CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 1.1499 1.1527 0.0028 0.2% 1.1850
High 1.1499 1.1527 0.0028 0.2% 1.1850
Low 1.1499 1.1527 0.0028 0.2% 1.1499
Close 1.1499 1.1376 -0.0123 -1.1% 1.1376
Range
ATR 0.0190 0.0178 -0.0012 -6.1% 0.0000
Volume 9 500 491 5,455.6% 517
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1477 1.1426 1.1376
R3 1.1477 1.1426 1.1376
R2 1.1477 1.1477 1.1376
R1 1.1426 1.1426 1.1376 1.1452
PP 1.1477 1.1477 1.1477 1.1489
S1 1.1426 1.1426 1.1376 1.1452
S2 1.1477 1.1477 1.1376
S3 1.1477 1.1426 1.1376
S4 1.1477 1.1426 1.1376
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2628 1.2353 1.1569
R3 1.2277 1.2002 1.1473
R2 1.1926 1.1926 1.1440
R1 1.1651 1.1651 1.1408 1.1613
PP 1.1575 1.1575 1.1575 1.1556
S1 1.1300 1.1300 1.1344 1.1262
S2 1.1224 1.1224 1.1312
S3 1.0873 1.0949 1.1279
S4 1.0522 1.0598 1.1183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2850 1.1499 0.1351 11.9% 0.0001 0.0% -9% False False 104
10 1.2850 1.1499 0.1351 11.9% 0.0003 0.0% -9% False False 52
20 1.2957 1.1499 0.1458 12.8% 0.0025 0.2% -8% False False 36
40 1.4099 1.1499 0.2600 22.9% 0.0030 0.3% -5% False False 19
60 1.4099 1.1499 0.2600 22.9% 0.0020 0.2% -5% False False 13
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 1.1527
2.618 1.1527
1.618 1.1527
1.000 1.1527
0.618 1.1527
HIGH 1.1527
0.618 1.1527
0.500 1.1527
0.382 1.1527
LOW 1.1527
0.618 1.1527
1.000 1.1527
1.618 1.1527
2.618 1.1527
4.250 1.1527
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 1.1527 1.1617
PP 1.1477 1.1536
S1 1.1426 1.1456

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

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