CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 07-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.0579 |
1.0472 |
-0.0107 |
-1.0% |
1.0633 |
High |
1.0590 |
1.0472 |
-0.0118 |
-1.1% |
1.0730 |
Low |
1.0451 |
1.0471 |
0.0020 |
0.2% |
1.0451 |
Close |
1.0480 |
1.0484 |
0.0004 |
0.0% |
1.0480 |
Range |
0.0139 |
0.0001 |
-0.0138 |
-99.3% |
0.0279 |
ATR |
0.0087 |
0.0081 |
-0.0006 |
-6.4% |
0.0000 |
Volume |
12 |
27 |
15 |
125.0% |
193 |
|
Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0479 |
1.0482 |
1.0485 |
|
R3 |
1.0478 |
1.0481 |
1.0484 |
|
R2 |
1.0477 |
1.0477 |
1.0484 |
|
R1 |
1.0480 |
1.0480 |
1.0484 |
1.0479 |
PP |
1.0476 |
1.0476 |
1.0476 |
1.0475 |
S1 |
1.0479 |
1.0479 |
1.0484 |
1.0478 |
S2 |
1.0475 |
1.0475 |
1.0484 |
|
S3 |
1.0474 |
1.0478 |
1.0484 |
|
S4 |
1.0473 |
1.0477 |
1.0483 |
|
|
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 |
1.0476 |
2.618 |
1.0475 |
1.618 |
1.0474 |
1.000 |
1.0473 |
0.618 |
1.0473 |
HIGH |
1.0472 |
0.618 |
1.0472 |
0.500 |
1.0472 |
0.382 |
1.0471 |
LOW |
1.0471 |
0.618 |
1.0470 |
1.000 |
1.0470 |
1.618 |
1.0469 |
2.618 |
1.0468 |
4.250 |
1.0467 |
|
|
Fisher Pivots for day following 07-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0480 |
1.0551 |
PP |
1.0476 |
1.0528 |
S1 |
1.0472 |
1.0506 |
|