CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0401 |
1.0365 |
-0.0036 |
-0.3% |
1.0362 |
| High |
1.0411 |
1.0472 |
0.0061 |
0.6% |
1.0415 |
| Low |
1.0358 |
1.0357 |
-0.0001 |
0.0% |
1.0250 |
| Close |
1.0380 |
1.0396 |
0.0016 |
0.2% |
1.0380 |
| Range |
0.0053 |
0.0115 |
0.0062 |
117.0% |
0.0165 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.8% |
0.0000 |
| Volume |
44 |
11 |
-33 |
-75.0% |
121 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0753 |
1.0690 |
1.0459 |
|
| R3 |
1.0638 |
1.0575 |
1.0428 |
|
| R2 |
1.0523 |
1.0523 |
1.0417 |
|
| R1 |
1.0460 |
1.0460 |
1.0407 |
1.0492 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0424 |
| S1 |
1.0345 |
1.0345 |
1.0385 |
1.0377 |
| S2 |
1.0293 |
1.0293 |
1.0375 |
|
| S3 |
1.0178 |
1.0230 |
1.0364 |
|
| S4 |
1.0063 |
1.0115 |
1.0333 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0843 |
1.0777 |
1.0471 |
|
| R3 |
1.0678 |
1.0612 |
1.0425 |
|
| R2 |
1.0513 |
1.0513 |
1.0410 |
|
| R1 |
1.0447 |
1.0447 |
1.0395 |
1.0480 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0365 |
| S1 |
1.0282 |
1.0282 |
1.0365 |
1.0315 |
| S2 |
1.0183 |
1.0183 |
1.0350 |
|
| S3 |
1.0018 |
1.0117 |
1.0335 |
|
| S4 |
0.9853 |
0.9952 |
1.0289 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0961 |
|
2.618 |
1.0773 |
|
1.618 |
1.0658 |
|
1.000 |
1.0587 |
|
0.618 |
1.0543 |
|
HIGH |
1.0472 |
|
0.618 |
1.0428 |
|
0.500 |
1.0415 |
|
0.382 |
1.0401 |
|
LOW |
1.0357 |
|
0.618 |
1.0286 |
|
1.000 |
1.0242 |
|
1.618 |
1.0171 |
|
2.618 |
1.0056 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0415 |
1.0387 |
| PP |
1.0408 |
1.0378 |
| S1 |
1.0402 |
1.0370 |
|