CME Swiss Franc Future December 2011
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 |
1.2615 |
1.2742 |
0.0127 |
1.0% |
1.3205 |
High |
1.2811 |
1.2748 |
-0.0063 |
-0.5% |
1.4150 |
Low |
1.2524 |
1.2592 |
0.0068 |
0.5% |
1.2897 |
Close |
1.2745 |
1.2697 |
-0.0048 |
-0.4% |
1.2928 |
Range |
0.0287 |
0.0156 |
-0.0131 |
-45.6% |
0.1253 |
ATR |
0.0295 |
0.0285 |
-0.0010 |
-3.4% |
0.0000 |
Volume |
202 |
536 |
334 |
165.3% |
3,209 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3147 |
1.3078 |
1.2783 |
|
R3 |
1.2991 |
1.2922 |
1.2740 |
|
R2 |
1.2835 |
1.2835 |
1.2726 |
|
R1 |
1.2766 |
1.2766 |
1.2711 |
1.2723 |
PP |
1.2679 |
1.2679 |
1.2679 |
1.2657 |
S1 |
1.2610 |
1.2610 |
1.2683 |
1.2567 |
S2 |
1.2523 |
1.2523 |
1.2668 |
|
S3 |
1.2367 |
1.2454 |
1.2654 |
|
S4 |
1.2211 |
1.2298 |
1.2611 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.7084 |
1.6259 |
1.3617 |
|
R3 |
1.5831 |
1.5006 |
1.3273 |
|
R2 |
1.4578 |
1.4578 |
1.3158 |
|
R1 |
1.3753 |
1.3753 |
1.3043 |
1.3539 |
PP |
1.3325 |
1.3325 |
1.3325 |
1.3218 |
S1 |
1.2500 |
1.2500 |
1.2813 |
1.2286 |
S2 |
1.2072 |
1.2072 |
1.2698 |
|
S3 |
1.0819 |
1.1247 |
1.2583 |
|
S4 |
0.9566 |
0.9994 |
1.2239 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3295 |
1.2524 |
0.0771 |
6.1% |
0.0295 |
2.3% |
22% |
False |
False |
618 |
10 |
1.4150 |
1.2524 |
0.1626 |
12.8% |
0.0397 |
3.1% |
11% |
False |
False |
558 |
20 |
1.4150 |
1.2151 |
0.1999 |
15.7% |
0.0295 |
2.3% |
27% |
False |
False |
370 |
40 |
1.4150 |
1.1770 |
0.2380 |
18.7% |
0.0201 |
1.6% |
39% |
False |
False |
203 |
60 |
1.4150 |
1.1477 |
0.2673 |
21.1% |
0.0149 |
1.2% |
46% |
False |
False |
141 |
80 |
1.4150 |
1.1180 |
0.2970 |
23.4% |
0.0113 |
0.9% |
51% |
False |
False |
107 |
100 |
1.4150 |
1.0821 |
0.3329 |
26.2% |
0.0092 |
0.7% |
56% |
False |
False |
86 |
120 |
1.4150 |
1.0705 |
0.3445 |
27.1% |
0.0077 |
0.6% |
58% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3411 |
2.618 |
1.3156 |
1.618 |
1.3000 |
1.000 |
1.2904 |
0.618 |
1.2844 |
HIGH |
1.2748 |
0.618 |
1.2688 |
0.500 |
1.2670 |
0.382 |
1.2652 |
LOW |
1.2592 |
0.618 |
1.2496 |
1.000 |
1.2436 |
1.618 |
1.2340 |
2.618 |
1.2184 |
4.250 |
1.1929 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.2688 |
1.2721 |
PP |
1.2679 |
1.2713 |
S1 |
1.2670 |
1.2705 |
|