CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.0362 |
1.0362 |
0.0000 |
0.0% |
1.0707 |
High |
1.0433 |
1.0400 |
-0.0033 |
-0.3% |
1.0735 |
Low |
1.0357 |
1.0300 |
-0.0057 |
-0.6% |
1.0357 |
Close |
1.0374 |
1.0349 |
-0.0025 |
-0.2% |
1.0374 |
Range |
0.0076 |
0.0100 |
0.0024 |
31.6% |
0.0378 |
ATR |
0.0078 |
0.0079 |
0.0002 |
2.0% |
0.0000 |
Volume |
10 |
33 |
23 |
230.0% |
97 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0650 |
1.0599 |
1.0404 |
|
R3 |
1.0550 |
1.0499 |
1.0377 |
|
R2 |
1.0450 |
1.0450 |
1.0367 |
|
R1 |
1.0399 |
1.0399 |
1.0358 |
1.0375 |
PP |
1.0350 |
1.0350 |
1.0350 |
1.0337 |
S1 |
1.0299 |
1.0299 |
1.0340 |
1.0275 |
S2 |
1.0250 |
1.0250 |
1.0331 |
|
S3 |
1.0150 |
1.0199 |
1.0322 |
|
S4 |
1.0050 |
1.0099 |
1.0294 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1623 |
1.1376 |
1.0582 |
|
R3 |
1.1245 |
1.0998 |
1.0478 |
|
R2 |
1.0867 |
1.0867 |
1.0443 |
|
R1 |
1.0620 |
1.0620 |
1.0409 |
1.0555 |
PP |
1.0489 |
1.0489 |
1.0489 |
1.0456 |
S1 |
1.0242 |
1.0242 |
1.0339 |
1.0177 |
S2 |
1.0111 |
1.0111 |
1.0305 |
|
S3 |
0.9733 |
0.9864 |
1.0270 |
|
S4 |
0.9355 |
0.9486 |
1.0166 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0825 |
2.618 |
1.0662 |
1.618 |
1.0562 |
1.000 |
1.0500 |
0.618 |
1.0462 |
HIGH |
1.0400 |
0.618 |
1.0362 |
0.500 |
1.0350 |
0.382 |
1.0338 |
LOW |
1.0300 |
0.618 |
1.0238 |
1.000 |
1.0200 |
1.618 |
1.0138 |
2.618 |
1.0038 |
4.250 |
0.9875 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0350 |
1.0367 |
PP |
1.0350 |
1.0361 |
S1 |
1.0349 |
1.0355 |
|