CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 31-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
1.0603 |
1.0714 |
0.0111 |
1.0% |
1.0425 |
High |
1.0701 |
1.0725 |
0.0024 |
0.2% |
1.0725 |
Low |
1.0603 |
1.0687 |
0.0084 |
0.8% |
1.0417 |
Close |
1.0710 |
1.0728 |
0.0018 |
0.2% |
1.0728 |
Range |
0.0098 |
0.0038 |
-0.0060 |
-61.2% |
0.0308 |
ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.3% |
0.0000 |
Volume |
14 |
42 |
28 |
200.0% |
85 |
|
Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0827 |
1.0816 |
1.0749 |
|
R3 |
1.0789 |
1.0778 |
1.0738 |
|
R2 |
1.0751 |
1.0751 |
1.0735 |
|
R1 |
1.0740 |
1.0740 |
1.0731 |
1.0746 |
PP |
1.0713 |
1.0713 |
1.0713 |
1.0716 |
S1 |
1.0702 |
1.0702 |
1.0725 |
1.0708 |
S2 |
1.0675 |
1.0675 |
1.0721 |
|
S3 |
1.0637 |
1.0664 |
1.0718 |
|
S4 |
1.0599 |
1.0626 |
1.0707 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1547 |
1.1446 |
1.0897 |
|
R3 |
1.1239 |
1.1138 |
1.0813 |
|
R2 |
1.0931 |
1.0931 |
1.0784 |
|
R1 |
1.0830 |
1.0830 |
1.0756 |
1.0881 |
PP |
1.0623 |
1.0623 |
1.0623 |
1.0649 |
S1 |
1.0522 |
1.0522 |
1.0700 |
1.0573 |
S2 |
1.0315 |
1.0315 |
1.0672 |
|
S3 |
1.0007 |
1.0214 |
1.0643 |
|
S4 |
0.9699 |
0.9906 |
1.0559 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0887 |
2.618 |
1.0824 |
1.618 |
1.0786 |
1.000 |
1.0763 |
0.618 |
1.0748 |
HIGH |
1.0725 |
0.618 |
1.0710 |
0.500 |
1.0706 |
0.382 |
1.0702 |
LOW |
1.0687 |
0.618 |
1.0664 |
1.000 |
1.0649 |
1.618 |
1.0626 |
2.618 |
1.0588 |
4.250 |
1.0526 |
|
|
Fisher Pivots for day following 31-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
1.0721 |
1.0695 |
PP |
1.0713 |
1.0662 |
S1 |
1.0706 |
1.0630 |
|