CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0707 |
1.0731 |
0.0024 |
0.2% |
1.0425 |
| High |
1.0735 |
1.0731 |
-0.0004 |
0.0% |
1.0725 |
| Low |
1.0690 |
1.0562 |
-0.0128 |
-1.2% |
1.0417 |
| Close |
1.0742 |
1.0550 |
-0.0192 |
-1.8% |
1.0728 |
| Range |
0.0045 |
0.0169 |
0.0124 |
275.6% |
0.0308 |
| ATR |
0.0066 |
0.0074 |
0.0008 |
12.3% |
0.0000 |
| Volume |
14 |
24 |
10 |
71.4% |
85 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1121 |
1.1005 |
1.0643 |
|
| R3 |
1.0952 |
1.0836 |
1.0596 |
|
| R2 |
1.0783 |
1.0783 |
1.0581 |
|
| R1 |
1.0667 |
1.0667 |
1.0565 |
1.0641 |
| PP |
1.0614 |
1.0614 |
1.0614 |
1.0601 |
| S1 |
1.0498 |
1.0498 |
1.0535 |
1.0472 |
| S2 |
1.0445 |
1.0445 |
1.0519 |
|
| S3 |
1.0276 |
1.0329 |
1.0504 |
|
| S4 |
1.0107 |
1.0160 |
1.0457 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1547 |
1.1446 |
1.0897 |
|
| R3 |
1.1239 |
1.1138 |
1.0813 |
|
| R2 |
1.0931 |
1.0931 |
1.0784 |
|
| R1 |
1.0830 |
1.0830 |
1.0756 |
1.0881 |
| PP |
1.0623 |
1.0623 |
1.0623 |
1.0649 |
| S1 |
1.0522 |
1.0522 |
1.0700 |
1.0573 |
| S2 |
1.0315 |
1.0315 |
1.0672 |
|
| S3 |
1.0007 |
1.0214 |
1.0643 |
|
| S4 |
0.9699 |
0.9906 |
1.0559 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1449 |
|
2.618 |
1.1173 |
|
1.618 |
1.1004 |
|
1.000 |
1.0900 |
|
0.618 |
1.0835 |
|
HIGH |
1.0731 |
|
0.618 |
1.0666 |
|
0.500 |
1.0647 |
|
0.382 |
1.0627 |
|
LOW |
1.0562 |
|
0.618 |
1.0458 |
|
1.000 |
1.0393 |
|
1.618 |
1.0289 |
|
2.618 |
1.0120 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0647 |
1.0649 |
| PP |
1.0614 |
1.0616 |
| S1 |
1.0582 |
1.0583 |
|