CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0674 |
1.0740 |
0.0066 |
0.6% |
1.0276 |
| High |
1.0750 |
1.0836 |
0.0086 |
0.8% |
1.0592 |
| Low |
1.0666 |
1.0740 |
0.0074 |
0.7% |
1.0275 |
| Close |
1.0726 |
1.0826 |
0.0100 |
0.9% |
1.0589 |
| Range |
0.0084 |
0.0096 |
0.0012 |
14.3% |
0.0317 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.2% |
0.0000 |
| Volume |
189 |
258 |
69 |
36.5% |
459 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1053 |
1.0879 |
|
| R3 |
1.0993 |
1.0957 |
1.0852 |
|
| R2 |
1.0897 |
1.0897 |
1.0844 |
|
| R1 |
1.0861 |
1.0861 |
1.0835 |
1.0879 |
| PP |
1.0801 |
1.0801 |
1.0801 |
1.0810 |
| S1 |
1.0765 |
1.0765 |
1.0817 |
1.0783 |
| S2 |
1.0705 |
1.0705 |
1.0808 |
|
| S3 |
1.0609 |
1.0669 |
1.0800 |
|
| S4 |
1.0513 |
1.0573 |
1.0773 |
|
|
| 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 |
1.0836 |
1.0428 |
0.0408 |
3.8% |
0.0108 |
1.0% |
98% |
True |
False |
168 |
| 10 |
1.0836 |
1.0268 |
0.0568 |
5.2% |
0.0101 |
0.9% |
98% |
True |
False |
107 |
| 20 |
1.0836 |
1.0268 |
0.0568 |
5.2% |
0.0092 |
0.8% |
98% |
True |
False |
69 |
| 40 |
1.0836 |
1.0250 |
0.0586 |
5.4% |
0.0083 |
0.8% |
98% |
True |
False |
43 |
| 60 |
1.0836 |
0.9990 |
0.0846 |
7.8% |
0.0062 |
0.6% |
99% |
True |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.1087 |
|
1.618 |
1.0991 |
|
1.000 |
1.0932 |
|
0.618 |
1.0895 |
|
HIGH |
1.0836 |
|
0.618 |
1.0799 |
|
0.500 |
1.0788 |
|
0.382 |
1.0777 |
|
LOW |
1.0740 |
|
0.618 |
1.0681 |
|
1.000 |
1.0644 |
|
1.618 |
1.0585 |
|
2.618 |
1.0489 |
|
4.250 |
1.0332 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0813 |
1.0783 |
| PP |
1.0801 |
1.0739 |
| S1 |
1.0788 |
1.0696 |
|