CME Swiss Franc Future March 2012


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Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 1.0541 1.0542 0.0001 0.0% 1.0742
High 1.0576 1.0558 -0.0018 -0.2% 1.0768
Low 1.0525 1.0464 -0.0061 -0.6% 1.0451
Close 1.0556 1.0481 -0.0075 -0.7% 1.0483
Range 0.0051 0.0094 0.0043 84.3% 0.0317
ATR 0.0108 0.0107 -0.0001 -0.9% 0.0000
Volume 20,050 23,576 3,526 17.6% 83,995
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0783 1.0726 1.0533
R3 1.0689 1.0632 1.0507
R2 1.0595 1.0595 1.0498
R1 1.0538 1.0538 1.0490 1.0520
PP 1.0501 1.0501 1.0501 1.0492
S1 1.0444 1.0444 1.0472 1.0426
S2 1.0407 1.0407 1.0464
S3 1.0313 1.0350 1.0455
S4 1.0219 1.0256 1.0429
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1518 1.1318 1.0657
R3 1.1201 1.1001 1.0570
R2 1.0884 1.0884 1.0541
R1 1.0684 1.0684 1.0512 1.0626
PP 1.0567 1.0567 1.0567 1.0538
S1 1.0367 1.0367 1.0454 1.0309
S2 1.0250 1.0250 1.0425
S3 0.9933 1.0050 1.0396
S4 0.9616 0.9733 1.0309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0635 1.0431 0.0204 1.9% 0.0097 0.9% 25% False False 22,700
10 1.0768 1.0431 0.0337 3.2% 0.0104 1.0% 15% False False 19,551
20 1.0839 1.0431 0.0408 3.9% 0.0106 1.0% 12% False False 17,709
40 1.1147 1.0431 0.0716 6.8% 0.0108 1.0% 7% False False 9,420
60 1.1700 1.0431 0.1269 12.1% 0.0098 0.9% 4% False False 6,285
80 1.1700 1.0431 0.1269 12.1% 0.0085 0.8% 4% False False 4,718
100 1.2850 1.0431 0.2419 23.1% 0.0069 0.7% 2% False False 3,781
120 1.4099 1.0431 0.3668 35.0% 0.0067 0.6% 1% False False 3,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0958
2.618 1.0804
1.618 1.0710
1.000 1.0652
0.618 1.0616
HIGH 1.0558
0.618 1.0522
0.500 1.0511
0.382 1.0500
LOW 1.0464
0.618 1.0406
1.000 1.0370
1.618 1.0312
2.618 1.0218
4.250 1.0065
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 1.0511 1.0504
PP 1.0501 1.0496
S1 1.0491 1.0489

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

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