CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0828 |
1.0787 |
-0.0041 |
-0.4% |
1.0590 |
| High |
1.0830 |
1.0809 |
-0.0021 |
-0.2% |
1.0836 |
| Low |
1.0746 |
1.0760 |
0.0014 |
0.1% |
1.0555 |
| Close |
1.0781 |
1.0777 |
-0.0004 |
0.0% |
1.0781 |
| Range |
0.0084 |
0.0049 |
-0.0035 |
-41.7% |
0.0281 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
357 |
473 |
116 |
32.5% |
866 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0929 |
1.0902 |
1.0804 |
|
| R3 |
1.0880 |
1.0853 |
1.0790 |
|
| R2 |
1.0831 |
1.0831 |
1.0786 |
|
| R1 |
1.0804 |
1.0804 |
1.0781 |
1.0793 |
| PP |
1.0782 |
1.0782 |
1.0782 |
1.0777 |
| S1 |
1.0755 |
1.0755 |
1.0773 |
1.0744 |
| S2 |
1.0733 |
1.0733 |
1.0768 |
|
| S3 |
1.0684 |
1.0706 |
1.0764 |
|
| S4 |
1.0635 |
1.0657 |
1.0750 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1567 |
1.1455 |
1.0936 |
|
| R3 |
1.1286 |
1.1174 |
1.0858 |
|
| R2 |
1.1005 |
1.1005 |
1.0833 |
|
| R1 |
1.0893 |
1.0893 |
1.0807 |
1.0949 |
| PP |
1.0724 |
1.0724 |
1.0724 |
1.0752 |
| S1 |
1.0612 |
1.0612 |
1.0755 |
1.0668 |
| S2 |
1.0443 |
1.0443 |
1.0729 |
|
| S3 |
1.0162 |
1.0331 |
1.0704 |
|
| S4 |
0.9881 |
1.0050 |
1.0626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0836 |
1.0555 |
0.0281 |
2.6% |
0.0088 |
0.8% |
79% |
False |
False |
267 |
| 10 |
1.0836 |
1.0275 |
0.0561 |
5.2% |
0.0096 |
0.9% |
89% |
False |
False |
179 |
| 20 |
1.0836 |
1.0268 |
0.0568 |
5.3% |
0.0095 |
0.9% |
90% |
False |
False |
108 |
| 40 |
1.0836 |
1.0250 |
0.0586 |
5.4% |
0.0082 |
0.8% |
90% |
False |
False |
63 |
| 60 |
1.0836 |
1.0092 |
0.0744 |
6.9% |
0.0064 |
0.6% |
92% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1017 |
|
2.618 |
1.0937 |
|
1.618 |
1.0888 |
|
1.000 |
1.0858 |
|
0.618 |
1.0839 |
|
HIGH |
1.0809 |
|
0.618 |
1.0790 |
|
0.500 |
1.0785 |
|
0.382 |
1.0779 |
|
LOW |
1.0760 |
|
0.618 |
1.0730 |
|
1.000 |
1.0711 |
|
1.618 |
1.0681 |
|
2.618 |
1.0632 |
|
4.250 |
1.0552 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0785 |
1.0788 |
| PP |
1.0782 |
1.0784 |
| S1 |
1.0780 |
1.0781 |
|