CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.0434 |
1.0425 |
-0.0009 |
-0.1% |
1.0376 |
High |
1.0434 |
1.0427 |
-0.0007 |
-0.1% |
1.0532 |
Low |
1.0434 |
1.0417 |
-0.0017 |
-0.2% |
1.0370 |
Close |
1.0440 |
1.0437 |
-0.0003 |
0.0% |
1.0440 |
Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0162 |
ATR |
0.0062 |
0.0059 |
-0.0003 |
-4.5% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
77 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0457 |
1.0457 |
1.0443 |
|
R3 |
1.0447 |
1.0447 |
1.0440 |
|
R2 |
1.0437 |
1.0437 |
1.0439 |
|
R1 |
1.0437 |
1.0437 |
1.0438 |
1.0437 |
PP |
1.0427 |
1.0427 |
1.0427 |
1.0427 |
S1 |
1.0427 |
1.0427 |
1.0436 |
1.0427 |
S2 |
1.0417 |
1.0417 |
1.0435 |
|
S3 |
1.0407 |
1.0417 |
1.0434 |
|
S4 |
1.0397 |
1.0407 |
1.0432 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0933 |
1.0849 |
1.0529 |
|
R3 |
1.0771 |
1.0687 |
1.0485 |
|
R2 |
1.0609 |
1.0609 |
1.0470 |
|
R1 |
1.0525 |
1.0525 |
1.0455 |
1.0567 |
PP |
1.0447 |
1.0447 |
1.0447 |
1.0469 |
S1 |
1.0363 |
1.0363 |
1.0425 |
1.0405 |
S2 |
1.0285 |
1.0285 |
1.0410 |
|
S3 |
1.0123 |
1.0201 |
1.0395 |
|
S4 |
0.9961 |
1.0039 |
1.0351 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0470 |
2.618 |
1.0453 |
1.618 |
1.0443 |
1.000 |
1.0437 |
0.618 |
1.0433 |
HIGH |
1.0427 |
0.618 |
1.0423 |
0.500 |
1.0422 |
0.382 |
1.0421 |
LOW |
1.0417 |
0.618 |
1.0411 |
1.000 |
1.0407 |
1.618 |
1.0401 |
2.618 |
1.0391 |
4.250 |
1.0375 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0432 |
1.0475 |
PP |
1.0427 |
1.0462 |
S1 |
1.0422 |
1.0450 |
|