CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0475 |
0.0050 |
0.5% |
1.0376 |
| High |
1.0427 |
1.0602 |
0.0175 |
1.7% |
1.0532 |
| Low |
1.0417 |
1.0475 |
0.0058 |
0.6% |
1.0370 |
| Close |
1.0437 |
1.0532 |
0.0095 |
0.9% |
1.0440 |
| Range |
0.0010 |
0.0127 |
0.0117 |
1,170.0% |
0.0162 |
| ATR |
0.0059 |
0.0067 |
0.0008 |
12.7% |
0.0000 |
| Volume |
4 |
12 |
8 |
200.0% |
77 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0917 |
1.0852 |
1.0602 |
|
| R3 |
1.0790 |
1.0725 |
1.0567 |
|
| R2 |
1.0663 |
1.0663 |
1.0555 |
|
| R1 |
1.0598 |
1.0598 |
1.0544 |
1.0631 |
| PP |
1.0536 |
1.0536 |
1.0536 |
1.0553 |
| S1 |
1.0471 |
1.0471 |
1.0520 |
1.0504 |
| S2 |
1.0409 |
1.0409 |
1.0509 |
|
| S3 |
1.0282 |
1.0344 |
1.0497 |
|
| S4 |
1.0155 |
1.0217 |
1.0462 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0933 |
1.0849 |
1.0529 |
|
| R3 |
1.0771 |
1.0687 |
1.0485 |
|
| R2 |
1.0609 |
1.0609 |
1.0470 |
|
| R1 |
1.0525 |
1.0525 |
1.0455 |
1.0567 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0469 |
| S1 |
1.0363 |
1.0363 |
1.0425 |
1.0405 |
| S2 |
1.0285 |
1.0285 |
1.0410 |
|
| S3 |
1.0123 |
1.0201 |
1.0395 |
|
| S4 |
0.9961 |
1.0039 |
1.0351 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.0934 |
|
1.618 |
1.0807 |
|
1.000 |
1.0729 |
|
0.618 |
1.0680 |
|
HIGH |
1.0602 |
|
0.618 |
1.0553 |
|
0.500 |
1.0539 |
|
0.382 |
1.0524 |
|
LOW |
1.0475 |
|
0.618 |
1.0397 |
|
1.000 |
1.0348 |
|
1.618 |
1.0270 |
|
2.618 |
1.0143 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0539 |
1.0525 |
| PP |
1.0536 |
1.0517 |
| S1 |
1.0534 |
1.0510 |
|