CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2773 |
1.2669 |
-0.0104 |
-0.8% |
1.2844 |
| High |
1.2779 |
1.2763 |
-0.0016 |
-0.1% |
1.2918 |
| Low |
1.2684 |
1.2634 |
-0.0050 |
-0.4% |
1.2524 |
| Close |
1.2717 |
1.2653 |
-0.0064 |
-0.5% |
1.2769 |
| Range |
0.0095 |
0.0129 |
0.0034 |
35.8% |
0.0394 |
| ATR |
0.0253 |
0.0244 |
-0.0009 |
-3.5% |
0.0000 |
| Volume |
115 |
72 |
-43 |
-37.4% |
2,304 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3070 |
1.2991 |
1.2724 |
|
| R3 |
1.2941 |
1.2862 |
1.2688 |
|
| R2 |
1.2812 |
1.2812 |
1.2677 |
|
| R1 |
1.2733 |
1.2733 |
1.2665 |
1.2708 |
| PP |
1.2683 |
1.2683 |
1.2683 |
1.2671 |
| S1 |
1.2604 |
1.2604 |
1.2641 |
1.2579 |
| S2 |
1.2554 |
1.2554 |
1.2629 |
|
| S3 |
1.2425 |
1.2475 |
1.2618 |
|
| S4 |
1.2296 |
1.2346 |
1.2582 |
|
|
| 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 |
1.2858 |
1.2592 |
0.0266 |
2.1% |
0.0133 |
1.1% |
23% |
False |
False |
244 |
| 10 |
1.3848 |
1.2524 |
0.1324 |
10.5% |
0.0275 |
2.2% |
10% |
False |
False |
471 |
| 20 |
1.4150 |
1.2453 |
0.1697 |
13.4% |
0.0302 |
2.4% |
12% |
False |
False |
384 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
18.8% |
0.0205 |
1.6% |
37% |
False |
False |
212 |
| 60 |
1.4150 |
1.1724 |
0.2426 |
19.2% |
0.0158 |
1.2% |
38% |
False |
False |
152 |
| 80 |
1.4150 |
1.1180 |
0.2970 |
23.5% |
0.0118 |
0.9% |
50% |
False |
False |
115 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
26.3% |
0.0097 |
0.8% |
55% |
False |
False |
92 |
| 120 |
1.4150 |
1.0705 |
0.3445 |
27.2% |
0.0081 |
0.6% |
57% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3311 |
|
2.618 |
1.3101 |
|
1.618 |
1.2972 |
|
1.000 |
1.2892 |
|
0.618 |
1.2843 |
|
HIGH |
1.2763 |
|
0.618 |
1.2714 |
|
0.500 |
1.2699 |
|
0.382 |
1.2683 |
|
LOW |
1.2634 |
|
0.618 |
1.2554 |
|
1.000 |
1.2505 |
|
1.618 |
1.2425 |
|
2.618 |
1.2296 |
|
4.250 |
1.2086 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2699 |
1.2722 |
| PP |
1.2683 |
1.2699 |
| S1 |
1.2668 |
1.2676 |
|