CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2767 |
1.3105 |
0.0338 |
2.6% |
1.2290 |
| High |
1.3145 |
1.3134 |
-0.0011 |
-0.1% |
1.2755 |
| Low |
1.2767 |
1.2885 |
0.0118 |
0.9% |
1.2290 |
| Close |
1.3046 |
1.3048 |
0.0002 |
0.0% |
1.2695 |
| Range |
0.0378 |
0.0249 |
-0.0129 |
-34.1% |
0.0465 |
| ATR |
0.0149 |
0.0156 |
0.0007 |
4.8% |
0.0000 |
| Volume |
535 |
269 |
-266 |
-49.7% |
493 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3769 |
1.3658 |
1.3185 |
|
| R3 |
1.3520 |
1.3409 |
1.3116 |
|
| R2 |
1.3271 |
1.3271 |
1.3094 |
|
| R1 |
1.3160 |
1.3160 |
1.3071 |
1.3091 |
| PP |
1.3022 |
1.3022 |
1.3022 |
1.2988 |
| S1 |
1.2911 |
1.2911 |
1.3025 |
1.2842 |
| S2 |
1.2773 |
1.2773 |
1.3002 |
|
| S3 |
1.2524 |
1.2662 |
1.2980 |
|
| S4 |
1.2275 |
1.2413 |
1.2911 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3975 |
1.3800 |
1.2951 |
|
| R3 |
1.3510 |
1.3335 |
1.2823 |
|
| R2 |
1.3045 |
1.3045 |
1.2780 |
|
| R1 |
1.2870 |
1.2870 |
1.2738 |
1.2958 |
| PP |
1.2580 |
1.2580 |
1.2580 |
1.2624 |
| S1 |
1.2405 |
1.2405 |
1.2652 |
1.2493 |
| S2 |
1.2115 |
1.2115 |
1.2610 |
|
| S3 |
1.1650 |
1.1940 |
1.2567 |
|
| S4 |
1.1185 |
1.1475 |
1.2439 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3145 |
1.2453 |
0.0692 |
5.3% |
0.0256 |
2.0% |
86% |
False |
False |
223 |
| 10 |
1.3145 |
1.2151 |
0.0994 |
7.6% |
0.0178 |
1.4% |
90% |
False |
False |
152 |
| 20 |
1.3145 |
1.1770 |
0.1375 |
10.5% |
0.0146 |
1.1% |
93% |
False |
False |
89 |
| 40 |
1.3145 |
1.1724 |
0.1421 |
10.9% |
0.0115 |
0.9% |
93% |
False |
False |
61 |
| 60 |
1.3145 |
1.1180 |
0.1965 |
15.1% |
0.0079 |
0.6% |
95% |
False |
False |
43 |
| 80 |
1.3145 |
1.1000 |
0.2145 |
16.4% |
0.0061 |
0.5% |
95% |
False |
False |
33 |
| 100 |
1.3145 |
1.0821 |
0.2324 |
17.8% |
0.0050 |
0.4% |
96% |
False |
False |
27 |
| 120 |
1.3145 |
1.0303 |
0.2842 |
21.8% |
0.0041 |
0.3% |
97% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4192 |
|
2.618 |
1.3786 |
|
1.618 |
1.3537 |
|
1.000 |
1.3383 |
|
0.618 |
1.3288 |
|
HIGH |
1.3134 |
|
0.618 |
1.3039 |
|
0.500 |
1.3010 |
|
0.382 |
1.2980 |
|
LOW |
1.2885 |
|
0.618 |
1.2731 |
|
1.000 |
1.2636 |
|
1.618 |
1.2482 |
|
2.618 |
1.2233 |
|
4.250 |
1.1827 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3035 |
1.2991 |
| PP |
1.3022 |
1.2934 |
| S1 |
1.3010 |
1.2877 |
|