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CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 10-Nov-2011
Day Change Summary
Previous Current
09-Nov-2011 10-Nov-2011 Change Change % Previous Week
Open 1.1147 1.1015 -0.0132 -1.2% 1.1529
High 1.1147 1.1079 -0.0068 -0.6% 1.1532
Low 1.1037 1.1008 -0.0029 -0.3% 1.1201
Close 1.1020 1.1048 0.0028 0.3% 1.1324
Range 0.0110 0.0071 -0.0039 -35.5% 0.0331
ATR 0.0127 0.0123 -0.0004 -3.1% 0.0000
Volume 4 52 48 1,200.0% 83
Daily Pivots for day following 10-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1258 1.1224 1.1087
R3 1.1187 1.1153 1.1068
R2 1.1116 1.1116 1.1061
R1 1.1082 1.1082 1.1055 1.1099
PP 1.1045 1.1045 1.1045 1.1054
S1 1.1011 1.1011 1.1041 1.1028
S2 1.0974 1.0974 1.1035
S3 1.0903 1.0940 1.1028
S4 1.0832 1.0869 1.1009
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.2345 1.2166 1.1506
R3 1.2014 1.1835 1.1415
R2 1.1683 1.1683 1.1385
R1 1.1504 1.1504 1.1354 1.1428
PP 1.1352 1.1352 1.1352 1.1315
S1 1.1173 1.1173 1.1294 1.1097
S2 1.1021 1.1021 1.1263
S3 1.0690 1.0842 1.1233
S4 1.0359 1.0511 1.1142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1336 1.1008 0.0328 3.0% 0.0106 1.0% 12% False True 16
10 1.1630 1.1008 0.0622 5.6% 0.0079 0.7% 6% False True 19
20 1.1700 1.1008 0.0692 6.3% 0.0076 0.7% 6% False True 16
40 1.1700 1.0805 0.0895 8.1% 0.0062 0.6% 27% False False 16
60 1.2850 1.0805 0.2045 18.5% 0.0043 0.4% 12% False False 23
80 1.4099 1.0805 0.3294 29.8% 0.0046 0.4% 7% False False 18
100 1.4099 1.0805 0.3294 29.8% 0.0037 0.3% 7% False False 14
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1381
2.618 1.1265
1.618 1.1194
1.000 1.1150
0.618 1.1123
HIGH 1.1079
0.618 1.1052
0.500 1.1044
0.382 1.1035
LOW 1.1008
0.618 1.0964
1.000 1.0937
1.618 1.0893
2.618 1.0822
4.250 1.0706
Fisher Pivots for day following 10-Nov-2011
Pivot 1 day 3 day
R1 1.1047 1.1111
PP 1.1045 1.1090
S1 1.1044 1.1069

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

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