CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 1.1220 1.1114 -0.0106 -0.9% 1.1010
High 1.1220 1.1114 -0.0106 -0.9% 1.1010
Low 1.1220 1.1114 -0.0106 -0.9% 1.0805
Close 1.1220 1.1181 -0.0039 -0.3% 1.0830
Range
ATR 0.0115 0.0115 -0.0001 -0.6% 0.0000
Volume 8 8 0 0.0% 83
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1136 1.1159 1.1181
R3 1.1136 1.1159 1.1181
R2 1.1136 1.1136 1.1181
R1 1.1159 1.1159 1.1181 1.1148
PP 1.1136 1.1136 1.1136 1.1131
S1 1.1159 1.1159 1.1181 1.1148
S2 1.1136 1.1136 1.1181
S3 1.1136 1.1159 1.1181
S4 1.1136 1.1159 1.1181
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1497 1.1368 1.0943
R3 1.1292 1.1163 1.0886
R2 1.1087 1.1087 1.0868
R1 1.0958 1.0958 1.0849 1.0920
PP 1.0882 1.0882 1.0882 1.0863
S1 1.0753 1.0753 1.0811 1.0715
S2 1.0677 1.0677 1.0792
S3 1.0472 1.0548 1.0774
S4 1.0267 1.0343 1.0717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1220 1.0876 0.0344 3.1% 0.0057 0.5% 89% False False 9
10 1.1220 1.0805 0.0415 3.7% 0.0054 0.5% 91% False False 11
20 1.1515 1.0805 0.0710 6.4% 0.0048 0.4% 53% False False 17
40 1.2850 1.0805 0.2045 18.3% 0.0026 0.2% 18% False False 26
60 1.4099 1.0805 0.3294 29.5% 0.0036 0.3% 11% False False 19
80 1.4099 1.0805 0.3294 29.5% 0.0028 0.2% 11% False False 14
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 0.0001
Fibonacci Retracements and Extensions
4.250 1.1114
2.618 1.1114
1.618 1.1114
1.000 1.1114
0.618 1.1114
HIGH 1.1114
0.618 1.1114
0.500 1.1114
0.382 1.1114
LOW 1.1114
0.618 1.1114
1.000 1.1114
1.618 1.1114
2.618 1.1114
4.250 1.1114
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 1.1159 1.1161
PP 1.1136 1.1140
S1 1.1114 1.1120

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

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