CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.0335 |
1.0401 |
0.0066 |
0.6% |
1.0362 |
High |
1.0415 |
1.0411 |
-0.0004 |
0.0% |
1.0415 |
Low |
1.0267 |
1.0358 |
0.0091 |
0.9% |
1.0250 |
Close |
1.0396 |
1.0380 |
-0.0016 |
-0.2% |
1.0380 |
Range |
0.0148 |
0.0053 |
-0.0095 |
-64.2% |
0.0165 |
ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
28 |
44 |
16 |
57.1% |
121 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0542 |
1.0514 |
1.0409 |
|
R3 |
1.0489 |
1.0461 |
1.0395 |
|
R2 |
1.0436 |
1.0436 |
1.0390 |
|
R1 |
1.0408 |
1.0408 |
1.0385 |
1.0396 |
PP |
1.0383 |
1.0383 |
1.0383 |
1.0377 |
S1 |
1.0355 |
1.0355 |
1.0375 |
1.0343 |
S2 |
1.0330 |
1.0330 |
1.0370 |
|
S3 |
1.0277 |
1.0302 |
1.0365 |
|
S4 |
1.0224 |
1.0249 |
1.0351 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0843 |
1.0777 |
1.0471 |
|
R3 |
1.0678 |
1.0612 |
1.0425 |
|
R2 |
1.0513 |
1.0513 |
1.0410 |
|
R1 |
1.0447 |
1.0447 |
1.0395 |
1.0480 |
PP |
1.0348 |
1.0348 |
1.0348 |
1.0365 |
S1 |
1.0282 |
1.0282 |
1.0365 |
1.0315 |
S2 |
1.0183 |
1.0183 |
1.0350 |
|
S3 |
1.0018 |
1.0117 |
1.0335 |
|
S4 |
0.9853 |
0.9952 |
1.0289 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0636 |
2.618 |
1.0550 |
1.618 |
1.0497 |
1.000 |
1.0464 |
0.618 |
1.0444 |
HIGH |
1.0411 |
0.618 |
1.0391 |
0.500 |
1.0385 |
0.382 |
1.0378 |
LOW |
1.0358 |
0.618 |
1.0325 |
1.000 |
1.0305 |
1.618 |
1.0272 |
2.618 |
1.0219 |
4.250 |
1.0133 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0385 |
1.0367 |
PP |
1.0383 |
1.0354 |
S1 |
1.0382 |
1.0341 |
|