CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.0466 |
1.0543 |
0.0077 |
0.7% |
1.0365 |
High |
1.0488 |
1.0641 |
0.0153 |
1.5% |
1.0498 |
Low |
1.0466 |
1.0543 |
0.0077 |
0.7% |
1.0357 |
Close |
1.0544 |
1.0626 |
0.0082 |
0.8% |
1.0439 |
Range |
0.0022 |
0.0098 |
0.0076 |
345.5% |
0.0141 |
ATR |
0.0082 |
0.0084 |
0.0001 |
1.4% |
0.0000 |
Volume |
3 |
2 |
-1 |
-33.3% |
39 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0897 |
1.0860 |
1.0680 |
|
R3 |
1.0799 |
1.0762 |
1.0653 |
|
R2 |
1.0701 |
1.0701 |
1.0644 |
|
R1 |
1.0664 |
1.0664 |
1.0635 |
1.0683 |
PP |
1.0603 |
1.0603 |
1.0603 |
1.0613 |
S1 |
1.0566 |
1.0566 |
1.0617 |
1.0585 |
S2 |
1.0505 |
1.0505 |
1.0608 |
|
S3 |
1.0407 |
1.0468 |
1.0599 |
|
S4 |
1.0309 |
1.0370 |
1.0572 |
|
|
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 |
1.1058 |
2.618 |
1.0898 |
1.618 |
1.0800 |
1.000 |
1.0739 |
0.618 |
1.0702 |
HIGH |
1.0641 |
0.618 |
1.0604 |
0.500 |
1.0592 |
0.382 |
1.0580 |
LOW |
1.0543 |
0.618 |
1.0482 |
1.000 |
1.0445 |
1.618 |
1.0384 |
2.618 |
1.0286 |
4.250 |
1.0127 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0615 |
1.0598 |
PP |
1.0603 |
1.0571 |
S1 |
1.0592 |
1.0543 |
|