CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3560 |
0.0333 |
2.5% |
1.2833 |
| High |
1.3227 |
1.4099 |
0.0872 |
6.6% |
1.3225 |
| Low |
1.3227 |
1.3560 |
0.0333 |
2.5% |
1.2833 |
| Close |
1.3290 |
1.4048 |
0.0758 |
5.7% |
1.3091 |
| Range |
0.0000 |
0.0539 |
0.0539 |
|
0.0392 |
| ATR |
0.0082 |
0.0134 |
0.0052 |
63.4% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
10 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5519 |
1.5323 |
1.4344 |
|
| R3 |
1.4980 |
1.4784 |
1.4196 |
|
| R2 |
1.4441 |
1.4441 |
1.4147 |
|
| R1 |
1.4245 |
1.4245 |
1.4097 |
1.4343 |
| PP |
1.3902 |
1.3902 |
1.3902 |
1.3952 |
| S1 |
1.3706 |
1.3706 |
1.3999 |
1.3804 |
| S2 |
1.3363 |
1.3363 |
1.3949 |
|
| S3 |
1.2824 |
1.3167 |
1.3900 |
|
| S4 |
1.2285 |
1.2628 |
1.3752 |
|
|
| 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 |
1.6390 |
|
2.618 |
1.5510 |
|
1.618 |
1.4971 |
|
1.000 |
1.4638 |
|
0.618 |
1.4432 |
|
HIGH |
1.4099 |
|
0.618 |
1.3893 |
|
0.500 |
1.3830 |
|
0.382 |
1.3766 |
|
LOW |
1.3560 |
|
0.618 |
1.3227 |
|
1.000 |
1.3021 |
|
1.618 |
1.2688 |
|
2.618 |
1.2149 |
|
4.250 |
1.1269 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3975 |
1.3899 |
| PP |
1.3902 |
1.3749 |
| S1 |
1.3830 |
1.3600 |
|