CME Swiss Franc Future December 2011


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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
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0047
Narrowest range in 2 trading days
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

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

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