CME Swiss Franc Future September 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0560 |
-0.0040 |
-0.4% |
1.0328 |
| High |
1.0600 |
1.0700 |
0.0100 |
0.9% |
1.0600 |
| Low |
1.0600 |
1.0560 |
-0.0040 |
-0.4% |
1.0328 |
| Close |
1.0600 |
1.0683 |
0.0083 |
0.8% |
1.0600 |
| Range |
0.0000 |
0.0140 |
0.0140 |
|
0.0272 |
| ATR |
0.0061 |
0.0067 |
0.0006 |
9.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1015 |
1.0760 |
|
| R3 |
1.0928 |
1.0875 |
1.0722 |
|
| R2 |
1.0788 |
1.0788 |
1.0709 |
|
| R1 |
1.0735 |
1.0735 |
1.0696 |
1.0762 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0661 |
| S1 |
1.0595 |
1.0595 |
1.0670 |
1.0622 |
| S2 |
1.0508 |
1.0508 |
1.0657 |
|
| S3 |
1.0368 |
1.0455 |
1.0645 |
|
| S4 |
1.0228 |
1.0315 |
1.0606 |
|
|
| 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 |
1.1295 |
|
2.618 |
1.1067 |
|
1.618 |
1.0927 |
|
1.000 |
1.0840 |
|
0.618 |
1.0787 |
|
HIGH |
1.0700 |
|
0.618 |
1.0647 |
|
0.500 |
1.0630 |
|
0.382 |
1.0613 |
|
LOW |
1.0560 |
|
0.618 |
1.0473 |
|
1.000 |
1.0420 |
|
1.618 |
1.0333 |
|
2.618 |
1.0193 |
|
4.250 |
0.9965 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0665 |
1.0664 |
| PP |
1.0648 |
1.0644 |
| S1 |
1.0630 |
1.0625 |
|