CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 02-Sep-2011
Day Change Summary
Previous Current
01-Sep-2011 02-Sep-2011 Change Change % Previous Week
Open 1.2671 1.2850 0.0179 1.4% 1.2353
High 1.2700 1.2850 0.0150 1.2% 1.2850
Low 1.2671 1.2846 0.0175 1.4% 1.2296
Close 1.2678 1.2772 0.0094 0.7% 1.2772
Range 0.0029 0.0004 -0.0025 -86.2% 0.0554
ATR 0.0141 0.0143 0.0002 1.6% 0.0000
Volume 2 3 1 50.0% 10
Daily Pivots for day following 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2835 1.2807 1.2774
R3 1.2831 1.2803 1.2773
R2 1.2827 1.2827 1.2773
R1 1.2799 1.2799 1.2772 1.2811
PP 1.2823 1.2823 1.2823 1.2829
S1 1.2795 1.2795 1.2772 1.2807
S2 1.2819 1.2819 1.2771
S3 1.2815 1.2791 1.2771
S4 1.2811 1.2787 1.2770
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4301 1.4091 1.3077
R3 1.3747 1.3537 1.2924
R2 1.3193 1.3193 1.2874
R1 1.2983 1.2983 1.2823 1.3088
PP 1.2639 1.2639 1.2639 1.2692
S1 1.2429 1.2429 1.2721 1.2534
S2 1.2085 1.2085 1.2670
S3 1.1531 1.1875 1.2620
S4 1.0977 1.1321 1.2467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2850 1.2296 0.0554 4.3% 0.0007 0.1% 86% True False 2
10 1.2850 1.2296 0.0554 4.3% 0.0003 0.0% 86% True False 7
20 1.4099 1.2296 0.1803 14.1% 0.0052 0.4% 26% False False 11
40 1.4099 1.2010 0.2089 16.4% 0.0030 0.2% 36% False False 6
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2867
2.618 1.2860
1.618 1.2856
1.000 1.2854
0.618 1.2852
HIGH 1.2850
0.618 1.2848
0.500 1.2848
0.382 1.2848
LOW 1.2846
0.618 1.2844
1.000 1.2842
1.618 1.2840
2.618 1.2836
4.250 1.2829
Fisher Pivots for day following 02-Sep-2011
Pivot 1 day 3 day
R1 1.2848 1.2736
PP 1.2823 1.2699
S1 1.2797 1.2663

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

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