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CME Swiss Franc Future March 2012


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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
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3225 1.2833 0.0392 3.0% 0.0025 0.2% 66% True False 2
10 1.3225 1.2436 0.0789 6.0% 0.0013 0.1% 83% True False 2
20 1.3225 1.2010 0.1215 9.3% 0.0008 0.1% 89% True False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 37 trading days
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

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

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