CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0538 |
1.0590 |
0.0052 |
0.5% |
1.0276 |
| High |
1.0592 |
1.0682 |
0.0090 |
0.8% |
1.0592 |
| Low |
1.0497 |
1.0555 |
0.0058 |
0.6% |
1.0275 |
| Close |
1.0589 |
1.0672 |
0.0083 |
0.8% |
1.0589 |
| Range |
0.0095 |
0.0127 |
0.0032 |
33.7% |
0.0317 |
| ATR |
0.0093 |
0.0095 |
0.0002 |
2.6% |
0.0000 |
| Volume |
95 |
62 |
-33 |
-34.7% |
459 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0972 |
1.0742 |
|
| R3 |
1.0890 |
1.0845 |
1.0707 |
|
| R2 |
1.0763 |
1.0763 |
1.0695 |
|
| R1 |
1.0718 |
1.0718 |
1.0684 |
1.0741 |
| PP |
1.0636 |
1.0636 |
1.0636 |
1.0648 |
| S1 |
1.0591 |
1.0591 |
1.0660 |
1.0614 |
| S2 |
1.0509 |
1.0509 |
1.0649 |
|
| S3 |
1.0382 |
1.0464 |
1.0637 |
|
| S4 |
1.0255 |
1.0337 |
1.0602 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1436 |
1.1330 |
1.0763 |
|
| R3 |
1.1119 |
1.1013 |
1.0676 |
|
| R2 |
1.0802 |
1.0802 |
1.0647 |
|
| R1 |
1.0696 |
1.0696 |
1.0618 |
1.0749 |
| PP |
1.0485 |
1.0485 |
1.0485 |
1.0512 |
| S1 |
1.0379 |
1.0379 |
1.0560 |
1.0432 |
| S2 |
1.0168 |
1.0168 |
1.0531 |
|
| S3 |
0.9851 |
1.0062 |
1.0502 |
|
| S4 |
0.9534 |
0.9745 |
1.0415 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1222 |
|
2.618 |
1.1014 |
|
1.618 |
1.0887 |
|
1.000 |
1.0809 |
|
0.618 |
1.0760 |
|
HIGH |
1.0682 |
|
0.618 |
1.0633 |
|
0.500 |
1.0619 |
|
0.382 |
1.0604 |
|
LOW |
1.0555 |
|
0.618 |
1.0477 |
|
1.000 |
1.0428 |
|
1.618 |
1.0350 |
|
2.618 |
1.0223 |
|
4.250 |
1.0015 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0654 |
1.0633 |
| PP |
1.0636 |
1.0594 |
| S1 |
1.0619 |
1.0555 |
|