CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3295 |
1.3894 |
0.0599 |
4.5% |
1.2609 |
| High |
1.4150 |
1.3974 |
-0.0176 |
-1.2% |
1.3232 |
| Low |
1.3214 |
1.3699 |
0.0485 |
3.7% |
1.2609 |
| Close |
1.4023 |
1.3769 |
-0.0254 |
-1.8% |
1.3072 |
| Range |
0.0936 |
0.0275 |
-0.0661 |
-70.6% |
0.0623 |
| ATR |
0.0236 |
0.0242 |
0.0006 |
2.7% |
0.0000 |
| Volume |
349 |
591 |
242 |
69.3% |
1,694 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4639 |
1.4479 |
1.3920 |
|
| R3 |
1.4364 |
1.4204 |
1.3845 |
|
| R2 |
1.4089 |
1.4089 |
1.3819 |
|
| R1 |
1.3929 |
1.3929 |
1.3794 |
1.3872 |
| PP |
1.3814 |
1.3814 |
1.3814 |
1.3785 |
| S1 |
1.3654 |
1.3654 |
1.3744 |
1.3597 |
| S2 |
1.3539 |
1.3539 |
1.3719 |
|
| S3 |
1.3264 |
1.3379 |
1.3693 |
|
| S4 |
1.2989 |
1.3104 |
1.3618 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4840 |
1.4579 |
1.3415 |
|
| R3 |
1.4217 |
1.3956 |
1.3243 |
|
| R2 |
1.3594 |
1.3594 |
1.3186 |
|
| R1 |
1.3333 |
1.3333 |
1.3129 |
1.3464 |
| PP |
1.2971 |
1.2971 |
1.2971 |
1.3036 |
| S1 |
1.2710 |
1.2710 |
1.3015 |
1.2841 |
| S2 |
1.2348 |
1.2348 |
1.2958 |
|
| S3 |
1.1725 |
1.2087 |
1.2901 |
|
| S4 |
1.1102 |
1.1464 |
1.2729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4150 |
1.2855 |
0.1295 |
9.4% |
0.0400 |
2.9% |
71% |
False |
False |
372 |
| 10 |
1.4150 |
1.2453 |
0.1697 |
12.3% |
0.0328 |
2.4% |
78% |
False |
False |
297 |
| 20 |
1.4150 |
1.2131 |
0.2019 |
14.7% |
0.0216 |
1.6% |
81% |
False |
False |
178 |
| 40 |
1.4150 |
1.1724 |
0.2426 |
17.6% |
0.0157 |
1.1% |
84% |
False |
False |
107 |
| 60 |
1.4150 |
1.1342 |
0.2808 |
20.4% |
0.0112 |
0.8% |
86% |
False |
False |
74 |
| 80 |
1.4150 |
1.1133 |
0.3017 |
21.9% |
0.0085 |
0.6% |
87% |
False |
False |
56 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
24.2% |
0.0070 |
0.5% |
89% |
False |
False |
46 |
| 120 |
1.4150 |
1.0611 |
0.3539 |
25.7% |
0.0058 |
0.4% |
89% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.5143 |
|
2.618 |
1.4694 |
|
1.618 |
1.4419 |
|
1.000 |
1.4249 |
|
0.618 |
1.4144 |
|
HIGH |
1.3974 |
|
0.618 |
1.3869 |
|
0.500 |
1.3837 |
|
0.382 |
1.3804 |
|
LOW |
1.3699 |
|
0.618 |
1.3529 |
|
1.000 |
1.3424 |
|
1.618 |
1.3254 |
|
2.618 |
1.2979 |
|
4.250 |
1.2530 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3837 |
1.3727 |
| PP |
1.3814 |
1.3684 |
| S1 |
1.3792 |
1.3642 |
|