CME Swiss Franc Future September 2011
Trading Metrics calculated at close of trading on 18-Feb-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
Open |
1.0550 |
1.0600 |
0.0050 |
0.5% |
1.0328 |
High |
1.0550 |
1.0600 |
0.0050 |
0.5% |
1.0600 |
Low |
1.0550 |
1.0600 |
0.0050 |
0.5% |
1.0328 |
Close |
1.0555 |
1.0600 |
0.0045 |
0.4% |
1.0600 |
Range |
|
|
|
|
|
ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
6 |
|
Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0600 |
1.0600 |
1.0600 |
|
R3 |
1.0600 |
1.0600 |
1.0600 |
|
R2 |
1.0600 |
1.0600 |
1.0600 |
|
R1 |
1.0600 |
1.0600 |
1.0600 |
1.0600 |
PP |
1.0600 |
1.0600 |
1.0600 |
1.0600 |
S1 |
1.0600 |
1.0600 |
1.0600 |
1.0600 |
S2 |
1.0600 |
1.0600 |
1.0600 |
|
S3 |
1.0600 |
1.0600 |
1.0600 |
|
S4 |
1.0600 |
1.0600 |
1.0600 |
|
|
Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1325 |
1.1235 |
1.0750 |
|
R3 |
1.1053 |
1.0963 |
1.0675 |
|
R2 |
1.0781 |
1.0781 |
1.0650 |
|
R1 |
1.0691 |
1.0691 |
1.0625 |
1.0736 |
PP |
1.0509 |
1.0509 |
1.0509 |
1.0532 |
S1 |
1.0419 |
1.0419 |
1.0575 |
1.0464 |
S2 |
1.0237 |
1.0237 |
1.0550 |
|
S3 |
0.9965 |
1.0147 |
1.0525 |
|
S4 |
0.9693 |
0.9875 |
1.0450 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0600 |
2.618 |
1.0600 |
1.618 |
1.0600 |
1.000 |
1.0600 |
0.618 |
1.0600 |
HIGH |
1.0600 |
0.618 |
1.0600 |
0.500 |
1.0600 |
0.382 |
1.0600 |
LOW |
1.0600 |
0.618 |
1.0600 |
1.000 |
1.0600 |
1.618 |
1.0600 |
2.618 |
1.0600 |
4.250 |
1.0600 |
|
|
Fisher Pivots for day following 18-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0600 |
1.0576 |
PP |
1.0600 |
1.0552 |
S1 |
1.0600 |
1.0528 |
|