CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0633 |
1.0646 |
0.0013 |
0.1% |
1.0466 |
| High |
1.0684 |
1.0712 |
0.0028 |
0.3% |
1.0645 |
| Low |
1.0605 |
1.0615 |
0.0010 |
0.1% |
1.0466 |
| Close |
1.0614 |
1.0695 |
0.0081 |
0.8% |
1.0628 |
| Range |
0.0079 |
0.0097 |
0.0018 |
22.8% |
0.0179 |
| ATR |
0.0077 |
0.0079 |
0.0001 |
1.9% |
0.0000 |
| Volume |
20 |
22 |
2 |
10.0% |
84 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0927 |
1.0748 |
|
| R3 |
1.0868 |
1.0830 |
1.0722 |
|
| R2 |
1.0771 |
1.0771 |
1.0713 |
|
| R1 |
1.0733 |
1.0733 |
1.0704 |
1.0752 |
| PP |
1.0674 |
1.0674 |
1.0674 |
1.0684 |
| S1 |
1.0636 |
1.0636 |
1.0686 |
1.0655 |
| S2 |
1.0577 |
1.0577 |
1.0677 |
|
| S3 |
1.0480 |
1.0539 |
1.0668 |
|
| S4 |
1.0383 |
1.0442 |
1.0642 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1117 |
1.1051 |
1.0726 |
|
| R3 |
1.0938 |
1.0872 |
1.0677 |
|
| R2 |
1.0759 |
1.0759 |
1.0661 |
|
| R1 |
1.0693 |
1.0693 |
1.0644 |
1.0726 |
| PP |
1.0580 |
1.0580 |
1.0580 |
1.0596 |
| S1 |
1.0514 |
1.0514 |
1.0612 |
1.0547 |
| S2 |
1.0401 |
1.0401 |
1.0595 |
|
| S3 |
1.0222 |
1.0335 |
1.0579 |
|
| S4 |
1.0043 |
1.0156 |
1.0530 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1124 |
|
2.618 |
1.0966 |
|
1.618 |
1.0869 |
|
1.000 |
1.0809 |
|
0.618 |
1.0772 |
|
HIGH |
1.0712 |
|
0.618 |
1.0675 |
|
0.500 |
1.0664 |
|
0.382 |
1.0652 |
|
LOW |
1.0615 |
|
0.618 |
1.0555 |
|
1.000 |
1.0518 |
|
1.618 |
1.0458 |
|
2.618 |
1.0361 |
|
4.250 |
1.0203 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0685 |
1.0683 |
| PP |
1.0674 |
1.0671 |
| S1 |
1.0664 |
1.0659 |
|