CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0702 |
1.0647 |
-0.0055 |
-0.5% |
1.0466 |
| High |
1.0730 |
1.0650 |
-0.0080 |
-0.7% |
1.0645 |
| Low |
1.0615 |
1.0550 |
-0.0065 |
-0.6% |
1.0466 |
| Close |
1.0631 |
1.0595 |
-0.0036 |
-0.3% |
1.0628 |
| Range |
0.0115 |
0.0100 |
-0.0015 |
-13.0% |
0.0179 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.7% |
0.0000 |
| Volume |
38 |
101 |
63 |
165.8% |
84 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0898 |
1.0847 |
1.0650 |
|
| R3 |
1.0798 |
1.0747 |
1.0623 |
|
| R2 |
1.0698 |
1.0698 |
1.0613 |
|
| R1 |
1.0647 |
1.0647 |
1.0604 |
1.0623 |
| PP |
1.0598 |
1.0598 |
1.0598 |
1.0586 |
| S1 |
1.0547 |
1.0547 |
1.0586 |
1.0523 |
| S2 |
1.0498 |
1.0498 |
1.0577 |
|
| S3 |
1.0398 |
1.0447 |
1.0568 |
|
| S4 |
1.0298 |
1.0347 |
1.0540 |
|
|
| 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 |
1.1075 |
|
2.618 |
1.0912 |
|
1.618 |
1.0812 |
|
1.000 |
1.0750 |
|
0.618 |
1.0712 |
|
HIGH |
1.0650 |
|
0.618 |
1.0612 |
|
0.500 |
1.0600 |
|
0.382 |
1.0588 |
|
LOW |
1.0550 |
|
0.618 |
1.0488 |
|
1.000 |
1.0450 |
|
1.618 |
1.0388 |
|
2.618 |
1.0288 |
|
4.250 |
1.0125 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0640 |
| PP |
1.0598 |
1.0625 |
| S1 |
1.0597 |
1.0610 |
|