CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0454 |
0.0088 |
0.8% |
1.0472 |
| High |
1.0470 |
1.0564 |
0.0094 |
0.9% |
1.0504 |
| Low |
1.0283 |
1.0428 |
0.0145 |
1.4% |
1.0268 |
| Close |
1.0444 |
1.0544 |
0.0100 |
1.0% |
1.0279 |
| Range |
0.0187 |
0.0136 |
-0.0051 |
-27.3% |
0.0236 |
| ATR |
0.0090 |
0.0093 |
0.0003 |
3.7% |
0.0000 |
| Volume |
39 |
239 |
200 |
512.8% |
174 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0920 |
1.0868 |
1.0619 |
|
| R3 |
1.0784 |
1.0732 |
1.0581 |
|
| R2 |
1.0648 |
1.0648 |
1.0569 |
|
| R1 |
1.0596 |
1.0596 |
1.0556 |
1.0622 |
| PP |
1.0512 |
1.0512 |
1.0512 |
1.0525 |
| S1 |
1.0460 |
1.0460 |
1.0532 |
1.0486 |
| S2 |
1.0376 |
1.0376 |
1.0519 |
|
| S3 |
1.0240 |
1.0324 |
1.0507 |
|
| S4 |
1.0104 |
1.0188 |
1.0469 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.0905 |
1.0409 |
|
| R3 |
1.0822 |
1.0669 |
1.0344 |
|
| R2 |
1.0586 |
1.0586 |
1.0322 |
|
| R1 |
1.0433 |
1.0433 |
1.0301 |
1.0392 |
| PP |
1.0350 |
1.0350 |
1.0350 |
1.0330 |
| S1 |
1.0197 |
1.0197 |
1.0257 |
1.0156 |
| S2 |
1.0114 |
1.0114 |
1.0236 |
|
| S3 |
0.9878 |
0.9961 |
1.0214 |
|
| S4 |
0.9642 |
0.9725 |
1.0149 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.0920 |
|
1.618 |
1.0784 |
|
1.000 |
1.0700 |
|
0.618 |
1.0648 |
|
HIGH |
1.0564 |
|
0.618 |
1.0512 |
|
0.500 |
1.0496 |
|
0.382 |
1.0480 |
|
LOW |
1.0428 |
|
0.618 |
1.0344 |
|
1.000 |
1.0292 |
|
1.618 |
1.0208 |
|
2.618 |
1.0072 |
|
4.250 |
0.9850 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0528 |
1.0504 |
| PP |
1.0512 |
1.0464 |
| S1 |
1.0496 |
1.0424 |
|