CME Swiss Franc Future December 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 |
1.0468 |
1.0566 |
0.0098 |
0.9% |
1.0508 |
High |
1.0468 |
1.0566 |
0.0098 |
0.9% |
1.0508 |
Low |
1.0468 |
1.0566 |
0.0098 |
0.9% |
1.0303 |
Close |
1.0468 |
1.0566 |
0.0098 |
0.9% |
1.0303 |
Range |
|
|
|
|
|
ATR |
0.0052 |
0.0056 |
0.0003 |
6.2% |
0.0000 |
Volume |
5 |
5 |
0 |
0.0% |
25 |
|
Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0566 |
1.0566 |
1.0566 |
|
R3 |
1.0566 |
1.0566 |
1.0566 |
|
R2 |
1.0566 |
1.0566 |
1.0566 |
|
R1 |
1.0566 |
1.0566 |
1.0566 |
1.0566 |
PP |
1.0566 |
1.0566 |
1.0566 |
1.0566 |
S1 |
1.0566 |
1.0566 |
1.0566 |
1.0566 |
S2 |
1.0566 |
1.0566 |
1.0566 |
|
S3 |
1.0566 |
1.0566 |
1.0566 |
|
S4 |
1.0566 |
1.0566 |
1.0566 |
|
|
Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0986 |
1.0850 |
1.0416 |
|
R3 |
1.0781 |
1.0645 |
1.0359 |
|
R2 |
1.0576 |
1.0576 |
1.0341 |
|
R1 |
1.0440 |
1.0440 |
1.0322 |
1.0406 |
PP |
1.0371 |
1.0371 |
1.0371 |
1.0354 |
S1 |
1.0235 |
1.0235 |
1.0284 |
1.0201 |
S2 |
1.0166 |
1.0166 |
1.0265 |
|
S3 |
0.9961 |
1.0030 |
1.0247 |
|
S4 |
0.9756 |
0.9825 |
1.0190 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0566 |
2.618 |
1.0566 |
1.618 |
1.0566 |
1.000 |
1.0566 |
0.618 |
1.0566 |
HIGH |
1.0566 |
0.618 |
1.0566 |
0.500 |
1.0566 |
0.382 |
1.0566 |
LOW |
1.0566 |
0.618 |
1.0566 |
1.000 |
1.0566 |
1.618 |
1.0566 |
2.618 |
1.0566 |
4.250 |
1.0566 |
|
|
Fisher Pivots for day following 17-Feb-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0566 |
1.0535 |
PP |
1.0566 |
1.0503 |
S1 |
1.0566 |
1.0472 |
|