CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 1.1375 1.1249 -0.0126 -1.1% 1.1321
High 1.1375 1.1270 -0.0105 -0.9% 1.1564
Low 1.1295 1.1240 -0.0055 -0.5% 1.1321
Close 1.1310 1.1241 -0.0069 -0.6% 1.1482
Range 0.0080 0.0030 -0.0050 -62.5% 0.0243
ATR 0.0143 0.0138 -0.0005 -3.7% 0.0000
Volume 3 31 28 933.3% 19
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1340 1.1321 1.1258
R3 1.1310 1.1291 1.1249
R2 1.1280 1.1280 1.1247
R1 1.1261 1.1261 1.1244 1.1256
PP 1.1250 1.1250 1.1250 1.1248
S1 1.1231 1.1231 1.1238 1.1226
S2 1.1220 1.1220 1.1236
S3 1.1190 1.1201 1.1233
S4 1.1160 1.1171 1.1225
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2185 1.2076 1.1616
R3 1.1942 1.1833 1.1549
R2 1.1699 1.1699 1.1527
R1 1.1590 1.1590 1.1504 1.1645
PP 1.1456 1.1456 1.1456 1.1483
S1 1.1347 1.1347 1.1460 1.1402
S2 1.1213 1.1213 1.1437
S3 1.0970 1.1104 1.1415
S4 1.0727 1.0861 1.1348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1564 1.1240 0.0324 2.9% 0.0031 0.3% 0% False True 15
10 1.1564 1.1240 0.0324 2.9% 0.0021 0.2% 0% False True 59
20 1.2850 1.1240 0.1610 14.3% 0.0012 0.1% 0% False True 30
40 1.4099 1.1240 0.2859 25.4% 0.0034 0.3% 0% False True 21
60 1.4099 1.1240 0.2859 25.4% 0.0023 0.2% 0% False True 14
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1398
2.618 1.1349
1.618 1.1319
1.000 1.1300
0.618 1.1289
HIGH 1.1270
0.618 1.1259
0.500 1.1255
0.382 1.1251
LOW 1.1240
0.618 1.1221
1.000 1.1210
1.618 1.1191
2.618 1.1161
4.250 1.1113
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 1.1255 1.1308
PP 1.1250 1.1285
S1 1.1246 1.1263

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

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