CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 1.1012 1.0954 -0.0058 -0.5% 1.1199
High 1.1015 1.0992 -0.0023 -0.2% 1.1205
Low 1.0947 1.0931 -0.0016 -0.1% 1.0947
Close 1.0959 1.0981 0.0022 0.2% 1.0959
Range 0.0068 0.0061 -0.0007 -10.3% 0.0258
ATR 0.0080 0.0078 -0.0001 -1.7% 0.0000
Volume 1,769 667 -1,102 -62.3% 7,530
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1151 1.1127 1.1015
R3 1.1090 1.1066 1.0998
R2 1.1029 1.1029 1.0992
R1 1.1005 1.1005 1.0987 1.1017
PP 1.0968 1.0968 1.0968 1.0974
S1 1.0944 1.0944 1.0975 1.0956
S2 1.0907 1.0907 1.0970
S3 1.0846 1.0883 1.0964
S4 1.0785 1.0822 1.0947
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1811 1.1643 1.1101
R3 1.1553 1.1385 1.1030
R2 1.1295 1.1295 1.1006
R1 1.1127 1.1127 1.0983 1.1082
PP 1.1037 1.1037 1.1037 1.1015
S1 1.0869 1.0869 1.0935 1.0824
S2 1.0779 1.0779 1.0912
S3 1.0521 1.0611 1.0888
S4 1.0263 1.0353 1.0817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1205 1.0931 0.0274 2.5% 0.0078 0.7% 18% False True 1,617
10 1.1213 1.0931 0.0282 2.6% 0.0082 0.7% 18% False True 858
20 1.1213 1.0781 0.0432 3.9% 0.0066 0.6% 46% False False 441
40 1.1213 1.0489 0.0724 6.6% 0.0051 0.5% 68% False False 224
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 False
Bull Hook False
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1251
2.618 1.1152
1.618 1.1091
1.000 1.1053
0.618 1.1030
HIGH 1.0992
0.618 1.0969
0.500 1.0962
0.382 1.0954
LOW 1.0931
0.618 1.0893
1.000 1.0870
1.618 1.0832
2.618 1.0771
4.250 1.0672
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 1.0975 1.1017
PP 1.0968 1.1005
S1 1.0962 1.0993

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

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