CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0429 |
1.0434 |
0.0005 |
0.0% |
1.0214 |
| High |
1.0445 |
1.0434 |
-0.0011 |
-0.1% |
1.0230 |
| Low |
1.0429 |
1.0419 |
-0.0010 |
-0.1% |
1.0153 |
| Close |
1.0456 |
1.0352 |
-0.0104 |
-1.0% |
1.0213 |
| Range |
0.0016 |
0.0015 |
-0.0001 |
-6.3% |
0.0077 |
| ATR |
0.0000 |
0.0057 |
0.0057 |
|
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
9 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0414 |
1.0360 |
|
| R3 |
1.0432 |
1.0399 |
1.0356 |
|
| R2 |
1.0417 |
1.0417 |
1.0355 |
|
| R1 |
1.0384 |
1.0384 |
1.0353 |
1.0393 |
| PP |
1.0402 |
1.0402 |
1.0402 |
1.0406 |
| S1 |
1.0369 |
1.0369 |
1.0351 |
1.0378 |
| S2 |
1.0387 |
1.0387 |
1.0349 |
|
| S3 |
1.0372 |
1.0354 |
1.0348 |
|
| S4 |
1.0357 |
1.0339 |
1.0344 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0398 |
1.0255 |
|
| R3 |
1.0353 |
1.0321 |
1.0234 |
|
| R2 |
1.0276 |
1.0276 |
1.0227 |
|
| R1 |
1.0244 |
1.0244 |
1.0220 |
1.0222 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0187 |
| S1 |
1.0167 |
1.0167 |
1.0206 |
1.0145 |
| S2 |
1.0122 |
1.0122 |
1.0199 |
|
| S3 |
1.0045 |
1.0090 |
1.0192 |
|
| S4 |
0.9968 |
1.0013 |
1.0171 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0473 |
|
1.618 |
1.0458 |
|
1.000 |
1.0449 |
|
0.618 |
1.0443 |
|
HIGH |
1.0434 |
|
0.618 |
1.0428 |
|
0.500 |
1.0427 |
|
0.382 |
1.0425 |
|
LOW |
1.0419 |
|
0.618 |
1.0410 |
|
1.000 |
1.0404 |
|
1.618 |
1.0395 |
|
2.618 |
1.0380 |
|
4.250 |
1.0355 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0427 |
1.0401 |
| PP |
1.0402 |
1.0385 |
| S1 |
1.0377 |
1.0368 |
|