CME Swiss Franc Future March 2012
Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.2570 |
1.2746 |
0.0176 |
1.4% |
1.3227 |
High |
1.2803 |
1.2746 |
-0.0057 |
-0.4% |
1.4099 |
Low |
1.2570 |
1.2746 |
0.0176 |
1.4% |
1.2957 |
Close |
1.2788 |
1.2746 |
-0.0042 |
-0.3% |
1.2957 |
Range |
0.0233 |
0.0000 |
-0.0233 |
-100.0% |
0.1142 |
ATR |
0.0188 |
0.0177 |
-0.0010 |
-5.5% |
0.0000 |
Volume |
1 |
52 |
51 |
5,100.0% |
42 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2746 |
1.2746 |
1.2746 |
|
R3 |
1.2746 |
1.2746 |
1.2746 |
|
R2 |
1.2746 |
1.2746 |
1.2746 |
|
R1 |
1.2746 |
1.2746 |
1.2746 |
1.2746 |
PP |
1.2746 |
1.2746 |
1.2746 |
1.2746 |
S1 |
1.2746 |
1.2746 |
1.2746 |
1.2746 |
S2 |
1.2746 |
1.2746 |
1.2746 |
|
S3 |
1.2746 |
1.2746 |
1.2746 |
|
S4 |
1.2746 |
1.2746 |
1.2746 |
|
|
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 |
1.2746 |
2.618 |
1.2746 |
1.618 |
1.2746 |
1.000 |
1.2746 |
0.618 |
1.2746 |
HIGH |
1.2746 |
0.618 |
1.2746 |
0.500 |
1.2746 |
0.382 |
1.2746 |
LOW |
1.2746 |
0.618 |
1.2746 |
1.000 |
1.2746 |
1.618 |
1.2746 |
2.618 |
1.2746 |
4.250 |
1.2746 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2746 |
1.2726 |
PP |
1.2746 |
1.2706 |
S1 |
1.2746 |
1.2687 |
|