CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 01-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2011 |
01-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2671 |
0.0196 |
1.6% |
1.2805 |
| High |
1.2475 |
1.2700 |
0.0225 |
1.8% |
1.2805 |
| Low |
1.2475 |
1.2671 |
0.0196 |
1.6% |
1.2481 |
| Close |
1.2510 |
1.2678 |
0.0168 |
1.3% |
1.2481 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0324 |
| ATR |
0.0137 |
0.0141 |
0.0004 |
2.8% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
60 |
|
| Daily Pivots for day following 01-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2770 |
1.2753 |
1.2694 |
|
| R3 |
1.2741 |
1.2724 |
1.2686 |
|
| R2 |
1.2712 |
1.2712 |
1.2683 |
|
| R1 |
1.2695 |
1.2695 |
1.2681 |
1.2704 |
| PP |
1.2683 |
1.2683 |
1.2683 |
1.2687 |
| S1 |
1.2666 |
1.2666 |
1.2675 |
1.2675 |
| S2 |
1.2654 |
1.2654 |
1.2673 |
|
| S3 |
1.2625 |
1.2637 |
1.2670 |
|
| S4 |
1.2596 |
1.2608 |
1.2662 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3561 |
1.3345 |
1.2659 |
|
| R3 |
1.3237 |
1.3021 |
1.2570 |
|
| R2 |
1.2913 |
1.2913 |
1.2540 |
|
| R1 |
1.2697 |
1.2697 |
1.2511 |
1.2643 |
| PP |
1.2589 |
1.2589 |
1.2589 |
1.2562 |
| S1 |
1.2373 |
1.2373 |
1.2451 |
1.2319 |
| S2 |
1.2265 |
1.2265 |
1.2422 |
|
| S3 |
1.1941 |
1.2049 |
1.2392 |
|
| S4 |
1.1617 |
1.1725 |
1.2303 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2823 |
|
2.618 |
1.2776 |
|
1.618 |
1.2747 |
|
1.000 |
1.2729 |
|
0.618 |
1.2718 |
|
HIGH |
1.2700 |
|
0.618 |
1.2689 |
|
0.500 |
1.2686 |
|
0.382 |
1.2682 |
|
LOW |
1.2671 |
|
0.618 |
1.2653 |
|
1.000 |
1.2642 |
|
1.618 |
1.2624 |
|
2.618 |
1.2595 |
|
4.250 |
1.2548 |
|
|
| Fisher Pivots for day following 01-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2686 |
1.2618 |
| PP |
1.2683 |
1.2558 |
| S1 |
1.2681 |
1.2498 |
|