CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0411 |
0.0045 |
0.4% |
1.0357 |
| High |
1.0366 |
1.0471 |
0.0105 |
1.0% |
1.0471 |
| Low |
1.0319 |
1.0345 |
0.0026 |
0.3% |
1.0319 |
| Close |
1.0376 |
1.0354 |
-0.0022 |
-0.2% |
1.0354 |
| Range |
0.0047 |
0.0126 |
0.0079 |
168.1% |
0.0152 |
| ATR |
0.0056 |
0.0061 |
0.0005 |
9.0% |
0.0000 |
| Volume |
29 |
24 |
-5 |
-17.2% |
64 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0768 |
1.0687 |
1.0423 |
|
| R3 |
1.0642 |
1.0561 |
1.0389 |
|
| R2 |
1.0516 |
1.0516 |
1.0377 |
|
| R1 |
1.0435 |
1.0435 |
1.0366 |
1.0413 |
| PP |
1.0390 |
1.0390 |
1.0390 |
1.0379 |
| S1 |
1.0309 |
1.0309 |
1.0342 |
1.0287 |
| S2 |
1.0264 |
1.0264 |
1.0331 |
|
| S3 |
1.0138 |
1.0183 |
1.0319 |
|
| S4 |
1.0012 |
1.0057 |
1.0285 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0748 |
1.0438 |
|
| R3 |
1.0685 |
1.0596 |
1.0396 |
|
| R2 |
1.0533 |
1.0533 |
1.0382 |
|
| R1 |
1.0444 |
1.0444 |
1.0368 |
1.0413 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0366 |
| S1 |
1.0292 |
1.0292 |
1.0340 |
1.0261 |
| S2 |
1.0229 |
1.0229 |
1.0326 |
|
| S3 |
1.0077 |
1.0140 |
1.0312 |
|
| S4 |
0.9925 |
0.9988 |
1.0270 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0801 |
|
1.618 |
1.0675 |
|
1.000 |
1.0597 |
|
0.618 |
1.0549 |
|
HIGH |
1.0471 |
|
0.618 |
1.0423 |
|
0.500 |
1.0408 |
|
0.382 |
1.0393 |
|
LOW |
1.0345 |
|
0.618 |
1.0267 |
|
1.000 |
1.0219 |
|
1.618 |
1.0141 |
|
2.618 |
1.0015 |
|
4.250 |
0.9810 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0408 |
1.0395 |
| PP |
1.0390 |
1.0381 |
| S1 |
1.0372 |
1.0368 |
|