CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0535 |
0.0060 |
0.6% |
1.0376 |
| High |
1.0602 |
1.0602 |
0.0000 |
0.0% |
1.0532 |
| Low |
1.0475 |
1.0534 |
0.0059 |
0.6% |
1.0370 |
| Close |
1.0532 |
1.0592 |
0.0060 |
0.6% |
1.0440 |
| Range |
0.0127 |
0.0068 |
-0.0059 |
-46.5% |
0.0162 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
0.3% |
0.0000 |
| Volume |
12 |
13 |
1 |
8.3% |
77 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0754 |
1.0629 |
|
| R3 |
1.0712 |
1.0686 |
1.0611 |
|
| R2 |
1.0644 |
1.0644 |
1.0604 |
|
| R1 |
1.0618 |
1.0618 |
1.0598 |
1.0631 |
| PP |
1.0576 |
1.0576 |
1.0576 |
1.0583 |
| S1 |
1.0550 |
1.0550 |
1.0586 |
1.0563 |
| S2 |
1.0508 |
1.0508 |
1.0580 |
|
| S3 |
1.0440 |
1.0482 |
1.0573 |
|
| S4 |
1.0372 |
1.0414 |
1.0555 |
|
|
| 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 |
1.0891 |
|
2.618 |
1.0780 |
|
1.618 |
1.0712 |
|
1.000 |
1.0670 |
|
0.618 |
1.0644 |
|
HIGH |
1.0602 |
|
0.618 |
1.0576 |
|
0.500 |
1.0568 |
|
0.382 |
1.0560 |
|
LOW |
1.0534 |
|
0.618 |
1.0492 |
|
1.000 |
1.0466 |
|
1.618 |
1.0424 |
|
2.618 |
1.0356 |
|
4.250 |
1.0245 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0565 |
| PP |
1.0576 |
1.0537 |
| S1 |
1.0568 |
1.0510 |
|