CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3844 |
1.3184 |
-0.0660 |
-4.8% |
1.3205 |
| High |
1.3848 |
1.3295 |
-0.0553 |
-4.0% |
1.4150 |
| Low |
1.3079 |
1.2897 |
-0.0182 |
-1.4% |
1.2897 |
| Close |
1.3146 |
1.2928 |
-0.0218 |
-1.7% |
1.2928 |
| Range |
0.0769 |
0.0398 |
-0.0371 |
-48.2% |
0.1253 |
| ATR |
0.0280 |
0.0288 |
0.0008 |
3.0% |
0.0000 |
| Volume |
937 |
1,100 |
163 |
17.4% |
3,209 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4234 |
1.3979 |
1.3147 |
|
| R3 |
1.3836 |
1.3581 |
1.3037 |
|
| R2 |
1.3438 |
1.3438 |
1.3001 |
|
| R1 |
1.3183 |
1.3183 |
1.2964 |
1.3112 |
| PP |
1.3040 |
1.3040 |
1.3040 |
1.3004 |
| S1 |
1.2785 |
1.2785 |
1.2892 |
1.2714 |
| S2 |
1.2642 |
1.2642 |
1.2855 |
|
| S3 |
1.2244 |
1.2387 |
1.2819 |
|
| S4 |
1.1846 |
1.1989 |
1.2709 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.7084 |
1.6259 |
1.3617 |
|
| R3 |
1.5831 |
1.5006 |
1.3273 |
|
| R2 |
1.4578 |
1.4578 |
1.3158 |
|
| R1 |
1.3753 |
1.3753 |
1.3043 |
1.3539 |
| PP |
1.3325 |
1.3325 |
1.3325 |
1.3218 |
| S1 |
1.2500 |
1.2500 |
1.2813 |
1.2286 |
| S2 |
1.2072 |
1.2072 |
1.2698 |
|
| S3 |
1.0819 |
1.1247 |
1.2583 |
|
| S4 |
0.9566 |
0.9994 |
1.2239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4150 |
1.2897 |
0.1253 |
9.7% |
0.0527 |
4.1% |
2% |
False |
True |
641 |
| 10 |
1.4150 |
1.2609 |
0.1541 |
11.9% |
0.0412 |
3.2% |
21% |
False |
False |
490 |
| 20 |
1.4150 |
1.2131 |
0.2019 |
15.6% |
0.0264 |
2.0% |
39% |
False |
False |
276 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
18.4% |
0.0182 |
1.4% |
49% |
False |
False |
156 |
| 60 |
1.4150 |
1.1342 |
0.2808 |
21.7% |
0.0131 |
1.0% |
56% |
False |
False |
108 |
| 80 |
1.4150 |
1.1180 |
0.2970 |
23.0% |
0.0100 |
0.8% |
59% |
False |
False |
82 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
25.8% |
0.0081 |
0.6% |
63% |
False |
False |
66 |
| 120 |
1.4150 |
1.0705 |
0.3445 |
26.6% |
0.0068 |
0.5% |
65% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4987 |
|
2.618 |
1.4337 |
|
1.618 |
1.3939 |
|
1.000 |
1.3693 |
|
0.618 |
1.3541 |
|
HIGH |
1.3295 |
|
0.618 |
1.3143 |
|
0.500 |
1.3096 |
|
0.382 |
1.3049 |
|
LOW |
1.2897 |
|
0.618 |
1.2651 |
|
1.000 |
1.2499 |
|
1.618 |
1.2253 |
|
2.618 |
1.1855 |
|
4.250 |
1.1206 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3096 |
1.3436 |
| PP |
1.3040 |
1.3266 |
| S1 |
1.2984 |
1.3097 |
|