CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2660 |
1.2735 |
0.0075 |
0.6% |
1.2844 |
| High |
1.2858 |
1.2809 |
-0.0049 |
-0.4% |
1.2918 |
| Low |
1.2660 |
1.2720 |
0.0060 |
0.5% |
1.2524 |
| Close |
1.2769 |
1.2726 |
-0.0043 |
-0.3% |
1.2769 |
| Range |
0.0198 |
0.0089 |
-0.0109 |
-55.1% |
0.0394 |
| ATR |
0.0279 |
0.0265 |
-0.0014 |
-4.9% |
0.0000 |
| Volume |
314 |
185 |
-129 |
-41.1% |
2,304 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2961 |
1.2775 |
|
| R3 |
1.2930 |
1.2872 |
1.2750 |
|
| R2 |
1.2841 |
1.2841 |
1.2742 |
|
| R1 |
1.2783 |
1.2783 |
1.2734 |
1.2768 |
| PP |
1.2752 |
1.2752 |
1.2752 |
1.2744 |
| S1 |
1.2694 |
1.2694 |
1.2718 |
1.2679 |
| S2 |
1.2663 |
1.2663 |
1.2710 |
|
| S3 |
1.2574 |
1.2605 |
1.2702 |
|
| S4 |
1.2485 |
1.2516 |
1.2677 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3919 |
1.3738 |
1.2986 |
|
| R3 |
1.3525 |
1.3344 |
1.2877 |
|
| R2 |
1.3131 |
1.3131 |
1.2841 |
|
| R1 |
1.2950 |
1.2950 |
1.2805 |
1.2844 |
| PP |
1.2737 |
1.2737 |
1.2737 |
1.2684 |
| S1 |
1.2556 |
1.2556 |
1.2733 |
1.2450 |
| S2 |
1.2343 |
1.2343 |
1.2697 |
|
| S3 |
1.1949 |
1.2162 |
1.2661 |
|
| S4 |
1.1555 |
1.1768 |
1.2552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2918 |
1.2524 |
0.0394 |
3.1% |
0.0208 |
1.6% |
51% |
False |
False |
309 |
| 10 |
1.4150 |
1.2524 |
0.1626 |
12.8% |
0.0374 |
2.9% |
12% |
False |
False |
546 |
| 20 |
1.4150 |
1.2453 |
0.1697 |
13.3% |
0.0294 |
2.3% |
16% |
False |
False |
386 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
18.7% |
0.0203 |
1.6% |
40% |
False |
False |
208 |
| 60 |
1.4150 |
1.1724 |
0.2426 |
19.1% |
0.0154 |
1.2% |
41% |
False |
False |
149 |
| 80 |
1.4150 |
1.1180 |
0.2970 |
23.3% |
0.0116 |
0.9% |
52% |
False |
False |
113 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
26.2% |
0.0095 |
0.7% |
57% |
False |
False |
90 |
| 120 |
1.4150 |
1.0705 |
0.3445 |
27.1% |
0.0079 |
0.6% |
59% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3187 |
|
2.618 |
1.3042 |
|
1.618 |
1.2953 |
|
1.000 |
1.2898 |
|
0.618 |
1.2864 |
|
HIGH |
1.2809 |
|
0.618 |
1.2775 |
|
0.500 |
1.2765 |
|
0.382 |
1.2754 |
|
LOW |
1.2720 |
|
0.618 |
1.2665 |
|
1.000 |
1.2631 |
|
1.618 |
1.2576 |
|
2.618 |
1.2487 |
|
4.250 |
1.2342 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2765 |
1.2726 |
| PP |
1.2752 |
1.2725 |
| S1 |
1.2739 |
1.2725 |
|