CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2801 |
1.2615 |
-0.0186 |
-1.5% |
1.3205 |
| High |
1.2918 |
1.2811 |
-0.0107 |
-0.8% |
1.4150 |
| Low |
1.2608 |
1.2524 |
-0.0084 |
-0.7% |
1.2897 |
| Close |
1.2643 |
1.2745 |
0.0102 |
0.8% |
1.2928 |
| Range |
0.0310 |
0.0287 |
-0.0023 |
-7.4% |
0.1253 |
| ATR |
0.0295 |
0.0295 |
-0.0001 |
-0.2% |
0.0000 |
| Volume |
311 |
202 |
-109 |
-35.0% |
3,209 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3554 |
1.3437 |
1.2903 |
|
| R3 |
1.3267 |
1.3150 |
1.2824 |
|
| R2 |
1.2980 |
1.2980 |
1.2798 |
|
| R1 |
1.2863 |
1.2863 |
1.2771 |
1.2922 |
| PP |
1.2693 |
1.2693 |
1.2693 |
1.2723 |
| S1 |
1.2576 |
1.2576 |
1.2719 |
1.2635 |
| S2 |
1.2406 |
1.2406 |
1.2692 |
|
| S3 |
1.2119 |
1.2289 |
1.2666 |
|
| S4 |
1.1832 |
1.2002 |
1.2587 |
|
|
| 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 |
1.3848 |
1.2524 |
0.1324 |
10.4% |
0.0417 |
3.3% |
17% |
False |
True |
698 |
| 10 |
1.4150 |
1.2524 |
0.1626 |
12.8% |
0.0409 |
3.2% |
14% |
False |
True |
535 |
| 20 |
1.4150 |
1.2151 |
0.1999 |
15.7% |
0.0293 |
2.3% |
30% |
False |
False |
344 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
18.7% |
0.0200 |
1.6% |
41% |
False |
False |
190 |
| 60 |
1.4150 |
1.1389 |
0.2761 |
21.7% |
0.0147 |
1.1% |
49% |
False |
False |
132 |
| 80 |
1.4150 |
1.1180 |
0.2970 |
23.3% |
0.0111 |
0.9% |
53% |
False |
False |
100 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
26.1% |
0.0090 |
0.7% |
58% |
False |
False |
80 |
| 120 |
1.4150 |
1.0705 |
0.3445 |
27.0% |
0.0075 |
0.6% |
59% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4031 |
|
2.618 |
1.3562 |
|
1.618 |
1.3275 |
|
1.000 |
1.3098 |
|
0.618 |
1.2988 |
|
HIGH |
1.2811 |
|
0.618 |
1.2701 |
|
0.500 |
1.2668 |
|
0.382 |
1.2634 |
|
LOW |
1.2524 |
|
0.618 |
1.2347 |
|
1.000 |
1.2237 |
|
1.618 |
1.2060 |
|
2.618 |
1.1773 |
|
4.250 |
1.1304 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2719 |
1.2737 |
| PP |
1.2693 |
1.2729 |
| S1 |
1.2668 |
1.2721 |
|