CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0452 |
1.0467 |
0.0015 |
0.1% |
1.0362 |
| High |
1.0452 |
1.0498 |
0.0046 |
0.4% |
1.0415 |
| Low |
1.0452 |
1.0400 |
-0.0052 |
-0.5% |
1.0250 |
| Close |
1.0484 |
1.0351 |
-0.0133 |
-1.3% |
1.0380 |
| Range |
0.0000 |
0.0098 |
0.0098 |
|
0.0165 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.3% |
0.0000 |
| Volume |
17 |
1 |
-16 |
-94.1% |
121 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0710 |
1.0629 |
1.0405 |
|
| R3 |
1.0612 |
1.0531 |
1.0378 |
|
| R2 |
1.0514 |
1.0514 |
1.0369 |
|
| R1 |
1.0433 |
1.0433 |
1.0360 |
1.0425 |
| PP |
1.0416 |
1.0416 |
1.0416 |
1.0412 |
| S1 |
1.0335 |
1.0335 |
1.0342 |
1.0327 |
| S2 |
1.0318 |
1.0318 |
1.0333 |
|
| S3 |
1.0220 |
1.0237 |
1.0324 |
|
| S4 |
1.0122 |
1.0139 |
1.0297 |
|
|
| 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 |
1.0915 |
|
2.618 |
1.0755 |
|
1.618 |
1.0657 |
|
1.000 |
1.0596 |
|
0.618 |
1.0559 |
|
HIGH |
1.0498 |
|
0.618 |
1.0461 |
|
0.500 |
1.0449 |
|
0.382 |
1.0437 |
|
LOW |
1.0400 |
|
0.618 |
1.0339 |
|
1.000 |
1.0302 |
|
1.618 |
1.0241 |
|
2.618 |
1.0143 |
|
4.250 |
0.9984 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0449 |
1.0428 |
| PP |
1.0416 |
1.0402 |
| S1 |
1.0384 |
1.0377 |
|