CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 1.0849 1.0962 0.0113 1.0% 1.0891
High 1.1058 1.1047 -0.0011 -0.1% 1.0980
Low 1.0849 1.0904 0.0055 0.5% 1.0738
Close 1.0973 1.0933 -0.0040 -0.4% 1.0780
Range 0.0209 0.0143 -0.0066 -31.6% 0.0242
ATR 0.0120 0.0121 0.0002 1.4% 0.0000
Volume 75 571 496 661.3% 69
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1390 1.1305 1.1012
R3 1.1247 1.1162 1.0972
R2 1.1104 1.1104 1.0959
R1 1.1019 1.1019 1.0946 1.0990
PP 1.0961 1.0961 1.0961 1.0947
S1 1.0876 1.0876 1.0920 1.0847
S2 1.0818 1.0818 1.0907
S3 1.0675 1.0733 1.0894
S4 1.0532 1.0590 1.0854
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 1.1058 1.0738 0.0320 2.9% 0.0159 1.5% 61% False False 183
10 1.1058 1.0738 0.0320 2.9% 0.0117 1.1% 61% False False 97
20 1.1427 1.0738 0.0689 6.3% 0.0104 1.0% 28% False False 56
40 1.1700 1.0738 0.0962 8.8% 0.0083 0.8% 20% False False 35
60 1.1700 1.0738 0.0962 8.8% 0.0066 0.6% 20% False False 37
80 1.3800 1.0738 0.3062 28.0% 0.0056 0.5% 6% False False 30
100 1.4099 1.0738 0.3361 30.7% 0.0052 0.5% 6% False False 25
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1655
2.618 1.1421
1.618 1.1278
1.000 1.1190
0.618 1.1135
HIGH 1.1047
0.618 1.0992
0.500 1.0976
0.382 1.0959
LOW 1.0904
0.618 1.0816
1.000 1.0761
1.618 1.0673
2.618 1.0530
4.250 1.0296
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 1.0976 1.0954
PP 1.0961 1.0947
S1 1.0947 1.0940

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

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