CME Swiss Franc Future December 2011


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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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0054
Narrowest range in 17 trading days
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

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

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