CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.0384 |
1.0362 |
-0.0022 |
-0.2% |
1.0707 |
High |
1.0384 |
1.0433 |
0.0049 |
0.5% |
1.0735 |
Low |
1.0384 |
1.0357 |
-0.0027 |
-0.3% |
1.0357 |
Close |
1.0384 |
1.0374 |
-0.0010 |
-0.1% |
1.0374 |
Range |
0.0000 |
0.0076 |
0.0076 |
|
0.0378 |
ATR |
0.0078 |
0.0078 |
0.0000 |
-0.2% |
0.0000 |
Volume |
26 |
10 |
-16 |
-61.5% |
97 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0616 |
1.0571 |
1.0416 |
|
R3 |
1.0540 |
1.0495 |
1.0395 |
|
R2 |
1.0464 |
1.0464 |
1.0388 |
|
R1 |
1.0419 |
1.0419 |
1.0381 |
1.0442 |
PP |
1.0388 |
1.0388 |
1.0388 |
1.0399 |
S1 |
1.0343 |
1.0343 |
1.0367 |
1.0366 |
S2 |
1.0312 |
1.0312 |
1.0360 |
|
S3 |
1.0236 |
1.0267 |
1.0353 |
|
S4 |
1.0160 |
1.0191 |
1.0332 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1623 |
1.1376 |
1.0582 |
|
R3 |
1.1245 |
1.0998 |
1.0478 |
|
R2 |
1.0867 |
1.0867 |
1.0443 |
|
R1 |
1.0620 |
1.0620 |
1.0409 |
1.0555 |
PP |
1.0489 |
1.0489 |
1.0489 |
1.0456 |
S1 |
1.0242 |
1.0242 |
1.0339 |
1.0177 |
S2 |
1.0111 |
1.0111 |
1.0305 |
|
S3 |
0.9733 |
0.9864 |
1.0270 |
|
S4 |
0.9355 |
0.9486 |
1.0166 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0756 |
2.618 |
1.0632 |
1.618 |
1.0556 |
1.000 |
1.0509 |
0.618 |
1.0480 |
HIGH |
1.0433 |
0.618 |
1.0404 |
0.500 |
1.0395 |
0.382 |
1.0386 |
LOW |
1.0357 |
0.618 |
1.0310 |
1.000 |
1.0281 |
1.618 |
1.0234 |
2.618 |
1.0158 |
4.250 |
1.0034 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0395 |
1.0436 |
PP |
1.0388 |
1.0415 |
S1 |
1.0381 |
1.0395 |
|