CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0357 |
1.0429 |
0.0072 |
0.7% |
1.0214 |
| High |
1.0357 |
1.0445 |
0.0088 |
0.8% |
1.0230 |
| Low |
1.0357 |
1.0429 |
0.0072 |
0.7% |
1.0153 |
| Close |
1.0353 |
1.0456 |
0.0103 |
1.0% |
1.0213 |
| Range |
0.0000 |
0.0016 |
0.0016 |
|
0.0077 |
| ATR |
|
|
|
|
|
| Volume |
3 |
1 |
-2 |
-66.7% |
9 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0491 |
1.0490 |
1.0465 |
|
| R3 |
1.0475 |
1.0474 |
1.0460 |
|
| R2 |
1.0459 |
1.0459 |
1.0459 |
|
| R1 |
1.0458 |
1.0458 |
1.0457 |
1.0459 |
| PP |
1.0443 |
1.0443 |
1.0443 |
1.0444 |
| S1 |
1.0442 |
1.0442 |
1.0455 |
1.0443 |
| S2 |
1.0427 |
1.0427 |
1.0453 |
|
| S3 |
1.0411 |
1.0426 |
1.0452 |
|
| S4 |
1.0395 |
1.0410 |
1.0447 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0398 |
1.0255 |
|
| R3 |
1.0353 |
1.0321 |
1.0234 |
|
| R2 |
1.0276 |
1.0276 |
1.0227 |
|
| R1 |
1.0244 |
1.0244 |
1.0220 |
1.0222 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0187 |
| S1 |
1.0167 |
1.0167 |
1.0206 |
1.0145 |
| S2 |
1.0122 |
1.0122 |
1.0199 |
|
| S3 |
1.0045 |
1.0090 |
1.0192 |
|
| S4 |
0.9968 |
1.0013 |
1.0171 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0513 |
|
2.618 |
1.0487 |
|
1.618 |
1.0471 |
|
1.000 |
1.0461 |
|
0.618 |
1.0455 |
|
HIGH |
1.0445 |
|
0.618 |
1.0439 |
|
0.500 |
1.0437 |
|
0.382 |
1.0435 |
|
LOW |
1.0429 |
|
0.618 |
1.0419 |
|
1.000 |
1.0413 |
|
1.618 |
1.0403 |
|
2.618 |
1.0387 |
|
4.250 |
1.0361 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0450 |
1.0417 |
| PP |
1.0443 |
1.0377 |
| S1 |
1.0437 |
1.0338 |
|