CME Swiss Franc Future September 2011


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Trading Metrics calculated at close of trading on 19-Aug-2011
Day Change Summary
Previous Current
18-Aug-2011 19-Aug-2011 Change Change % Previous Week
Open 1.2685 1.2607 -0.0078 -0.6% 1.2805
High 1.2750 1.2830 0.0080 0.6% 1.2898
Low 1.2531 1.2580 0.0049 0.4% 1.2488
Close 1.2636 1.2713 0.0077 0.6% 1.2713
Range 0.0219 0.0250 0.0031 14.2% 0.0410
ATR 0.0313 0.0308 -0.0004 -1.4% 0.0000
Volume 28,940 23,832 -5,108 -17.7% 174,676
Daily Pivots for day following 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3458 1.3335 1.2851
R3 1.3208 1.3085 1.2782
R2 1.2958 1.2958 1.2759
R1 1.2835 1.2835 1.2736 1.2897
PP 1.2708 1.2708 1.2708 1.2738
S1 1.2585 1.2585 1.2690 1.2647
S2 1.2458 1.2458 1.2667
S3 1.2208 1.2335 1.2644
S4 1.1958 1.2085 1.2576
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3930 1.3731 1.2939
R3 1.3520 1.3321 1.2826
R2 1.3110 1.3110 1.2788
R1 1.2911 1.2911 1.2751 1.2806
PP 1.2700 1.2700 1.2700 1.2647
S1 1.2501 1.2501 1.2675 1.2396
S2 1.2290 1.2290 1.2638
S3 1.1880 1.2091 1.2600
S4 1.1470 1.1681 1.2488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2898 1.2488 0.0410 3.2% 0.0293 2.3% 55% False False 34,935
10 1.4167 1.2488 0.1679 13.2% 0.0430 3.4% 13% False False 52,458
20 1.4167 1.2228 0.1939 15.3% 0.0335 2.6% 25% False False 53,112
40 1.4167 1.1731 0.2436 19.2% 0.0244 1.9% 40% False False 49,857
60 1.4167 1.1468 0.2699 21.2% 0.0202 1.6% 46% False False 41,525
80 1.4167 1.1195 0.2972 23.4% 0.0179 1.4% 51% False False 31,176
100 1.4167 1.0725 0.3442 27.1% 0.0158 1.2% 58% False False 24,946
120 1.4167 1.0696 0.3471 27.3% 0.0136 1.1% 58% False False 20,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0085
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3893
2.618 1.3485
1.618 1.3235
1.000 1.3080
0.618 1.2985
HIGH 1.2830
0.618 1.2735
0.500 1.2705
0.382 1.2676
LOW 1.2580
0.618 1.2426
1.000 1.2330
1.618 1.2176
2.618 1.1926
4.250 1.1518
Fisher Pivots for day following 19-Aug-2011
Pivot 1 day 3 day
R1 1.2710 1.2695
PP 1.2708 1.2677
S1 1.2705 1.2659

These figures are updated between 7pm and 10pm EST after a trading day.

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