CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 1.0681 1.0590 -0.0091 -0.9% 1.0905
High 1.0729 1.0631 -0.0098 -0.9% 1.0926
Low 1.0576 1.0512 -0.0064 -0.6% 1.0784
Close 1.0599 1.0518 -0.0081 -0.8% 1.0840
Range 0.0153 0.0119 -0.0034 -22.2% 0.0142
ATR 0.0121 0.0121 0.0000 -0.1% 0.0000
Volume 12,158 16,401 4,243 34.9% 9,312
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0911 1.0833 1.0583
R3 1.0792 1.0714 1.0551
R2 1.0673 1.0673 1.0540
R1 1.0595 1.0595 1.0529 1.0575
PP 1.0554 1.0554 1.0554 1.0543
S1 1.0476 1.0476 1.0507 1.0456
S2 1.0435 1.0435 1.0496
S3 1.0316 1.0357 1.0485
S4 1.0197 1.0238 1.0453
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1276 1.1200 1.0918
R3 1.1134 1.1058 1.0879
R2 1.0992 1.0992 1.0866
R1 1.0916 1.0916 1.0853 1.0883
PP 1.0850 1.0850 1.0850 1.0834
S1 1.0774 1.0774 1.0827 1.0741
S2 1.0708 1.0708 1.0814
S3 1.0566 1.0632 1.0801
S4 1.0424 1.0490 1.0762
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0915 1.0512 0.0403 3.8% 0.0137 1.3% 1% False True 9,453
10 1.1047 1.0512 0.0535 5.1% 0.0118 1.1% 1% False True 5,072
20 1.1058 1.0512 0.0546 5.2% 0.0113 1.1% 1% False True 2,557
40 1.1700 1.0512 0.1188 11.3% 0.0100 0.9% 1% False True 1,287
60 1.1700 1.0512 0.1188 11.3% 0.0081 0.8% 1% False True 863
80 1.2850 1.0512 0.2338 22.2% 0.0063 0.6% 0% False True 655
100 1.4099 1.0512 0.3587 34.1% 0.0062 0.6% 0% False True 526
120 1.4099 1.0512 0.3587 34.1% 0.0052 0.5% 0% False True 438
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 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1137
2.618 1.0943
1.618 1.0824
1.000 1.0750
0.618 1.0705
HIGH 1.0631
0.618 1.0586
0.500 1.0572
0.382 1.0557
LOW 1.0512
0.618 1.0438
1.000 1.0393
1.618 1.0319
2.618 1.0200
4.250 1.0006
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 1.0572 1.0672
PP 1.0554 1.0621
S1 1.0536 1.0569

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

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