CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 1.0954 1.0973 0.0019 0.2% 1.1199
High 1.0992 1.0985 -0.0007 -0.1% 1.1205
Low 1.0931 1.0891 -0.0040 -0.4% 1.0947
Close 1.0981 1.0891 -0.0090 -0.8% 1.0959
Range 0.0061 0.0094 0.0033 54.1% 0.0258
ATR 0.0078 0.0080 0.0001 1.4% 0.0000
Volume 667 491 -176 -26.4% 7,530
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1204 1.1142 1.0943
R3 1.1110 1.1048 1.0917
R2 1.1016 1.1016 1.0908
R1 1.0954 1.0954 1.0900 1.0938
PP 1.0922 1.0922 1.0922 1.0915
S1 1.0860 1.0860 1.0882 1.0844
S2 1.0828 1.0828 1.0874
S3 1.0734 1.0766 1.0865
S4 1.0640 1.0672 1.0839
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 1.0891 0.0314 2.9% 0.0085 0.8% 0% False True 1,707
10 1.1213 1.0891 0.0322 3.0% 0.0082 0.7% 0% False True 900
20 1.1213 1.0781 0.0432 4.0% 0.0067 0.6% 25% False False 465
40 1.1213 1.0502 0.0711 6.5% 0.0053 0.5% 55% False False 236
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1385
2.618 1.1231
1.618 1.1137
1.000 1.1079
0.618 1.1043
HIGH 1.0985
0.618 1.0949
0.500 1.0938
0.382 1.0927
LOW 1.0891
0.618 1.0833
1.000 1.0797
1.618 1.0739
2.618 1.0645
4.250 1.0492
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 1.0938 1.0953
PP 1.0922 1.0932
S1 1.0907 1.0912

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

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