CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 09-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.0477 |
1.0383 |
-0.0094 |
-0.9% |
1.0633 |
High |
1.0504 |
1.0469 |
-0.0035 |
-0.3% |
1.0730 |
Low |
1.0383 |
1.0373 |
-0.0010 |
-0.1% |
1.0451 |
Close |
1.0390 |
1.0452 |
0.0062 |
0.6% |
1.0480 |
Range |
0.0121 |
0.0096 |
-0.0025 |
-20.7% |
0.0279 |
ATR |
0.0084 |
0.0085 |
0.0001 |
1.0% |
0.0000 |
Volume |
10 |
27 |
17 |
170.0% |
193 |
|
Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0719 |
1.0682 |
1.0505 |
|
R3 |
1.0623 |
1.0586 |
1.0478 |
|
R2 |
1.0527 |
1.0527 |
1.0470 |
|
R1 |
1.0490 |
1.0490 |
1.0461 |
1.0509 |
PP |
1.0431 |
1.0431 |
1.0431 |
1.0441 |
S1 |
1.0394 |
1.0394 |
1.0443 |
1.0413 |
S2 |
1.0335 |
1.0335 |
1.0434 |
|
S3 |
1.0239 |
1.0298 |
1.0426 |
|
S4 |
1.0143 |
1.0202 |
1.0399 |
|
|
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 |
1.0877 |
2.618 |
1.0720 |
1.618 |
1.0624 |
1.000 |
1.0565 |
0.618 |
1.0528 |
HIGH |
1.0469 |
0.618 |
1.0432 |
0.500 |
1.0421 |
0.382 |
1.0410 |
LOW |
1.0373 |
0.618 |
1.0314 |
1.000 |
1.0277 |
1.618 |
1.0218 |
2.618 |
1.0122 |
4.250 |
0.9965 |
|
|
Fisher Pivots for day following 09-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0442 |
1.0448 |
PP |
1.0431 |
1.0443 |
S1 |
1.0421 |
1.0439 |
|