CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0411 |
1.0376 |
-0.0035 |
-0.3% |
1.0357 |
| High |
1.0471 |
1.0376 |
-0.0095 |
-0.9% |
1.0471 |
| Low |
1.0345 |
1.0370 |
0.0025 |
0.2% |
1.0319 |
| Close |
1.0354 |
1.0376 |
0.0022 |
0.2% |
1.0354 |
| Range |
0.0126 |
0.0006 |
-0.0120 |
-95.2% |
0.0152 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.6% |
0.0000 |
| Volume |
24 |
30 |
6 |
25.0% |
64 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0392 |
1.0390 |
1.0379 |
|
| R3 |
1.0386 |
1.0384 |
1.0378 |
|
| R2 |
1.0380 |
1.0380 |
1.0377 |
|
| R1 |
1.0378 |
1.0378 |
1.0377 |
1.0379 |
| PP |
1.0374 |
1.0374 |
1.0374 |
1.0375 |
| S1 |
1.0372 |
1.0372 |
1.0375 |
1.0373 |
| S2 |
1.0368 |
1.0368 |
1.0375 |
|
| S3 |
1.0362 |
1.0366 |
1.0374 |
|
| S4 |
1.0356 |
1.0360 |
1.0373 |
|
|
| 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 |
1.0402 |
|
2.618 |
1.0392 |
|
1.618 |
1.0386 |
|
1.000 |
1.0382 |
|
0.618 |
1.0380 |
|
HIGH |
1.0376 |
|
0.618 |
1.0374 |
|
0.500 |
1.0373 |
|
0.382 |
1.0372 |
|
LOW |
1.0370 |
|
0.618 |
1.0366 |
|
1.000 |
1.0364 |
|
1.618 |
1.0360 |
|
2.618 |
1.0354 |
|
4.250 |
1.0345 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0395 |
| PP |
1.0374 |
1.0389 |
| S1 |
1.0373 |
1.0382 |
|