CME Swiss Franc Future March 2012

Trading Metrics calculated at close of trading on 08-Jul-2011

Day Change Summary
	Previous	Current
	07-Jul-2011	08-Jul-2011	Change	Change %	Previous Week
Open	1.1863	1.1982	0.0119	1.0%	1.1929
High	1.1863	1.1982	0.0119	1.0%	1.1982
Low	1.1863	1.1982	0.0119	1.0%	1.1863
Close	1.1863	1.1982	0.0119	1.0%	1.1982
Range
ATR	0.0045	0.0050	0.0005	11.8%	0.0000
Volume	1	1	0	0.0%	4

Daily Pivots for day following 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.1982	1.1982	1.1982
R3	1.1982	1.1982	1.1982
R2	1.1982	1.1982	1.1982
R1	1.1982	1.1982	1.1982	1.1982
PP	1.1982	1.1982	1.1982	1.1982
S1	1.1982	1.1982	1.1982	1.1982
S2	1.1982	1.1982	1.1982
S3	1.1982	1.1982	1.1982
S4	1.1982	1.1982	1.1982

Weekly Pivots for week ending 08-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	1.2299	1.2260	1.2047
R3	1.2180	1.2141	1.2015
R2	1.2061	1.2061	1.2004
R1	1.2022	1.2022	1.1993	1.2042
PP	1.1942	1.1942	1.1942	1.1952
S1	1.1903	1.1903	1.1971	1.1923
S2	1.1823	1.1823	1.1960
S3	1.1704	1.1784	1.1949
S4	1.1585	1.1665	1.1917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1982	1.1810	0.0172	1.4%	0.0000	0.0%	100%	True	False	1
10	1.2054	1.1810	0.0244	2.0%	0.0000	0.0%	70%	False	False	1

Crabel Price Patterns
NR	False
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	0.0000

Fibonacci Retracements and Extensions
4.250	1.1982
2.618	1.1982
1.618	1.1982
1.000	1.1982
0.618	1.1982
HIGH	1.1982
0.618	1.1982
0.500	1.1982
0.382	1.1982
LOW	1.1982
0.618	1.1982
1.000	1.1982
1.618	1.1982
2.618	1.1982
4.250	1.1982

Fisher Pivots for day following 08-Jul-2011
Pivot	1 day	3 day
R1	1.1982	1.1962
PP	1.1982	1.1942
S1	1.1982	1.1923

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols