CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0472 |
1.0477 |
0.0005 |
0.0% |
1.0633 |
| High |
1.0472 |
1.0504 |
0.0032 |
0.3% |
1.0730 |
| Low |
1.0471 |
1.0383 |
-0.0088 |
-0.8% |
1.0451 |
| Close |
1.0484 |
1.0390 |
-0.0094 |
-0.9% |
1.0480 |
| Range |
0.0001 |
0.0121 |
0.0120 |
12,000.0% |
0.0279 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.5% |
0.0000 |
| Volume |
27 |
10 |
-17 |
-63.0% |
193 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0710 |
1.0457 |
|
| R3 |
1.0668 |
1.0589 |
1.0423 |
|
| R2 |
1.0547 |
1.0547 |
1.0412 |
|
| R1 |
1.0468 |
1.0468 |
1.0401 |
1.0447 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0415 |
| S1 |
1.0347 |
1.0347 |
1.0379 |
1.0326 |
| S2 |
1.0305 |
1.0305 |
1.0368 |
|
| S3 |
1.0184 |
1.0226 |
1.0357 |
|
| S4 |
1.0063 |
1.0105 |
1.0323 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1391 |
1.1214 |
1.0633 |
|
| R3 |
1.1112 |
1.0935 |
1.0557 |
|
| R2 |
1.0833 |
1.0833 |
1.0531 |
|
| R1 |
1.0656 |
1.0656 |
1.0506 |
1.0605 |
| PP |
1.0554 |
1.0554 |
1.0554 |
1.0528 |
| S1 |
1.0377 |
1.0377 |
1.0454 |
1.0326 |
| S2 |
1.0275 |
1.0275 |
1.0429 |
|
| S3 |
0.9996 |
1.0098 |
1.0403 |
|
| S4 |
0.9717 |
0.9819 |
1.0327 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1018 |
|
2.618 |
1.0821 |
|
1.618 |
1.0700 |
|
1.000 |
1.0625 |
|
0.618 |
1.0579 |
|
HIGH |
1.0504 |
|
0.618 |
1.0458 |
|
0.500 |
1.0444 |
|
0.382 |
1.0429 |
|
LOW |
1.0383 |
|
0.618 |
1.0308 |
|
1.000 |
1.0262 |
|
1.618 |
1.0187 |
|
2.618 |
1.0066 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0444 |
1.0487 |
| PP |
1.0426 |
1.0454 |
| S1 |
1.0408 |
1.0422 |
|