CME Swiss Franc Future December 2011
| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.2417 |
1.2288 |
-0.0129 |
-1.0% |
1.2735 |
| High |
1.2440 |
1.2360 |
-0.0080 |
-0.6% |
1.2809 |
| Low |
1.2200 |
1.2200 |
0.0000 |
0.0% |
1.2314 |
| Close |
1.2312 |
1.2238 |
-0.0074 |
-0.6% |
1.2440 |
| Range |
0.0240 |
0.0160 |
-0.0080 |
-33.3% |
0.0495 |
| ATR |
0.0246 |
0.0240 |
-0.0006 |
-2.5% |
0.0000 |
| Volume |
264 |
711 |
447 |
169.3% |
1,189 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2746 |
1.2652 |
1.2326 |
|
| R3 |
1.2586 |
1.2492 |
1.2282 |
|
| R2 |
1.2426 |
1.2426 |
1.2267 |
|
| R1 |
1.2332 |
1.2332 |
1.2253 |
1.2299 |
| PP |
1.2266 |
1.2266 |
1.2266 |
1.2250 |
| S1 |
1.2172 |
1.2172 |
1.2223 |
1.2139 |
| S2 |
1.2106 |
1.2106 |
1.2209 |
|
| S3 |
1.1946 |
1.2012 |
1.2194 |
|
| S4 |
1.1786 |
1.1852 |
1.2150 |
|
|
| 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 |
1.2763 |
1.2200 |
0.0563 |
4.6% |
0.0207 |
1.7% |
7% |
False |
True |
372 |
| 10 |
1.2858 |
1.2200 |
0.0658 |
5.4% |
0.0186 |
1.5% |
6% |
False |
True |
321 |
| 20 |
1.4150 |
1.2200 |
0.1950 |
15.9% |
0.0295 |
2.4% |
2% |
False |
True |
431 |
| 40 |
1.4150 |
1.1770 |
0.2380 |
19.4% |
0.0215 |
1.8% |
20% |
False |
False |
255 |
| 60 |
1.4150 |
1.1724 |
0.2426 |
19.8% |
0.0171 |
1.4% |
21% |
False |
False |
181 |
| 80 |
1.4150 |
1.1180 |
0.2970 |
24.3% |
0.0130 |
1.1% |
36% |
False |
False |
137 |
| 100 |
1.4150 |
1.0963 |
0.3187 |
26.0% |
0.0105 |
0.9% |
40% |
False |
False |
110 |
| 120 |
1.4150 |
1.0779 |
0.3371 |
27.5% |
0.0088 |
0.7% |
43% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3040 |
|
2.618 |
1.2779 |
|
1.618 |
1.2619 |
|
1.000 |
1.2520 |
|
0.618 |
1.2459 |
|
HIGH |
1.2360 |
|
0.618 |
1.2299 |
|
0.500 |
1.2280 |
|
0.382 |
1.2261 |
|
LOW |
1.2200 |
|
0.618 |
1.2101 |
|
1.000 |
1.2040 |
|
1.618 |
1.1941 |
|
2.618 |
1.1781 |
|
4.250 |
1.1520 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.2280 |
1.2455 |
| PP |
1.2266 |
1.2382 |
| S1 |
1.2252 |
1.2310 |
|