CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 22-Mar-2012
Day Change Summary
Previous Current
21-Mar-2012 22-Mar-2012 Change Change % Previous Week
Open 1.1007 1.0961 -0.0046 -0.4% 1.0933
High 1.1007 1.0961 -0.0046 -0.4% 1.0945
Low 1.0979 1.0961 -0.0018 -0.2% 1.0754
Close 1.0979 1.0961 -0.0018 -0.2% 1.0945
Range 0.0028 0.0000 -0.0028 -100.0% 0.0191
ATR 0.0065 0.0062 -0.0003 -5.2% 0.0000
Volume 4 1 -3 -75.0% 510
Daily Pivots for day following 22-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0961 1.0961 1.0961
R3 1.0961 1.0961 1.0961
R2 1.0961 1.0961 1.0961
R1 1.0961 1.0961 1.0961 1.0961
PP 1.0961 1.0961 1.0961 1.0961
S1 1.0961 1.0961 1.0961 1.0961
S2 1.0961 1.0961 1.0961
S3 1.0961 1.0961 1.0961
S4 1.0961 1.0961 1.0961
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1454 1.1391 1.1050
R3 1.1263 1.1200 1.0998
R2 1.1072 1.1072 1.0980
R1 1.1009 1.1009 1.0963 1.1041
PP 1.0881 1.0881 1.0881 1.0897
S1 1.0818 1.0818 1.0927 1.0850
S2 1.0690 1.0690 1.0910
S3 1.0499 1.0627 1.0892
S4 1.0308 1.0436 1.0840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1007 1.0937 0.0070 0.6% 0.0012 0.1% 34% False False 2
10 1.1007 1.0754 0.0253 2.3% 0.0008 0.1% 82% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0961
2.618 1.0961
1.618 1.0961
1.000 1.0961
0.618 1.0961
HIGH 1.0961
0.618 1.0961
0.500 1.0961
0.382 1.0961
LOW 1.0961
0.618 1.0961
1.000 1.0961
1.618 1.0961
2.618 1.0961
4.250 1.0961
Fisher Pivots for day following 22-Mar-2012
Pivot 1 day 3 day
R1 1.0961 1.0984
PP 1.0961 1.0976
S1 1.0961 1.0969

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

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