CME Swiss Franc Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0466 |
0.0016 |
0.2% |
1.0365 |
| High |
1.0450 |
1.0488 |
0.0038 |
0.4% |
1.0498 |
| Low |
1.0445 |
1.0466 |
0.0021 |
0.2% |
1.0357 |
| Close |
1.0439 |
1.0544 |
0.0105 |
1.0% |
1.0439 |
| Range |
0.0005 |
0.0022 |
0.0017 |
340.0% |
0.0141 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
39 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0565 |
1.0577 |
1.0556 |
|
| R3 |
1.0543 |
1.0555 |
1.0550 |
|
| R2 |
1.0521 |
1.0521 |
1.0548 |
|
| R1 |
1.0533 |
1.0533 |
1.0546 |
1.0527 |
| PP |
1.0499 |
1.0499 |
1.0499 |
1.0497 |
| S1 |
1.0511 |
1.0511 |
1.0542 |
1.0505 |
| S2 |
1.0477 |
1.0477 |
1.0540 |
|
| S3 |
1.0455 |
1.0489 |
1.0538 |
|
| S4 |
1.0433 |
1.0467 |
1.0532 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0788 |
1.0517 |
|
| R3 |
1.0713 |
1.0647 |
1.0478 |
|
| R2 |
1.0572 |
1.0572 |
1.0465 |
|
| R1 |
1.0506 |
1.0506 |
1.0452 |
1.0539 |
| PP |
1.0431 |
1.0431 |
1.0431 |
1.0448 |
| S1 |
1.0365 |
1.0365 |
1.0426 |
1.0398 |
| S2 |
1.0290 |
1.0290 |
1.0413 |
|
| S3 |
1.0149 |
1.0224 |
1.0400 |
|
| S4 |
1.0008 |
1.0083 |
1.0361 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0582 |
|
2.618 |
1.0546 |
|
1.618 |
1.0524 |
|
1.000 |
1.0510 |
|
0.618 |
1.0502 |
|
HIGH |
1.0488 |
|
0.618 |
1.0480 |
|
0.500 |
1.0477 |
|
0.382 |
1.0474 |
|
LOW |
1.0466 |
|
0.618 |
1.0452 |
|
1.000 |
1.0444 |
|
1.618 |
1.0430 |
|
2.618 |
1.0408 |
|
4.250 |
1.0373 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0522 |
1.0512 |
| PP |
1.0499 |
1.0481 |
| S1 |
1.0477 |
1.0449 |
|