CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 1.2673 1.2570 -0.0103 -0.8% 1.3227
High 1.2673 1.2803 0.0130 1.0% 1.4099
Low 1.2673 1.2570 -0.0103 -0.8% 1.2957
Close 1.2673 1.2788 0.0115 0.9% 1.2957
Range 0.0000 0.0233 0.0233 0.1142
ATR 0.0184 0.0188 0.0003 1.9% 0.0000
Volume 2 1 -1 -50.0% 42
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3419 1.3337 1.2916
R3 1.3186 1.3104 1.2852
R2 1.2953 1.2953 1.2831
R1 1.2871 1.2871 1.2809 1.2912
PP 1.2720 1.2720 1.2720 1.2741
S1 1.2638 1.2638 1.2767 1.2679
S2 1.2487 1.2487 1.2745
S3 1.2254 1.2405 1.2724
S4 1.2021 1.2172 1.2660
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 1.3179 1.2570 0.0609 4.8% 0.0092 0.7% 36% False True 8
10 1.4099 1.2570 0.1529 12.0% 0.0112 0.9% 14% False True 6
20 1.4099 1.2250 0.1849 14.5% 0.0056 0.4% 29% False False 4
40 1.4099 1.1810 0.2289 17.9% 0.0029 0.2% 43% False False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3793
2.618 1.3413
1.618 1.3180
1.000 1.3036
0.618 1.2947
HIGH 1.2803
0.618 1.2714
0.500 1.2687
0.382 1.2659
LOW 1.2570
0.618 1.2426
1.000 1.2337
1.618 1.2193
2.618 1.1960
4.250 1.1580
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 1.2754 1.2770
PP 1.2720 1.2751
S1 1.2687 1.2733

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

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