CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 1.0923 1.0803 -0.0120 -1.1% 1.0891
High 1.0923 1.0925 0.0002 0.0% 1.0980
Low 1.0738 1.0780 0.0042 0.4% 1.0738
Close 1.0780 1.0862 0.0082 0.8% 1.0780
Range 0.0185 0.0145 -0.0040 -21.6% 0.0242
ATR 0.0110 0.0113 0.0002 2.3% 0.0000
Volume 36 150 114 316.7% 69
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1291 1.1221 1.0942
R3 1.1146 1.1076 1.0902
R2 1.1001 1.1001 1.0889
R1 1.0931 1.0931 1.0875 1.0966
PP 1.0856 1.0856 1.0856 1.0873
S1 1.0786 1.0786 1.0849 1.0821
S2 1.0711 1.0711 1.0835
S3 1.0566 1.0641 1.0822
S4 1.0421 1.0496 1.0782
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 1.1559 1.1411 1.0913
R3 1.1317 1.1169 1.0847
R2 1.1075 1.1075 1.0824
R1 1.0927 1.0927 1.0802 1.0880
PP 1.0833 1.0833 1.0833 1.0809
S1 1.0685 1.0685 1.0758 1.0638
S2 1.0591 1.0591 1.0736
S3 1.0349 1.0443 1.0713
S4 1.0107 1.0201 1.0647
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0980 1.0738 0.0242 2.2% 0.0102 0.9% 51% False False 43
10 1.1147 1.0738 0.0409 3.8% 0.0094 0.9% 30% False False 29
20 1.1532 1.0738 0.0794 7.3% 0.0088 0.8% 16% False False 22
40 1.1700 1.0738 0.0962 8.9% 0.0075 0.7% 13% False False 18
60 1.2850 1.0738 0.2112 19.4% 0.0059 0.5% 6% False False 25
80 1.4099 1.0738 0.3361 30.9% 0.0058 0.5% 4% False False 21
100 1.4099 1.0738 0.3361 30.9% 0.0047 0.4% 4% False False 17
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1541
2.618 1.1305
1.618 1.1160
1.000 1.1070
0.618 1.1015
HIGH 1.0925
0.618 1.0870
0.500 1.0853
0.382 1.0835
LOW 1.0780
0.618 1.0690
1.000 1.0635
1.618 1.0545
2.618 1.0400
4.250 1.0164
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 1.0859 1.0861
PP 1.0856 1.0860
S1 1.0853 1.0859

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

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