CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 1.2957 1.2670 -0.0287 -2.2% 1.3227
High 1.2957 1.2895 -0.0062 -0.5% 1.4099
Low 1.2957 1.2670 -0.0287 -2.2% 1.2957
Close 1.2957 1.2821 -0.0136 -1.0% 1.2957
Range 0.0000 0.0225 0.0225 0.1142
ATR 0.0180 0.0187 0.0008 4.3% 0.0000
Volume 13 13 0 0.0% 42
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3470 1.3371 1.2945
R3 1.3245 1.3146 1.2883
R2 1.3020 1.3020 1.2862
R1 1.2921 1.2921 1.2842 1.2971
PP 1.2795 1.2795 1.2795 1.2820
S1 1.2696 1.2696 1.2800 1.2746
S2 1.2570 1.2570 1.2780
S3 1.2345 1.2471 1.2759
S4 1.2120 1.2246 1.2697
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6764 1.6002 1.3585
R3 1.5622 1.4860 1.3271
R2 1.4480 1.4480 1.3166
R1 1.3718 1.3718 1.3062 1.3528
PP 1.3338 1.3338 1.3338 1.3243
S1 1.2576 1.2576 1.2852 1.2386
S2 1.2196 1.2196 1.2748
S3 1.1054 1.1434 1.2643
S4 0.9912 1.0292 1.2329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4099 1.2670 0.1429 11.1% 0.0153 1.2% 11% False True 10
10 1.4099 1.2670 0.1429 11.1% 0.0089 0.7% 11% False True 6
20 1.4099 1.2193 0.1906 14.9% 0.0046 0.4% 33% False False 4
40 1.4099 1.1810 0.2289 17.9% 0.0023 0.2% 44% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3851
2.618 1.3484
1.618 1.3259
1.000 1.3120
0.618 1.3034
HIGH 1.2895
0.618 1.2809
0.500 1.2783
0.382 1.2756
LOW 1.2670
0.618 1.2531
1.000 1.2445
1.618 1.2306
2.618 1.2081
4.250 1.1714
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 1.2808 1.2925
PP 1.2795 1.2890
S1 1.2783 1.2856

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

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