CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0452 |
0.0087 |
0.8% |
1.0362 |
| High |
1.0472 |
1.0452 |
-0.0020 |
-0.2% |
1.0415 |
| Low |
1.0357 |
1.0452 |
0.0095 |
0.9% |
1.0250 |
| Close |
1.0396 |
1.0484 |
0.0088 |
0.8% |
1.0380 |
| Range |
0.0115 |
0.0000 |
-0.0115 |
-100.0% |
0.0165 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
11 |
17 |
6 |
54.5% |
121 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0473 |
1.0484 |
|
| R3 |
1.0463 |
1.0473 |
1.0484 |
|
| R2 |
1.0463 |
1.0463 |
1.0484 |
|
| R1 |
1.0473 |
1.0473 |
1.0484 |
1.0468 |
| PP |
1.0463 |
1.0463 |
1.0463 |
1.0460 |
| S1 |
1.0473 |
1.0473 |
1.0484 |
1.0468 |
| S2 |
1.0463 |
1.0463 |
1.0484 |
|
| S3 |
1.0463 |
1.0473 |
1.0484 |
|
| S4 |
1.0463 |
1.0473 |
1.0484 |
|
|
| 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 |
1.0452 |
|
2.618 |
1.0452 |
|
1.618 |
1.0452 |
|
1.000 |
1.0452 |
|
0.618 |
1.0452 |
|
HIGH |
1.0452 |
|
0.618 |
1.0452 |
|
0.500 |
1.0452 |
|
0.382 |
1.0452 |
|
LOW |
1.0452 |
|
0.618 |
1.0452 |
|
1.000 |
1.0452 |
|
1.618 |
1.0452 |
|
2.618 |
1.0452 |
|
4.250 |
1.0452 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0473 |
1.0461 |
| PP |
1.0463 |
1.0438 |
| S1 |
1.0452 |
1.0415 |
|