CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 1.0889 1.0921 0.0032 0.3% 1.1199
High 1.0931 1.1034 0.0103 0.9% 1.1205
Low 1.0882 1.0912 0.0030 0.3% 1.0947
Close 1.0923 1.1024 0.0101 0.9% 1.0959
Range 0.0049 0.0122 0.0073 149.0% 0.0258
ATR 0.0077 0.0081 0.0003 4.1% 0.0000
Volume 1,671 2,267 596 35.7% 7,530
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1356 1.1312 1.1091
R3 1.1234 1.1190 1.1058
R2 1.1112 1.1112 1.1046
R1 1.1068 1.1068 1.1035 1.1090
PP 1.0990 1.0990 1.0990 1.1001
S1 1.0946 1.0946 1.1013 1.0968
S2 1.0868 1.0868 1.1002
S3 1.0746 1.0824 1.0990
S4 1.0624 1.0702 1.0957
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 1.1034 1.0882 0.0152 1.4% 0.0079 0.7% 93% True False 1,373
10 1.1213 1.0882 0.0331 3.0% 0.0085 0.8% 43% False False 1,270
20 1.1213 1.0781 0.0432 3.9% 0.0074 0.7% 56% False False 662
40 1.1213 1.0502 0.0711 6.4% 0.0057 0.5% 73% False False 334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1553
2.618 1.1353
1.618 1.1231
1.000 1.1156
0.618 1.1109
HIGH 1.1034
0.618 1.0987
0.500 1.0973
0.382 1.0959
LOW 1.0912
0.618 1.0837
1.000 1.0790
1.618 1.0715
2.618 1.0593
4.250 1.0394
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 1.1007 1.1002
PP 1.0990 1.0980
S1 1.0973 1.0958

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

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