CME Swiss Franc Future June 2011
Trading Metrics calculated at close of trading on 28-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.0617 |
1.0620 |
0.0003 |
0.0% |
1.0466 |
High |
1.0645 |
1.0620 |
-0.0025 |
-0.2% |
1.0645 |
Low |
1.0570 |
1.0620 |
0.0050 |
0.5% |
1.0466 |
Close |
1.0586 |
1.0628 |
0.0042 |
0.4% |
1.0628 |
Range |
0.0075 |
0.0000 |
-0.0075 |
-100.0% |
0.0179 |
ATR |
0.0080 |
0.0077 |
-0.0003 |
-4.1% |
0.0000 |
Volume |
31 |
15 |
-16 |
-51.6% |
84 |
|
Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0623 |
1.0625 |
1.0628 |
|
R3 |
1.0623 |
1.0625 |
1.0628 |
|
R2 |
1.0623 |
1.0623 |
1.0628 |
|
R1 |
1.0625 |
1.0625 |
1.0628 |
1.0624 |
PP |
1.0623 |
1.0623 |
1.0623 |
1.0622 |
S1 |
1.0625 |
1.0625 |
1.0628 |
1.0624 |
S2 |
1.0623 |
1.0623 |
1.0628 |
|
S3 |
1.0623 |
1.0625 |
1.0628 |
|
S4 |
1.0623 |
1.0625 |
1.0628 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1117 |
1.1051 |
1.0726 |
|
R3 |
1.0938 |
1.0872 |
1.0677 |
|
R2 |
1.0759 |
1.0759 |
1.0661 |
|
R1 |
1.0693 |
1.0693 |
1.0644 |
1.0726 |
PP |
1.0580 |
1.0580 |
1.0580 |
1.0596 |
S1 |
1.0514 |
1.0514 |
1.0612 |
1.0547 |
S2 |
1.0401 |
1.0401 |
1.0595 |
|
S3 |
1.0222 |
1.0335 |
1.0579 |
|
S4 |
1.0043 |
1.0156 |
1.0530 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0620 |
2.618 |
1.0620 |
1.618 |
1.0620 |
1.000 |
1.0620 |
0.618 |
1.0620 |
HIGH |
1.0620 |
0.618 |
1.0620 |
0.500 |
1.0620 |
0.382 |
1.0620 |
LOW |
1.0620 |
0.618 |
1.0620 |
1.000 |
1.0620 |
1.618 |
1.0620 |
2.618 |
1.0620 |
4.250 |
1.0620 |
|
|
Fisher Pivots for day following 28-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0625 |
1.0621 |
PP |
1.0623 |
1.0614 |
S1 |
1.0620 |
1.0608 |
|