CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 01-Sep-2011
Day Change Summary
Previous Current
31-Aug-2011 01-Sep-2011 Change Change % Previous Week
Open 1.2475 1.2671 0.0196 1.6% 1.2805
High 1.2475 1.2700 0.0225 1.8% 1.2805
Low 1.2475 1.2671 0.0196 1.6% 1.2481
Close 1.2510 1.2678 0.0168 1.3% 1.2481
Range 0.0000 0.0029 0.0029 0.0324
ATR 0.0137 0.0141 0.0004 2.8% 0.0000
Volume 1 2 1 100.0% 60
Daily Pivots for day following 01-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2770 1.2753 1.2694
R3 1.2741 1.2724 1.2686
R2 1.2712 1.2712 1.2683
R1 1.2695 1.2695 1.2681 1.2704
PP 1.2683 1.2683 1.2683 1.2687
S1 1.2666 1.2666 1.2675 1.2675
S2 1.2654 1.2654 1.2673
S3 1.2625 1.2637 1.2670
S4 1.2596 1.2608 1.2662
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3561 1.3345 1.2659
R3 1.3237 1.3021 1.2570
R2 1.2913 1.2913 1.2540
R1 1.2697 1.2697 1.2511 1.2643
PP 1.2589 1.2589 1.2589 1.2562
S1 1.2373 1.2373 1.2451 1.2319
S2 1.2265 1.2265 1.2422
S3 1.1941 1.2049 1.2392
S4 1.1617 1.1725 1.2303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2700 1.2296 0.0404 3.2% 0.0006 0.0% 95% True False 1
10 1.2817 1.2296 0.0521 4.1% 0.0003 0.0% 73% False False 11
20 1.4099 1.2296 0.1803 14.2% 0.0058 0.5% 21% False False 11
40 1.4099 1.1982 0.2117 16.7% 0.0030 0.2% 33% False False 6
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 11 trading days
Fibonacci Retracements and Extensions
4.250 1.2823
2.618 1.2776
1.618 1.2747
1.000 1.2729
0.618 1.2718
HIGH 1.2700
0.618 1.2689
0.500 1.2686
0.382 1.2682
LOW 1.2671
0.618 1.2653
1.000 1.2642
1.618 1.2624
2.618 1.2595
4.250 1.2548
Fisher Pivots for day following 01-Sep-2011
Pivot 1 day 3 day
R1 1.2686 1.2618
PP 1.2683 1.2558
S1 1.2681 1.2498

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

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