CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2661 |
1.2417 |
-0.0244 |
-1.9% |
1.2735 |
| High |
1.2709 |
1.2440 |
-0.0269 |
-2.1% |
1.2809 |
| Low |
1.2314 |
1.2200 |
-0.0114 |
-0.9% |
1.2314 |
| Close |
1.2440 |
1.2312 |
-0.0128 |
-1.0% |
1.2440 |
| Range |
0.0395 |
0.0240 |
-0.0155 |
-39.2% |
0.0495 |
| ATR |
0.0246 |
0.0246 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
343 |
264 |
-79 |
-23.0% |
1,189 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3037 |
1.2915 |
1.2444 |
|
| R3 |
1.2797 |
1.2675 |
1.2378 |
|
| R2 |
1.2557 |
1.2557 |
1.2356 |
|
| R1 |
1.2435 |
1.2435 |
1.2334 |
1.2376 |
| PP |
1.2317 |
1.2317 |
1.2317 |
1.2288 |
| S1 |
1.2195 |
1.2195 |
1.2290 |
1.2136 |
| S2 |
1.2077 |
1.2077 |
1.2268 |
|
| S3 |
1.1837 |
1.1955 |
1.2246 |
|
| S4 |
1.1597 |
1.1715 |
1.2180 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4006 |
1.3718 |
1.2712 |
|
| R3 |
1.3511 |
1.3223 |
1.2576 |
|
| R2 |
1.3016 |
1.3016 |
1.2531 |
|
| R1 |
1.2728 |
1.2728 |
1.2485 |
1.2625 |
| PP |
1.2521 |
1.2521 |
1.2521 |
1.2469 |
| S1 |
1.2233 |
1.2233 |
1.2395 |
1.2130 |
| S2 |
1.2026 |
1.2026 |
1.2349 |
|
| S3 |
1.1531 |
1.1738 |
1.2304 |
|
| S4 |
1.1036 |
1.1243 |
1.2168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2779 |
1.2200 |
0.0579 |
4.7% |
0.0194 |
1.6% |
19% |
False |
True |
253 |
| 10 |
1.2918 |
1.2200 |
0.0718 |
5.8% |
0.0201 |
1.6% |
16% |
False |
True |
281 |
| 20 |
1.4150 |
1.2200 |
0.1950 |
15.8% |
0.0306 |
2.5% |
6% |
False |
True |
423 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
19.3% |
0.0214 |
1.7% |
23% |
False |
False |
237 |
| 60 |
1.4150 |
1.1724 |
0.2426 |
19.7% |
0.0168 |
1.4% |
24% |
False |
False |
170 |
| 80 |
1.4150 |
1.1180 |
0.2970 |
24.1% |
0.0128 |
1.0% |
38% |
False |
False |
128 |
| 100 |
1.4150 |
1.0935 |
0.3215 |
26.1% |
0.0104 |
0.8% |
43% |
False |
False |
103 |
| 120 |
1.4150 |
1.0748 |
0.3402 |
27.6% |
0.0087 |
0.7% |
46% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3460 |
|
2.618 |
1.3068 |
|
1.618 |
1.2828 |
|
1.000 |
1.2680 |
|
0.618 |
1.2588 |
|
HIGH |
1.2440 |
|
0.618 |
1.2348 |
|
0.500 |
1.2320 |
|
0.382 |
1.2292 |
|
LOW |
1.2200 |
|
0.618 |
1.2052 |
|
1.000 |
1.1960 |
|
1.618 |
1.1812 |
|
2.618 |
1.1572 |
|
4.250 |
1.1180 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2320 |
1.2455 |
| PP |
1.2317 |
1.2407 |
| S1 |
1.2315 |
1.2360 |
|