CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0731 |
1.0514 |
-0.0217 |
-2.0% |
1.0425 |
| High |
1.0731 |
1.0514 |
-0.0217 |
-2.0% |
1.0725 |
| Low |
1.0562 |
1.0367 |
-0.0195 |
-1.8% |
1.0417 |
| Close |
1.0550 |
1.0359 |
-0.0191 |
-1.8% |
1.0728 |
| Range |
0.0169 |
0.0147 |
-0.0022 |
-13.0% |
0.0308 |
| ATR |
0.0074 |
0.0082 |
0.0008 |
10.4% |
0.0000 |
| Volume |
24 |
23 |
-1 |
-4.2% |
85 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0754 |
1.0440 |
|
| R3 |
1.0707 |
1.0607 |
1.0399 |
|
| R2 |
1.0560 |
1.0560 |
1.0386 |
|
| R1 |
1.0460 |
1.0460 |
1.0372 |
1.0437 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0402 |
| S1 |
1.0313 |
1.0313 |
1.0346 |
1.0290 |
| S2 |
1.0266 |
1.0266 |
1.0332 |
|
| S3 |
1.0119 |
1.0166 |
1.0319 |
|
| S4 |
0.9972 |
1.0019 |
1.0278 |
|
|
| 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 |
1.1139 |
|
2.618 |
1.0899 |
|
1.618 |
1.0752 |
|
1.000 |
1.0661 |
|
0.618 |
1.0605 |
|
HIGH |
1.0514 |
|
0.618 |
1.0458 |
|
0.500 |
1.0441 |
|
0.382 |
1.0423 |
|
LOW |
1.0367 |
|
0.618 |
1.0276 |
|
1.000 |
1.0220 |
|
1.618 |
1.0129 |
|
2.618 |
0.9982 |
|
4.250 |
0.9742 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0441 |
1.0551 |
| PP |
1.0413 |
1.0487 |
| S1 |
1.0386 |
1.0423 |
|