CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0328 |
1.0300 |
-0.0028 |
-0.3% |
1.0707 |
| High |
1.0348 |
1.0358 |
0.0010 |
0.1% |
1.0735 |
| Low |
1.0250 |
1.0290 |
0.0040 |
0.4% |
1.0357 |
| Close |
1.0289 |
1.0358 |
0.0069 |
0.7% |
1.0374 |
| Range |
0.0098 |
0.0068 |
-0.0030 |
-30.6% |
0.0378 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
8 |
8 |
0 |
0.0% |
97 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0517 |
1.0395 |
|
| R3 |
1.0471 |
1.0449 |
1.0377 |
|
| R2 |
1.0403 |
1.0403 |
1.0370 |
|
| R1 |
1.0381 |
1.0381 |
1.0364 |
1.0392 |
| PP |
1.0335 |
1.0335 |
1.0335 |
1.0341 |
| S1 |
1.0313 |
1.0313 |
1.0352 |
1.0324 |
| S2 |
1.0267 |
1.0267 |
1.0346 |
|
| S3 |
1.0199 |
1.0245 |
1.0339 |
|
| S4 |
1.0131 |
1.0177 |
1.0321 |
|
|
| 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 |
1.0647 |
|
2.618 |
1.0536 |
|
1.618 |
1.0468 |
|
1.000 |
1.0426 |
|
0.618 |
1.0400 |
|
HIGH |
1.0358 |
|
0.618 |
1.0332 |
|
0.500 |
1.0324 |
|
0.382 |
1.0316 |
|
LOW |
1.0290 |
|
0.618 |
1.0248 |
|
1.000 |
1.0222 |
|
1.618 |
1.0180 |
|
2.618 |
1.0112 |
|
4.250 |
1.0001 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0347 |
1.0347 |
| PP |
1.0335 |
1.0336 |
| S1 |
1.0324 |
1.0325 |
|