CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.0532 |
1.0434 |
-0.0098 |
-0.9% |
1.0357 |
High |
1.0532 |
1.0434 |
-0.0098 |
-0.9% |
1.0471 |
Low |
1.0532 |
1.0434 |
-0.0098 |
-0.9% |
1.0319 |
Close |
1.0526 |
1.0440 |
-0.0086 |
-0.8% |
1.0354 |
Range |
|
|
|
|
|
ATR |
0.0060 |
0.0062 |
0.0002 |
3.8% |
0.0000 |
Volume |
41 |
2 |
-39 |
-95.1% |
64 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0436 |
1.0438 |
1.0440 |
|
R3 |
1.0436 |
1.0438 |
1.0440 |
|
R2 |
1.0436 |
1.0436 |
1.0440 |
|
R1 |
1.0438 |
1.0438 |
1.0440 |
1.0437 |
PP |
1.0436 |
1.0436 |
1.0436 |
1.0436 |
S1 |
1.0438 |
1.0438 |
1.0440 |
1.0437 |
S2 |
1.0436 |
1.0436 |
1.0440 |
|
S3 |
1.0436 |
1.0438 |
1.0440 |
|
S4 |
1.0436 |
1.0438 |
1.0440 |
|
|
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 |
1.0434 |
2.618 |
1.0434 |
1.618 |
1.0434 |
1.000 |
1.0434 |
0.618 |
1.0434 |
HIGH |
1.0434 |
0.618 |
1.0434 |
0.500 |
1.0434 |
0.382 |
1.0434 |
LOW |
1.0434 |
0.618 |
1.0434 |
1.000 |
1.0434 |
1.618 |
1.0434 |
2.618 |
1.0434 |
4.250 |
1.0434 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0438 |
1.0476 |
PP |
1.0436 |
1.0464 |
S1 |
1.0434 |
1.0452 |
|