CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0434 |
1.0366 |
-0.0068 |
-0.7% |
1.0214 |
| High |
1.0434 |
1.0366 |
-0.0068 |
-0.7% |
1.0230 |
| Low |
1.0419 |
1.0319 |
-0.0100 |
-1.0% |
1.0153 |
| Close |
1.0352 |
1.0376 |
0.0024 |
0.2% |
1.0213 |
| Range |
0.0015 |
0.0047 |
0.0032 |
213.3% |
0.0077 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
7 |
29 |
22 |
314.3% |
9 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0495 |
1.0482 |
1.0402 |
|
| R3 |
1.0448 |
1.0435 |
1.0389 |
|
| R2 |
1.0401 |
1.0401 |
1.0385 |
|
| R1 |
1.0388 |
1.0388 |
1.0380 |
1.0395 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0357 |
| S1 |
1.0341 |
1.0341 |
1.0372 |
1.0348 |
| S2 |
1.0307 |
1.0307 |
1.0367 |
|
| S3 |
1.0260 |
1.0294 |
1.0363 |
|
| S4 |
1.0213 |
1.0247 |
1.0350 |
|
|
| 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 |
1.0566 |
|
2.618 |
1.0489 |
|
1.618 |
1.0442 |
|
1.000 |
1.0413 |
|
0.618 |
1.0395 |
|
HIGH |
1.0366 |
|
0.618 |
1.0348 |
|
0.500 |
1.0343 |
|
0.382 |
1.0337 |
|
LOW |
1.0319 |
|
0.618 |
1.0290 |
|
1.000 |
1.0272 |
|
1.618 |
1.0243 |
|
2.618 |
1.0196 |
|
4.250 |
1.0119 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0365 |
1.0382 |
| PP |
1.0354 |
1.0380 |
| S1 |
1.0343 |
1.0378 |
|