CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 23-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2011 |
23-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0674 |
0.0084 |
0.8% |
1.0276 |
| High |
1.0682 |
1.0750 |
0.0068 |
0.6% |
1.0592 |
| Low |
1.0555 |
1.0666 |
0.0111 |
1.1% |
1.0275 |
| Close |
1.0672 |
1.0726 |
0.0054 |
0.5% |
1.0589 |
| Range |
0.0127 |
0.0084 |
-0.0043 |
-33.9% |
0.0317 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
62 |
189 |
127 |
204.8% |
459 |
|
| Daily Pivots for day following 23-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0930 |
1.0772 |
|
| R3 |
1.0882 |
1.0846 |
1.0749 |
|
| R2 |
1.0798 |
1.0798 |
1.0741 |
|
| R1 |
1.0762 |
1.0762 |
1.0734 |
1.0780 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0723 |
| S1 |
1.0678 |
1.0678 |
1.0718 |
1.0696 |
| S2 |
1.0630 |
1.0630 |
1.0711 |
|
| S3 |
1.0546 |
1.0594 |
1.0703 |
|
| S4 |
1.0462 |
1.0510 |
1.0680 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0750 |
1.0283 |
0.0467 |
4.4% |
0.0126 |
1.2% |
95% |
True |
False |
124 |
| 10 |
1.0750 |
1.0268 |
0.0482 |
4.5% |
0.0101 |
0.9% |
95% |
True |
False |
84 |
| 20 |
1.0750 |
1.0268 |
0.0482 |
4.5% |
0.0089 |
0.8% |
95% |
True |
False |
57 |
| 40 |
1.0750 |
1.0250 |
0.0500 |
4.7% |
0.0084 |
0.8% |
95% |
True |
False |
37 |
| 60 |
1.0750 |
0.9990 |
0.0760 |
7.1% |
0.0060 |
0.6% |
97% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1107 |
|
2.618 |
1.0970 |
|
1.618 |
1.0886 |
|
1.000 |
1.0834 |
|
0.618 |
1.0802 |
|
HIGH |
1.0750 |
|
0.618 |
1.0718 |
|
0.500 |
1.0708 |
|
0.382 |
1.0698 |
|
LOW |
1.0666 |
|
0.618 |
1.0614 |
|
1.000 |
1.0582 |
|
1.618 |
1.0530 |
|
2.618 |
1.0446 |
|
4.250 |
1.0309 |
|
|
| Fisher Pivots for day following 23-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0720 |
1.0692 |
| PP |
1.0714 |
1.0658 |
| S1 |
1.0708 |
1.0624 |
|