CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 10-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.0383 |
1.0436 |
0.0053 |
0.5% |
1.0633 |
High |
1.0469 |
1.0436 |
-0.0033 |
-0.3% |
1.0730 |
Low |
1.0373 |
1.0323 |
-0.0050 |
-0.5% |
1.0451 |
Close |
1.0452 |
1.0324 |
-0.0128 |
-1.2% |
1.0480 |
Range |
0.0096 |
0.0113 |
0.0017 |
17.7% |
0.0279 |
ATR |
0.0085 |
0.0088 |
0.0003 |
3.7% |
0.0000 |
Volume |
27 |
75 |
48 |
177.8% |
193 |
|
Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0700 |
1.0625 |
1.0386 |
|
R3 |
1.0587 |
1.0512 |
1.0355 |
|
R2 |
1.0474 |
1.0474 |
1.0345 |
|
R1 |
1.0399 |
1.0399 |
1.0334 |
1.0380 |
PP |
1.0361 |
1.0361 |
1.0361 |
1.0352 |
S1 |
1.0286 |
1.0286 |
1.0314 |
1.0267 |
S2 |
1.0248 |
1.0248 |
1.0303 |
|
S3 |
1.0135 |
1.0173 |
1.0293 |
|
S4 |
1.0022 |
1.0060 |
1.0262 |
|
|
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 |
1.0916 |
2.618 |
1.0732 |
1.618 |
1.0619 |
1.000 |
1.0549 |
0.618 |
1.0506 |
HIGH |
1.0436 |
0.618 |
1.0393 |
0.500 |
1.0380 |
0.382 |
1.0366 |
LOW |
1.0323 |
0.618 |
1.0253 |
1.000 |
1.0210 |
1.618 |
1.0140 |
2.618 |
1.0027 |
4.250 |
0.9843 |
|
|
Fisher Pivots for day following 10-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0380 |
1.0414 |
PP |
1.0361 |
1.0384 |
S1 |
1.0343 |
1.0354 |
|