CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 1.1321 1.1462 0.0141 1.2% 1.1850
High 1.1364 1.1462 0.0098 0.9% 1.1850
Low 1.1321 1.1459 0.0138 1.2% 1.1499
Close 1.1346 1.1458 0.0112 1.0% 1.1376
Range 0.0043 0.0003 -0.0040 -93.0% 0.0351
ATR 0.0169 0.0165 -0.0004 -2.2% 0.0000
Volume 1 3 2 200.0% 517
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1469 1.1466 1.1460
R3 1.1466 1.1463 1.1459
R2 1.1463 1.1463 1.1459
R1 1.1460 1.1460 1.1458 1.1460
PP 1.1460 1.1460 1.1460 1.1460
S1 1.1457 1.1457 1.1458 1.1457
S2 1.1457 1.1457 1.1457
S3 1.1454 1.1454 1.1457
S4 1.1451 1.1451 1.1456
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 1.1734 1.1321 0.0413 3.6% 0.0009 0.1% 33% False False 103
10 1.2850 1.1321 0.1529 13.3% 0.0008 0.1% 9% False False 52
20 1.2850 1.1321 0.1529 13.3% 0.0016 0.1% 9% False False 34
40 1.4099 1.1321 0.2778 24.2% 0.0031 0.3% 5% False False 19
60 1.4099 1.1321 0.2778 24.2% 0.0021 0.2% 5% False False 13
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 1.1475
2.618 1.1470
1.618 1.1467
1.000 1.1465
0.618 1.1464
HIGH 1.1462
0.618 1.1461
0.500 1.1461
0.382 1.1460
LOW 1.1459
0.618 1.1457
1.000 1.1456
1.618 1.1454
2.618 1.1451
4.250 1.1446
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 1.1461 1.1447
PP 1.1460 1.1435
S1 1.1459 1.1424

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

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