CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3105 |
1.2974 |
-0.0131 |
-1.0% |
1.2290 |
| High |
1.3134 |
1.3130 |
-0.0004 |
0.0% |
1.2755 |
| Low |
1.2885 |
1.2855 |
-0.0030 |
-0.2% |
1.2290 |
| Close |
1.3048 |
1.3053 |
0.0005 |
0.0% |
1.2695 |
| Range |
0.0249 |
0.0275 |
0.0026 |
10.4% |
0.0465 |
| ATR |
0.0156 |
0.0165 |
0.0008 |
5.4% |
0.0000 |
| Volume |
269 |
305 |
36 |
13.4% |
493 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3838 |
1.3720 |
1.3204 |
|
| R3 |
1.3563 |
1.3445 |
1.3129 |
|
| R2 |
1.3288 |
1.3288 |
1.3103 |
|
| R1 |
1.3170 |
1.3170 |
1.3078 |
1.3229 |
| PP |
1.3013 |
1.3013 |
1.3013 |
1.3042 |
| S1 |
1.2895 |
1.2895 |
1.3028 |
1.2954 |
| S2 |
1.2738 |
1.2738 |
1.3003 |
|
| S3 |
1.2463 |
1.2620 |
1.2977 |
|
| S4 |
1.2188 |
1.2345 |
1.2902 |
|
|
| 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 |
1.2490 |
0.0655 |
5.0% |
0.0299 |
2.3% |
86% |
False |
False |
279 |
| 10 |
1.3145 |
1.2151 |
0.0994 |
7.6% |
0.0193 |
1.5% |
91% |
False |
False |
182 |
| 20 |
1.3145 |
1.1770 |
0.1375 |
10.5% |
0.0154 |
1.2% |
93% |
False |
False |
104 |
| 40 |
1.3145 |
1.1724 |
0.1421 |
10.9% |
0.0122 |
0.9% |
94% |
False |
False |
69 |
| 60 |
1.3145 |
1.1180 |
0.1965 |
15.1% |
0.0083 |
0.6% |
95% |
False |
False |
48 |
| 80 |
1.3145 |
1.1133 |
0.2012 |
15.4% |
0.0064 |
0.5% |
95% |
False |
False |
37 |
| 100 |
1.3145 |
1.0821 |
0.2324 |
17.8% |
0.0052 |
0.4% |
96% |
False |
False |
30 |
| 120 |
1.3145 |
1.0340 |
0.2805 |
21.5% |
0.0044 |
0.3% |
97% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4299 |
|
2.618 |
1.3850 |
|
1.618 |
1.3575 |
|
1.000 |
1.3405 |
|
0.618 |
1.3300 |
|
HIGH |
1.3130 |
|
0.618 |
1.3025 |
|
0.500 |
1.2993 |
|
0.382 |
1.2960 |
|
LOW |
1.2855 |
|
0.618 |
1.2685 |
|
1.000 |
1.2580 |
|
1.618 |
1.2410 |
|
2.618 |
1.2135 |
|
4.250 |
1.1686 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3033 |
1.3021 |
| PP |
1.3013 |
1.2988 |
| S1 |
1.2993 |
1.2956 |
|