CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0376 |
1.0420 |
0.0044 |
0.4% |
1.0357 |
| High |
1.0376 |
1.0440 |
0.0064 |
0.6% |
1.0471 |
| Low |
1.0370 |
1.0420 |
0.0050 |
0.5% |
1.0319 |
| Close |
1.0376 |
1.0455 |
0.0079 |
0.8% |
1.0354 |
| Range |
0.0006 |
0.0020 |
0.0014 |
233.3% |
0.0152 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.7% |
0.0000 |
| Volume |
30 |
4 |
-26 |
-86.7% |
64 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0497 |
1.0466 |
|
| R3 |
1.0478 |
1.0477 |
1.0461 |
|
| R2 |
1.0458 |
1.0458 |
1.0459 |
|
| R1 |
1.0457 |
1.0457 |
1.0457 |
1.0458 |
| PP |
1.0438 |
1.0438 |
1.0438 |
1.0439 |
| S1 |
1.0437 |
1.0437 |
1.0453 |
1.0438 |
| S2 |
1.0418 |
1.0418 |
1.0451 |
|
| S3 |
1.0398 |
1.0417 |
1.0450 |
|
| S4 |
1.0378 |
1.0397 |
1.0444 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0748 |
1.0438 |
|
| R3 |
1.0685 |
1.0596 |
1.0396 |
|
| R2 |
1.0533 |
1.0533 |
1.0382 |
|
| R1 |
1.0444 |
1.0444 |
1.0368 |
1.0413 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0366 |
| S1 |
1.0292 |
1.0292 |
1.0340 |
1.0261 |
| S2 |
1.0229 |
1.0229 |
1.0326 |
|
| S3 |
1.0077 |
1.0140 |
1.0312 |
|
| S4 |
0.9925 |
0.9988 |
1.0270 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0525 |
|
2.618 |
1.0492 |
|
1.618 |
1.0472 |
|
1.000 |
1.0460 |
|
0.618 |
1.0452 |
|
HIGH |
1.0440 |
|
0.618 |
1.0432 |
|
0.500 |
1.0430 |
|
0.382 |
1.0428 |
|
LOW |
1.0420 |
|
0.618 |
1.0408 |
|
1.000 |
1.0400 |
|
1.618 |
1.0388 |
|
2.618 |
1.0368 |
|
4.250 |
1.0335 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0447 |
1.0439 |
| PP |
1.0438 |
1.0424 |
| S1 |
1.0430 |
1.0408 |
|