CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0740 |
1.0828 |
0.0088 |
0.8% |
1.0590 |
| High |
1.0836 |
1.0830 |
-0.0006 |
-0.1% |
1.0836 |
| Low |
1.0740 |
1.0746 |
0.0006 |
0.1% |
1.0555 |
| Close |
1.0826 |
1.0781 |
-0.0045 |
-0.4% |
1.0781 |
| Range |
0.0096 |
0.0084 |
-0.0012 |
-12.5% |
0.0281 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
258 |
357 |
99 |
38.4% |
866 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.0993 |
1.0827 |
|
| R3 |
1.0954 |
1.0909 |
1.0804 |
|
| R2 |
1.0870 |
1.0870 |
1.0796 |
|
| R1 |
1.0825 |
1.0825 |
1.0789 |
1.0806 |
| PP |
1.0786 |
1.0786 |
1.0786 |
1.0776 |
| S1 |
1.0741 |
1.0741 |
1.0773 |
1.0722 |
| S2 |
1.0702 |
1.0702 |
1.0766 |
|
| S3 |
1.0618 |
1.0657 |
1.0758 |
|
| S4 |
1.0534 |
1.0573 |
1.0735 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1455 |
1.0936 |
|
| R3 |
1.1286 |
1.1174 |
1.0858 |
|
| R2 |
1.1005 |
1.1005 |
1.0833 |
|
| R1 |
1.0893 |
1.0893 |
1.0807 |
1.0949 |
| PP |
1.0724 |
1.0724 |
1.0724 |
1.0752 |
| S1 |
1.0612 |
1.0612 |
1.0755 |
1.0668 |
| S2 |
1.0443 |
1.0443 |
1.0729 |
|
| S3 |
1.0162 |
1.0331 |
1.0704 |
|
| S4 |
0.9881 |
1.0050 |
1.0626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0836 |
1.0497 |
0.0339 |
3.1% |
0.0097 |
0.9% |
84% |
False |
False |
192 |
| 10 |
1.0836 |
1.0268 |
0.0568 |
5.3% |
0.0098 |
0.9% |
90% |
False |
False |
136 |
| 20 |
1.0836 |
1.0268 |
0.0568 |
5.3% |
0.0092 |
0.9% |
90% |
False |
False |
85 |
| 40 |
1.0836 |
1.0250 |
0.0586 |
5.4% |
0.0083 |
0.8% |
91% |
False |
False |
52 |
| 60 |
1.0836 |
0.9990 |
0.0846 |
7.8% |
0.0063 |
0.6% |
93% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1187 |
|
2.618 |
1.1050 |
|
1.618 |
1.0966 |
|
1.000 |
1.0914 |
|
0.618 |
1.0882 |
|
HIGH |
1.0830 |
|
0.618 |
1.0798 |
|
0.500 |
1.0788 |
|
0.382 |
1.0778 |
|
LOW |
1.0746 |
|
0.618 |
1.0694 |
|
1.000 |
1.0662 |
|
1.618 |
1.0610 |
|
2.618 |
1.0526 |
|
4.250 |
1.0389 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0788 |
1.0771 |
| PP |
1.0786 |
1.0761 |
| S1 |
1.0783 |
1.0751 |
|