CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 11-Aug-2011
Day Change Summary
Previous Current
10-Aug-2011 11-Aug-2011 Change Change % Previous Week
Open 1.3800 1.3179 -0.0621 -4.5% 1.2833
High 1.3800 1.3179 -0.0621 -4.5% 1.3225
Low 1.3800 1.3179 -0.0621 -4.5% 1.2833
Close 1.3800 1.3179 -0.0621 -4.5% 1.3091
Range
ATR 0.0142 0.0176 0.0034 24.1% 0.0000
Volume 13 13 0 0.0% 10
Daily Pivots for day following 11-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3179 1.3179 1.3179
R3 1.3179 1.3179 1.3179
R2 1.3179 1.3179 1.3179
R1 1.3179 1.3179 1.3179 1.3179
PP 1.3179 1.3179 1.3179 1.3179
S1 1.3179 1.3179 1.3179 1.3179
S2 1.3179 1.3179 1.3179
S3 1.3179 1.3179 1.3179
S4 1.3179 1.3179 1.3179
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 1.4099 1.3100 0.0999 7.6% 0.0133 1.0% 8% False False 6
10 1.4099 1.2713 0.1386 10.5% 0.0066 0.5% 34% False False 4
20 1.4099 1.2193 0.1906 14.5% 0.0035 0.3% 52% False False 3
40 1.4099 1.1797 0.2302 17.5% 0.0018 0.1% 60% False False 2
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 1.3179
2.618 1.3179
1.618 1.3179
1.000 1.3179
0.618 1.3179
HIGH 1.3179
0.618 1.3179
0.500 1.3179
0.382 1.3179
LOW 1.3179
0.618 1.3179
1.000 1.3179
1.618 1.3179
2.618 1.3179
4.250 1.3179
Fisher Pivots for day following 11-Aug-2011
Pivot 1 day 3 day
R1 1.3179 1.3639
PP 1.3179 1.3486
S1 1.3179 1.3332

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

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