CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3205 |
1.3295 |
0.0090 |
0.7% |
1.2609 |
| High |
1.3388 |
1.4150 |
0.0762 |
5.7% |
1.3232 |
| Low |
1.3133 |
1.3214 |
0.0081 |
0.6% |
1.2609 |
| Close |
1.3265 |
1.4023 |
0.0758 |
5.7% |
1.3072 |
| Range |
0.0255 |
0.0936 |
0.0681 |
267.1% |
0.0623 |
| ATR |
0.0182 |
0.0236 |
0.0054 |
29.6% |
0.0000 |
| Volume |
232 |
349 |
117 |
50.4% |
1,694 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6604 |
1.6249 |
1.4538 |
|
| R3 |
1.5668 |
1.5313 |
1.4280 |
|
| R2 |
1.4732 |
1.4732 |
1.4195 |
|
| R1 |
1.4377 |
1.4377 |
1.4109 |
1.4555 |
| PP |
1.3796 |
1.3796 |
1.3796 |
1.3884 |
| S1 |
1.3441 |
1.3441 |
1.3937 |
1.3619 |
| S2 |
1.2860 |
1.2860 |
1.3851 |
|
| S3 |
1.1924 |
1.2505 |
1.3766 |
|
| S4 |
1.0988 |
1.1569 |
1.3508 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4840 |
1.4579 |
1.3415 |
|
| R3 |
1.4217 |
1.3956 |
1.3243 |
|
| R2 |
1.3594 |
1.3594 |
1.3186 |
|
| R1 |
1.3333 |
1.3333 |
1.3129 |
1.3464 |
| PP |
1.2971 |
1.2971 |
1.2971 |
1.3036 |
| S1 |
1.2710 |
1.2710 |
1.3015 |
1.2841 |
| S2 |
1.2348 |
1.2348 |
1.2958 |
|
| S3 |
1.1725 |
1.2087 |
1.2901 |
|
| S4 |
1.1102 |
1.1464 |
1.2729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4150 |
1.2855 |
0.1295 |
9.2% |
0.0394 |
2.8% |
90% |
True |
False |
308 |
| 10 |
1.4150 |
1.2453 |
0.1697 |
12.1% |
0.0305 |
2.2% |
93% |
True |
False |
246 |
| 20 |
1.4150 |
1.2092 |
0.2058 |
14.7% |
0.0210 |
1.5% |
94% |
True |
False |
151 |
| 40 |
1.4150 |
1.1724 |
0.2426 |
17.3% |
0.0153 |
1.1% |
95% |
True |
False |
92 |
| 60 |
1.4150 |
1.1180 |
0.2970 |
21.2% |
0.0107 |
0.8% |
96% |
True |
False |
64 |
| 80 |
1.4150 |
1.1133 |
0.3017 |
21.5% |
0.0082 |
0.6% |
96% |
True |
False |
49 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
23.7% |
0.0067 |
0.5% |
96% |
True |
False |
40 |
| 120 |
1.4150 |
1.0566 |
0.3584 |
25.6% |
0.0056 |
0.4% |
96% |
True |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.8128 |
|
2.618 |
1.6600 |
|
1.618 |
1.5664 |
|
1.000 |
1.5086 |
|
0.618 |
1.4728 |
|
HIGH |
1.4150 |
|
0.618 |
1.3792 |
|
0.500 |
1.3682 |
|
0.382 |
1.3572 |
|
LOW |
1.3214 |
|
0.618 |
1.2636 |
|
1.000 |
1.2278 |
|
1.618 |
1.1700 |
|
2.618 |
1.0764 |
|
4.250 |
0.9236 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3909 |
1.3870 |
| PP |
1.3796 |
1.3716 |
| S1 |
1.3682 |
1.3563 |
|