CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2957 |
1.2670 |
-0.0287 |
-2.2% |
1.3227 |
| High |
1.2957 |
1.2895 |
-0.0062 |
-0.5% |
1.4099 |
| Low |
1.2957 |
1.2670 |
-0.0287 |
-2.2% |
1.2957 |
| Close |
1.2957 |
1.2821 |
-0.0136 |
-1.0% |
1.2957 |
| Range |
0.0000 |
0.0225 |
0.0225 |
|
0.1142 |
| ATR |
0.0180 |
0.0187 |
0.0008 |
4.3% |
0.0000 |
| Volume |
13 |
13 |
0 |
0.0% |
42 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3470 |
1.3371 |
1.2945 |
|
| R3 |
1.3245 |
1.3146 |
1.2883 |
|
| R2 |
1.3020 |
1.3020 |
1.2862 |
|
| R1 |
1.2921 |
1.2921 |
1.2842 |
1.2971 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2820 |
| S1 |
1.2696 |
1.2696 |
1.2800 |
1.2746 |
| S2 |
1.2570 |
1.2570 |
1.2780 |
|
| S3 |
1.2345 |
1.2471 |
1.2759 |
|
| S4 |
1.2120 |
1.2246 |
1.2697 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.6764 |
1.6002 |
1.3585 |
|
| R3 |
1.5622 |
1.4860 |
1.3271 |
|
| R2 |
1.4480 |
1.4480 |
1.3166 |
|
| R1 |
1.3718 |
1.3718 |
1.3062 |
1.3528 |
| PP |
1.3338 |
1.3338 |
1.3338 |
1.3243 |
| S1 |
1.2576 |
1.2576 |
1.2852 |
1.2386 |
| S2 |
1.2196 |
1.2196 |
1.2748 |
|
| S3 |
1.1054 |
1.1434 |
1.2643 |
|
| S4 |
0.9912 |
1.0292 |
1.2329 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3851 |
|
2.618 |
1.3484 |
|
1.618 |
1.3259 |
|
1.000 |
1.3120 |
|
0.618 |
1.3034 |
|
HIGH |
1.2895 |
|
0.618 |
1.2809 |
|
0.500 |
1.2783 |
|
0.382 |
1.2756 |
|
LOW |
1.2670 |
|
0.618 |
1.2531 |
|
1.000 |
1.2445 |
|
1.618 |
1.2306 |
|
2.618 |
1.2081 |
|
4.250 |
1.1714 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2808 |
1.2925 |
| PP |
1.2795 |
1.2890 |
| S1 |
1.2783 |
1.2856 |
|