CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 1.1192 1.1088 -0.0104 -0.9% 1.1075
High 1.1192 1.1088 -0.0104 -0.9% 1.1219
Low 1.1192 1.1060 -0.0132 -1.2% 1.1060
Close 1.1167 1.1086 -0.0081 -0.7% 1.1086
Range 0.0000 0.0028 0.0028 0.0159
ATR 0.0116 0.0115 -0.0001 -0.6% 0.0000
Volume 2 1 -1 -50.0% 112
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1162 1.1152 1.1101
R3 1.1134 1.1124 1.1094
R2 1.1106 1.1106 1.1091
R1 1.1096 1.1096 1.1089 1.1087
PP 1.1078 1.1078 1.1078 1.1074
S1 1.1068 1.1068 1.1083 1.1059
S2 1.1050 1.1050 1.1081
S3 1.1022 1.1040 1.1078
S4 1.0994 1.1012 1.1071
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1599 1.1501 1.1173
R3 1.1440 1.1342 1.1130
R2 1.1281 1.1281 1.1115
R1 1.1183 1.1183 1.1101 1.1232
PP 1.1122 1.1122 1.1122 1.1146
S1 1.1024 1.1024 1.1071 1.1073
S2 1.0963 1.0963 1.1057
S3 1.0804 1.0865 1.1042
S4 1.0645 1.0706 1.0999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1219 1.1060 0.0159 1.4% 0.0019 0.2% 16% False True 22
10 1.1375 1.0970 0.0405 3.7% 0.0040 0.4% 29% False False 23
20 1.2850 1.0970 0.1880 17.0% 0.0025 0.2% 6% False False 38
40 1.4099 1.0970 0.3129 28.2% 0.0041 0.4% 4% False False 25
60 1.4099 1.0970 0.3129 28.2% 0.0028 0.3% 4% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1207
2.618 1.1161
1.618 1.1133
1.000 1.1116
0.618 1.1105
HIGH 1.1088
0.618 1.1077
0.500 1.1074
0.382 1.1071
LOW 1.1060
0.618 1.1043
1.000 1.1032
1.618 1.1015
2.618 1.0987
4.250 1.0941
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 1.1082 1.1126
PP 1.1078 1.1113
S1 1.1074 1.1099

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

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