CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2673 |
1.2570 |
-0.0103 |
-0.8% |
1.3227 |
| High |
1.2673 |
1.2803 |
0.0130 |
1.0% |
1.4099 |
| Low |
1.2673 |
1.2570 |
-0.0103 |
-0.8% |
1.2957 |
| Close |
1.2673 |
1.2788 |
0.0115 |
0.9% |
1.2957 |
| Range |
0.0000 |
0.0233 |
0.0233 |
|
0.1142 |
| ATR |
0.0184 |
0.0188 |
0.0003 |
1.9% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
42 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3419 |
1.3337 |
1.2916 |
|
| R3 |
1.3186 |
1.3104 |
1.2852 |
|
| R2 |
1.2953 |
1.2953 |
1.2831 |
|
| R1 |
1.2871 |
1.2871 |
1.2809 |
1.2912 |
| PP |
1.2720 |
1.2720 |
1.2720 |
1.2741 |
| S1 |
1.2638 |
1.2638 |
1.2767 |
1.2679 |
| S2 |
1.2487 |
1.2487 |
1.2745 |
|
| S3 |
1.2254 |
1.2405 |
1.2724 |
|
| S4 |
1.2021 |
1.2172 |
1.2660 |
|
|
| 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 |
1.3793 |
|
2.618 |
1.3413 |
|
1.618 |
1.3180 |
|
1.000 |
1.3036 |
|
0.618 |
1.2947 |
|
HIGH |
1.2803 |
|
0.618 |
1.2714 |
|
0.500 |
1.2687 |
|
0.382 |
1.2659 |
|
LOW |
1.2570 |
|
0.618 |
1.2426 |
|
1.000 |
1.2337 |
|
1.618 |
1.2193 |
|
2.618 |
1.1960 |
|
4.250 |
1.1580 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2754 |
1.2770 |
| PP |
1.2720 |
1.2751 |
| S1 |
1.2687 |
1.2733 |
|