CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0335 |
0.0035 |
0.3% |
1.0707 |
| High |
1.0358 |
1.0415 |
0.0057 |
0.6% |
1.0735 |
| Low |
1.0290 |
1.0267 |
-0.0023 |
-0.2% |
1.0357 |
| Close |
1.0358 |
1.0396 |
0.0038 |
0.4% |
1.0374 |
| Range |
0.0068 |
0.0148 |
0.0080 |
117.6% |
0.0378 |
| ATR |
0.0080 |
0.0085 |
0.0005 |
6.1% |
0.0000 |
| Volume |
8 |
28 |
20 |
250.0% |
97 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0748 |
1.0477 |
|
| R3 |
1.0655 |
1.0600 |
1.0437 |
|
| R2 |
1.0507 |
1.0507 |
1.0423 |
|
| R1 |
1.0452 |
1.0452 |
1.0410 |
1.0480 |
| PP |
1.0359 |
1.0359 |
1.0359 |
1.0373 |
| S1 |
1.0304 |
1.0304 |
1.0382 |
1.0332 |
| S2 |
1.0211 |
1.0211 |
1.0369 |
|
| S3 |
1.0063 |
1.0156 |
1.0355 |
|
| S4 |
0.9915 |
1.0008 |
1.0315 |
|
|
| 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 |
1.1044 |
|
2.618 |
1.0802 |
|
1.618 |
1.0654 |
|
1.000 |
1.0563 |
|
0.618 |
1.0506 |
|
HIGH |
1.0415 |
|
0.618 |
1.0358 |
|
0.500 |
1.0341 |
|
0.382 |
1.0324 |
|
LOW |
1.0267 |
|
0.618 |
1.0176 |
|
1.000 |
1.0119 |
|
1.618 |
1.0028 |
|
2.618 |
0.9880 |
|
4.250 |
0.9638 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0378 |
1.0375 |
| PP |
1.0359 |
1.0354 |
| S1 |
1.0341 |
1.0333 |
|