.0275 |
1.0429 |
|
S3 |
0.9996 |
1.0098 |
1.0403 |
|
S4 |
0.9717 |
0.9819 |
1.0327 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1181 |
2.618 |
1.0954 |
1.618 |
1.0815 |
1.000 |
1.0729 |
0.618 |
1.0676 |
HIGH |
1.0590 |
0.618 |
1.0537 |
0.500 |
1.0521 |
0.382 |
1.0504 |
LOW |
1.0451 |
0.618 |
1.0365 |
1.000 |
1.0312 |
1.618 |
1.0226 |
2.618 |
1.0087 |
4.250 |
0.9860 |
|
|
Fisher Pivots for day following 04-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0521 |
1.0591 |
PP |
1.0507 |
1.0554 |
S1 |
1.0494 |
1.0517 |
|