CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
1.0535 |
1.0603 |
0.0068 |
0.6% |
1.0376 |
| High |
1.0602 |
1.0701 |
0.0099 |
0.9% |
1.0532 |
| Low |
1.0534 |
1.0603 |
0.0069 |
0.7% |
1.0370 |
| Close |
1.0592 |
1.0710 |
0.0118 |
1.1% |
1.0440 |
| Range |
0.0068 |
0.0098 |
0.0030 |
44.1% |
0.0162 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.5% |
0.0000 |
| Volume |
13 |
14 |
1 |
7.7% |
77 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0936 |
1.0764 |
|
| R3 |
1.0867 |
1.0838 |
1.0737 |
|
| R2 |
1.0769 |
1.0769 |
1.0728 |
|
| R1 |
1.0740 |
1.0740 |
1.0719 |
1.0755 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0679 |
| S1 |
1.0642 |
1.0642 |
1.0701 |
1.0657 |
| S2 |
1.0573 |
1.0573 |
1.0692 |
|
| S3 |
1.0475 |
1.0544 |
1.0683 |
|
| S4 |
1.0377 |
1.0446 |
1.0656 |
|
|
| 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 |
1.1118 |
|
2.618 |
1.0958 |
|
1.618 |
1.0860 |
|
1.000 |
1.0799 |
|
0.618 |
1.0762 |
|
HIGH |
1.0701 |
|
0.618 |
1.0664 |
|
0.500 |
1.0652 |
|
0.382 |
1.0640 |
|
LOW |
1.0603 |
|
0.618 |
1.0542 |
|
1.000 |
1.0505 |
|
1.618 |
1.0444 |
|
2.618 |
1.0346 |
|
4.250 |
1.0187 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0691 |
1.0669 |
| PP |
1.0671 |
1.0629 |
| S1 |
1.0652 |
1.0588 |
|