CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2742 |
1.2660 |
-0.0082 |
-0.6% |
1.2844 |
| High |
1.2748 |
1.2858 |
0.0110 |
0.9% |
1.2918 |
| Low |
1.2592 |
1.2660 |
0.0068 |
0.5% |
1.2524 |
| Close |
1.2697 |
1.2769 |
0.0072 |
0.6% |
1.2769 |
| Range |
0.0156 |
0.0198 |
0.0042 |
26.9% |
0.0394 |
| ATR |
0.0285 |
0.0279 |
-0.0006 |
-2.2% |
0.0000 |
| Volume |
536 |
314 |
-222 |
-41.4% |
2,304 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3261 |
1.2878 |
|
| R3 |
1.3158 |
1.3063 |
1.2823 |
|
| R2 |
1.2960 |
1.2960 |
1.2805 |
|
| R1 |
1.2865 |
1.2865 |
1.2787 |
1.2913 |
| PP |
1.2762 |
1.2762 |
1.2762 |
1.2786 |
| S1 |
1.2667 |
1.2667 |
1.2751 |
1.2715 |
| S2 |
1.2564 |
1.2564 |
1.2733 |
|
| S3 |
1.2366 |
1.2469 |
1.2715 |
|
| S4 |
1.2168 |
1.2271 |
1.2660 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3738 |
1.2986 |
|
| R3 |
1.3525 |
1.3344 |
1.2877 |
|
| R2 |
1.3131 |
1.3131 |
1.2841 |
|
| R1 |
1.2950 |
1.2950 |
1.2805 |
1.2844 |
| PP |
1.2737 |
1.2737 |
1.2737 |
1.2684 |
| S1 |
1.2556 |
1.2556 |
1.2733 |
1.2450 |
| S2 |
1.2343 |
1.2343 |
1.2697 |
|
| S3 |
1.1949 |
1.2162 |
1.2661 |
|
| S4 |
1.1555 |
1.1768 |
1.2552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2918 |
1.2524 |
0.0394 |
3.1% |
0.0255 |
2.0% |
62% |
False |
False |
460 |
| 10 |
1.4150 |
1.2524 |
0.1626 |
12.7% |
0.0391 |
3.1% |
15% |
False |
False |
551 |
| 20 |
1.4150 |
1.2290 |
0.1860 |
14.6% |
0.0299 |
2.3% |
26% |
False |
False |
385 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
18.6% |
0.0203 |
1.6% |
42% |
False |
False |
208 |
| 60 |
1.4150 |
1.1562 |
0.2588 |
20.3% |
0.0152 |
1.2% |
47% |
False |
False |
146 |
| 80 |
1.4150 |
1.1180 |
0.2970 |
23.3% |
0.0115 |
0.9% |
54% |
False |
False |
110 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
26.1% |
0.0094 |
0.7% |
59% |
False |
False |
89 |
| 120 |
1.4150 |
1.0705 |
0.3445 |
27.0% |
0.0078 |
0.6% |
60% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3700 |
|
2.618 |
1.3376 |
|
1.618 |
1.3178 |
|
1.000 |
1.3056 |
|
0.618 |
1.2980 |
|
HIGH |
1.2858 |
|
0.618 |
1.2782 |
|
0.500 |
1.2759 |
|
0.382 |
1.2736 |
|
LOW |
1.2660 |
|
0.618 |
1.2538 |
|
1.000 |
1.2462 |
|
1.618 |
1.2340 |
|
2.618 |
1.2142 |
|
4.250 |
1.1819 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2766 |
1.2743 |
| PP |
1.2762 |
1.2717 |
| S1 |
1.2759 |
1.2691 |
|