CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.3100 |
1.3227 |
0.0127 |
1.0% |
1.2833 |
High |
1.3225 |
1.3227 |
0.0002 |
0.0% |
1.3225 |
Low |
1.3100 |
1.3227 |
0.0127 |
1.0% |
1.2833 |
Close |
1.3091 |
1.3290 |
0.0199 |
1.5% |
1.3091 |
Range |
0.0125 |
0.0000 |
-0.0125 |
-100.0% |
0.0392 |
ATR |
0.0078 |
0.0082 |
0.0004 |
5.3% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3248 |
1.3269 |
1.3290 |
|
R3 |
1.3248 |
1.3269 |
1.3290 |
|
R2 |
1.3248 |
1.3248 |
1.3290 |
|
R1 |
1.3269 |
1.3269 |
1.3290 |
1.3259 |
PP |
1.3248 |
1.3248 |
1.3248 |
1.3243 |
S1 |
1.3269 |
1.3269 |
1.3290 |
1.3259 |
S2 |
1.3248 |
1.3248 |
1.3290 |
|
S3 |
1.3248 |
1.3269 |
1.3290 |
|
S4 |
1.3248 |
1.3269 |
1.3290 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4226 |
1.4050 |
1.3307 |
|
R3 |
1.3834 |
1.3658 |
1.3199 |
|
R2 |
1.3442 |
1.3442 |
1.3163 |
|
R1 |
1.3266 |
1.3266 |
1.3127 |
1.3354 |
PP |
1.3050 |
1.3050 |
1.3050 |
1.3094 |
S1 |
1.2874 |
1.2874 |
1.3055 |
1.2962 |
S2 |
1.2658 |
1.2658 |
1.3019 |
|
S3 |
1.2266 |
1.2482 |
1.2983 |
|
S4 |
1.1874 |
1.2090 |
1.2875 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3227 |
2.618 |
1.3227 |
1.618 |
1.3227 |
1.000 |
1.3227 |
0.618 |
1.3227 |
HIGH |
1.3227 |
0.618 |
1.3227 |
0.500 |
1.3227 |
0.382 |
1.3227 |
LOW |
1.3227 |
0.618 |
1.3227 |
1.000 |
1.3227 |
1.618 |
1.3227 |
2.618 |
1.3227 |
4.250 |
1.3227 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.3269 |
1.3244 |
PP |
1.3248 |
1.3197 |
S1 |
1.3227 |
1.3151 |
|