CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0609 |
0.0066 |
0.6% |
1.0365 |
| High |
1.0641 |
1.0632 |
-0.0009 |
-0.1% |
1.0498 |
| Low |
1.0543 |
1.0590 |
0.0047 |
0.4% |
1.0357 |
| Close |
1.0626 |
1.0607 |
-0.0019 |
-0.2% |
1.0439 |
| Range |
0.0098 |
0.0042 |
-0.0056 |
-57.1% |
0.0141 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
2 |
33 |
31 |
1,550.0% |
39 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0736 |
1.0713 |
1.0630 |
|
| R3 |
1.0694 |
1.0671 |
1.0619 |
|
| R2 |
1.0652 |
1.0652 |
1.0615 |
|
| R1 |
1.0629 |
1.0629 |
1.0611 |
1.0620 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0605 |
| S1 |
1.0587 |
1.0587 |
1.0603 |
1.0578 |
| S2 |
1.0568 |
1.0568 |
1.0599 |
|
| S3 |
1.0526 |
1.0545 |
1.0595 |
|
| S4 |
1.0484 |
1.0503 |
1.0584 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0788 |
1.0517 |
|
| R3 |
1.0713 |
1.0647 |
1.0478 |
|
| R2 |
1.0572 |
1.0572 |
1.0465 |
|
| R1 |
1.0506 |
1.0506 |
1.0452 |
1.0539 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0448 |
| S1 |
1.0365 |
1.0365 |
1.0426 |
1.0398 |
| S2 |
1.0290 |
1.0290 |
1.0413 |
|
| S3 |
1.0149 |
1.0224 |
1.0400 |
|
| S4 |
1.0008 |
1.0083 |
1.0361 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0811 |
|
2.618 |
1.0742 |
|
1.618 |
1.0700 |
|
1.000 |
1.0674 |
|
0.618 |
1.0658 |
|
HIGH |
1.0632 |
|
0.618 |
1.0616 |
|
0.500 |
1.0611 |
|
0.382 |
1.0606 |
|
LOW |
1.0590 |
|
0.618 |
1.0564 |
|
1.000 |
1.0548 |
|
1.618 |
1.0522 |
|
2.618 |
1.0480 |
|
4.250 |
1.0412 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0611 |
1.0589 |
| PP |
1.0610 |
1.0571 |
| S1 |
1.0608 |
1.0554 |
|