CME Swiss Franc Future March 2012
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1.3075 |
1.3100 |
0.0025 |
0.2% |
1.2833 |
| High |
1.3075 |
1.3225 |
0.0150 |
1.1% |
1.3225 |
| Low |
1.3075 |
1.3100 |
0.0025 |
0.2% |
1.2833 |
| Close |
1.3075 |
1.3091 |
0.0016 |
0.1% |
1.3091 |
| Range |
0.0000 |
0.0125 |
0.0125 |
|
0.0392 |
| ATR |
0.0072 |
0.0078 |
0.0006 |
7.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3514 |
1.3427 |
1.3160 |
|
| R3 |
1.3389 |
1.3302 |
1.3125 |
|
| R2 |
1.3264 |
1.3264 |
1.3114 |
|
| R1 |
1.3177 |
1.3177 |
1.3102 |
1.3158 |
| PP |
1.3139 |
1.3139 |
1.3139 |
1.3129 |
| S1 |
1.3052 |
1.3052 |
1.3080 |
1.3033 |
| S2 |
1.3014 |
1.3014 |
1.3068 |
|
| S3 |
1.2889 |
1.2927 |
1.3057 |
|
| S4 |
1.2764 |
1.2802 |
1.3022 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4226 |
1.4050 |
1.3307 |
|
| R3 |
1.3834 |
1.3658 |
1.3199 |
|
| R2 |
1.3442 |
1.3442 |
1.3163 |
|
| R1 |
1.3266 |
1.3266 |
1.3127 |
1.3354 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3094 |
| S1 |
1.2874 |
1.2874 |
1.3055 |
1.2962 |
| S2 |
1.2658 |
1.2658 |
1.3019 |
|
| S3 |
1.2266 |
1.2482 |
1.2983 |
|
| S4 |
1.1874 |
1.2090 |
1.2875 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3756 |
|
2.618 |
1.3552 |
|
1.618 |
1.3427 |
|
1.000 |
1.3350 |
|
0.618 |
1.3302 |
|
HIGH |
1.3225 |
|
0.618 |
1.3177 |
|
0.500 |
1.3163 |
|
0.382 |
1.3148 |
|
LOW |
1.3100 |
|
0.618 |
1.3023 |
|
1.000 |
1.2975 |
|
1.618 |
1.2898 |
|
2.618 |
1.2773 |
|
4.250 |
1.2569 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.3163 |
1.3149 |
| PP |
1.3139 |
1.3129 |
| S1 |
1.3115 |
1.3110 |
|