CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0646 |
1.0702 |
0.0056 |
0.5% |
1.0466 |
| High |
1.0712 |
1.0730 |
0.0018 |
0.2% |
1.0645 |
| Low |
1.0615 |
1.0615 |
0.0000 |
0.0% |
1.0466 |
| Close |
1.0695 |
1.0631 |
-0.0064 |
-0.6% |
1.0628 |
| Range |
0.0097 |
0.0115 |
0.0018 |
18.6% |
0.0179 |
| ATR |
0.0079 |
0.0081 |
0.0003 |
3.3% |
0.0000 |
| Volume |
22 |
38 |
16 |
72.7% |
84 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1004 |
1.0932 |
1.0694 |
|
| R3 |
1.0889 |
1.0817 |
1.0663 |
|
| R2 |
1.0774 |
1.0774 |
1.0652 |
|
| R1 |
1.0702 |
1.0702 |
1.0642 |
1.0681 |
| PP |
1.0659 |
1.0659 |
1.0659 |
1.0648 |
| S1 |
1.0587 |
1.0587 |
1.0620 |
1.0566 |
| S2 |
1.0544 |
1.0544 |
1.0610 |
|
| S3 |
1.0429 |
1.0472 |
1.0599 |
|
| S4 |
1.0314 |
1.0357 |
1.0568 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1117 |
1.1051 |
1.0726 |
|
| R3 |
1.0938 |
1.0872 |
1.0677 |
|
| R2 |
1.0759 |
1.0759 |
1.0661 |
|
| R1 |
1.0693 |
1.0693 |
1.0644 |
1.0726 |
| PP |
1.0580 |
1.0580 |
1.0580 |
1.0596 |
| S1 |
1.0514 |
1.0514 |
1.0612 |
1.0547 |
| S2 |
1.0401 |
1.0401 |
1.0595 |
|
| S3 |
1.0222 |
1.0335 |
1.0579 |
|
| S4 |
1.0043 |
1.0156 |
1.0530 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1219 |
|
2.618 |
1.1031 |
|
1.618 |
1.0916 |
|
1.000 |
1.0845 |
|
0.618 |
1.0801 |
|
HIGH |
1.0730 |
|
0.618 |
1.0686 |
|
0.500 |
1.0673 |
|
0.382 |
1.0659 |
|
LOW |
1.0615 |
|
0.618 |
1.0544 |
|
1.000 |
1.0500 |
|
1.618 |
1.0429 |
|
2.618 |
1.0314 |
|
4.250 |
1.0126 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0668 |
| PP |
1.0659 |
1.0655 |
| S1 |
1.0645 |
1.0643 |
|