CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0276 |
1.0309 |
0.0033 |
0.3% |
1.0472 |
| High |
1.0320 |
1.0368 |
0.0048 |
0.5% |
1.0504 |
| Low |
1.0275 |
1.0308 |
0.0033 |
0.3% |
1.0268 |
| Close |
1.0316 |
1.0354 |
0.0038 |
0.4% |
1.0279 |
| Range |
0.0045 |
0.0060 |
0.0015 |
33.3% |
0.0236 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
56 |
30 |
-26 |
-46.4% |
174 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0523 |
1.0499 |
1.0387 |
|
| R3 |
1.0463 |
1.0439 |
1.0371 |
|
| R2 |
1.0403 |
1.0403 |
1.0365 |
|
| R1 |
1.0379 |
1.0379 |
1.0360 |
1.0391 |
| PP |
1.0343 |
1.0343 |
1.0343 |
1.0350 |
| S1 |
1.0319 |
1.0319 |
1.0349 |
1.0331 |
| S2 |
1.0283 |
1.0283 |
1.0343 |
|
| S3 |
1.0223 |
1.0259 |
1.0338 |
|
| S4 |
1.0163 |
1.0199 |
1.0321 |
|
|
| 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 |
1.0623 |
|
2.618 |
1.0525 |
|
1.618 |
1.0465 |
|
1.000 |
1.0428 |
|
0.618 |
1.0405 |
|
HIGH |
1.0368 |
|
0.618 |
1.0345 |
|
0.500 |
1.0338 |
|
0.382 |
1.0331 |
|
LOW |
1.0308 |
|
0.618 |
1.0271 |
|
1.000 |
1.0248 |
|
1.618 |
1.0211 |
|
2.618 |
1.0151 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0342 |
| PP |
1.0343 |
1.0330 |
| S1 |
1.0338 |
1.0318 |
|