CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0714 |
1.0707 |
-0.0007 |
-0.1% |
1.0425 |
| High |
1.0725 |
1.0735 |
0.0010 |
0.1% |
1.0725 |
| Low |
1.0687 |
1.0690 |
0.0003 |
0.0% |
1.0417 |
| Close |
1.0728 |
1.0742 |
0.0014 |
0.1% |
1.0728 |
| Range |
0.0038 |
0.0045 |
0.0007 |
18.4% |
0.0308 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
42 |
14 |
-28 |
-66.7% |
85 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0845 |
1.0767 |
|
| R3 |
1.0812 |
1.0800 |
1.0754 |
|
| R2 |
1.0767 |
1.0767 |
1.0750 |
|
| R1 |
1.0755 |
1.0755 |
1.0746 |
1.0761 |
| PP |
1.0722 |
1.0722 |
1.0722 |
1.0726 |
| S1 |
1.0710 |
1.0710 |
1.0738 |
1.0716 |
| S2 |
1.0677 |
1.0677 |
1.0734 |
|
| S3 |
1.0632 |
1.0665 |
1.0730 |
|
| S4 |
1.0587 |
1.0620 |
1.0717 |
|
|
| 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 |
1.0926 |
|
2.618 |
1.0853 |
|
1.618 |
1.0808 |
|
1.000 |
1.0780 |
|
0.618 |
1.0763 |
|
HIGH |
1.0735 |
|
0.618 |
1.0718 |
|
0.500 |
1.0713 |
|
0.382 |
1.0707 |
|
LOW |
1.0690 |
|
0.618 |
1.0662 |
|
1.000 |
1.0645 |
|
1.618 |
1.0617 |
|
2.618 |
1.0572 |
|
4.250 |
1.0499 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0732 |
1.0718 |
| PP |
1.0722 |
1.0693 |
| S1 |
1.0713 |
1.0669 |
|