CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3894 |
1.3844 |
-0.0050 |
-0.4% |
1.2609 |
| High |
1.3974 |
1.3848 |
-0.0126 |
-0.9% |
1.3232 |
| Low |
1.3699 |
1.3079 |
-0.0620 |
-4.5% |
1.2609 |
| Close |
1.3769 |
1.3146 |
-0.0623 |
-4.5% |
1.3072 |
| Range |
0.0275 |
0.0769 |
0.0494 |
179.6% |
0.0623 |
| ATR |
0.0242 |
0.0280 |
0.0038 |
15.6% |
0.0000 |
| Volume |
591 |
937 |
346 |
58.5% |
1,694 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5665 |
1.5174 |
1.3569 |
|
| R3 |
1.4896 |
1.4405 |
1.3357 |
|
| R2 |
1.4127 |
1.4127 |
1.3287 |
|
| R1 |
1.3636 |
1.3636 |
1.3216 |
1.3497 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3288 |
| S1 |
1.2867 |
1.2867 |
1.3076 |
1.2728 |
| S2 |
1.2589 |
1.2589 |
1.3005 |
|
| S3 |
1.1820 |
1.2098 |
1.2935 |
|
| S4 |
1.1051 |
1.1329 |
1.2723 |
|
|
| 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 |
1.2975 |
0.1175 |
8.9% |
0.0498 |
3.8% |
15% |
False |
False |
499 |
| 10 |
1.4150 |
1.2490 |
0.1660 |
12.6% |
0.0399 |
3.0% |
40% |
False |
False |
389 |
| 20 |
1.4150 |
1.2131 |
0.2019 |
15.4% |
0.0247 |
1.9% |
50% |
False |
False |
222 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
18.1% |
0.0173 |
1.3% |
58% |
False |
False |
130 |
| 60 |
1.4150 |
1.1342 |
0.2808 |
21.4% |
0.0125 |
0.9% |
64% |
False |
False |
90 |
| 80 |
1.4150 |
1.1133 |
0.3017 |
22.9% |
0.0095 |
0.7% |
67% |
False |
False |
68 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
25.3% |
0.0077 |
0.6% |
70% |
False |
False |
55 |
| 120 |
1.4150 |
1.0694 |
0.3456 |
26.3% |
0.0064 |
0.5% |
71% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.7116 |
|
2.618 |
1.5861 |
|
1.618 |
1.5092 |
|
1.000 |
1.4617 |
|
0.618 |
1.4323 |
|
HIGH |
1.3848 |
|
0.618 |
1.3554 |
|
0.500 |
1.3464 |
|
0.382 |
1.3373 |
|
LOW |
1.3079 |
|
0.618 |
1.2604 |
|
1.000 |
1.2310 |
|
1.618 |
1.1835 |
|
2.618 |
1.1066 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3464 |
1.3615 |
| PP |
1.3358 |
1.3458 |
| S1 |
1.3252 |
1.3302 |
|