CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2669 |
1.2630 |
-0.0039 |
-0.3% |
1.2844 |
| High |
1.2763 |
1.2683 |
-0.0080 |
-0.6% |
1.2918 |
| Low |
1.2634 |
1.2570 |
-0.0064 |
-0.5% |
1.2524 |
| Close |
1.2653 |
1.2639 |
-0.0014 |
-0.1% |
1.2769 |
| Range |
0.0129 |
0.0113 |
-0.0016 |
-12.4% |
0.0394 |
| ATR |
0.0244 |
0.0235 |
-0.0009 |
-3.8% |
0.0000 |
| Volume |
72 |
474 |
402 |
558.3% |
2,304 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2970 |
1.2917 |
1.2701 |
|
| R3 |
1.2857 |
1.2804 |
1.2670 |
|
| R2 |
1.2744 |
1.2744 |
1.2660 |
|
| R1 |
1.2691 |
1.2691 |
1.2649 |
1.2718 |
| PP |
1.2631 |
1.2631 |
1.2631 |
1.2644 |
| S1 |
1.2578 |
1.2578 |
1.2629 |
1.2605 |
| S2 |
1.2518 |
1.2518 |
1.2618 |
|
| S3 |
1.2405 |
1.2465 |
1.2608 |
|
| S4 |
1.2292 |
1.2352 |
1.2577 |
|
|
| 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 |
1.2858 |
1.2570 |
0.0288 |
2.3% |
0.0125 |
1.0% |
24% |
False |
True |
232 |
| 10 |
1.3295 |
1.2524 |
0.0771 |
6.1% |
0.0210 |
1.7% |
15% |
False |
False |
425 |
| 20 |
1.4150 |
1.2490 |
0.1660 |
13.1% |
0.0304 |
2.4% |
9% |
False |
False |
407 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
18.8% |
0.0205 |
1.6% |
37% |
False |
False |
223 |
| 60 |
1.4150 |
1.1724 |
0.2426 |
19.2% |
0.0160 |
1.3% |
38% |
False |
False |
160 |
| 80 |
1.4150 |
1.1180 |
0.2970 |
23.5% |
0.0120 |
0.9% |
49% |
False |
False |
121 |
| 100 |
1.4150 |
1.0821 |
0.3329 |
26.3% |
0.0098 |
0.8% |
55% |
False |
False |
97 |
| 120 |
1.4150 |
1.0705 |
0.3445 |
27.3% |
0.0082 |
0.6% |
56% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3163 |
|
2.618 |
1.2979 |
|
1.618 |
1.2866 |
|
1.000 |
1.2796 |
|
0.618 |
1.2753 |
|
HIGH |
1.2683 |
|
0.618 |
1.2640 |
|
0.500 |
1.2627 |
|
0.382 |
1.2613 |
|
LOW |
1.2570 |
|
0.618 |
1.2500 |
|
1.000 |
1.2457 |
|
1.618 |
1.2387 |
|
2.618 |
1.2274 |
|
4.250 |
1.2090 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2635 |
1.2675 |
| PP |
1.2631 |
1.2663 |
| S1 |
1.2627 |
1.2651 |
|