CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 14-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.0336 |
1.0276 |
-0.0060 |
-0.6% |
1.0472 |
High |
1.0337 |
1.0320 |
-0.0017 |
-0.2% |
1.0504 |
Low |
1.0268 |
1.0275 |
0.0007 |
0.1% |
1.0268 |
Close |
1.0279 |
1.0316 |
0.0037 |
0.4% |
1.0279 |
Range |
0.0069 |
0.0045 |
-0.0024 |
-34.8% |
0.0236 |
ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.4% |
0.0000 |
Volume |
35 |
56 |
21 |
60.0% |
174 |
|
Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0439 |
1.0422 |
1.0341 |
|
R3 |
1.0394 |
1.0377 |
1.0328 |
|
R2 |
1.0349 |
1.0349 |
1.0324 |
|
R1 |
1.0332 |
1.0332 |
1.0320 |
1.0341 |
PP |
1.0304 |
1.0304 |
1.0304 |
1.0308 |
S1 |
1.0287 |
1.0287 |
1.0312 |
1.0296 |
S2 |
1.0259 |
1.0259 |
1.0308 |
|
S3 |
1.0214 |
1.0242 |
1.0304 |
|
S4 |
1.0169 |
1.0197 |
1.0291 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1058 |
1.0905 |
1.0409 |
|
R3 |
1.0822 |
1.0669 |
1.0344 |
|
R2 |
1.0586 |
1.0586 |
1.0322 |
|
R1 |
1.0433 |
1.0433 |
1.0301 |
1.0392 |
PP |
1.0350 |
1.0350 |
1.0350 |
1.0330 |
S1 |
1.0197 |
1.0197 |
1.0257 |
1.0156 |
S2 |
1.0114 |
1.0114 |
1.0236 |
|
S3 |
0.9878 |
0.9961 |
1.0214 |
|
S4 |
0.9642 |
0.9725 |
1.0149 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0511 |
2.618 |
1.0438 |
1.618 |
1.0393 |
1.000 |
1.0365 |
0.618 |
1.0348 |
HIGH |
1.0320 |
0.618 |
1.0303 |
0.500 |
1.0298 |
0.382 |
1.0292 |
LOW |
1.0275 |
0.618 |
1.0247 |
1.000 |
1.0230 |
1.618 |
1.0202 |
2.618 |
1.0157 |
4.250 |
1.0084 |
|
|
Fisher Pivots for day following 14-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0310 |
1.0352 |
PP |
1.0304 |
1.0340 |
S1 |
1.0298 |
1.0328 |
|