CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.0514 |
1.0384 |
-0.0130 |
-1.2% |
1.0425 |
High |
1.0514 |
1.0384 |
-0.0130 |
-1.2% |
1.0725 |
Low |
1.0367 |
1.0384 |
0.0017 |
0.2% |
1.0417 |
Close |
1.0359 |
1.0384 |
0.0025 |
0.2% |
1.0728 |
Range |
0.0147 |
0.0000 |
-0.0147 |
-100.0% |
0.0308 |
ATR |
0.0082 |
0.0078 |
-0.0004 |
-5.0% |
0.0000 |
Volume |
23 |
26 |
3 |
13.0% |
85 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0384 |
1.0384 |
1.0384 |
|
R3 |
1.0384 |
1.0384 |
1.0384 |
|
R2 |
1.0384 |
1.0384 |
1.0384 |
|
R1 |
1.0384 |
1.0384 |
1.0384 |
1.0384 |
PP |
1.0384 |
1.0384 |
1.0384 |
1.0384 |
S1 |
1.0384 |
1.0384 |
1.0384 |
1.0384 |
S2 |
1.0384 |
1.0384 |
1.0384 |
|
S3 |
1.0384 |
1.0384 |
1.0384 |
|
S4 |
1.0384 |
1.0384 |
1.0384 |
|
|
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 |
1.0384 |
2.618 |
1.0384 |
1.618 |
1.0384 |
1.000 |
1.0384 |
0.618 |
1.0384 |
HIGH |
1.0384 |
0.618 |
1.0384 |
0.500 |
1.0384 |
0.382 |
1.0384 |
LOW |
1.0384 |
0.618 |
1.0384 |
1.000 |
1.0384 |
1.618 |
1.0384 |
2.618 |
1.0384 |
4.250 |
1.0384 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0384 |
1.0549 |
PP |
1.0384 |
1.0494 |
S1 |
1.0384 |
1.0439 |
|