CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 1.1037 1.1065 0.0028 0.3% 1.0994
High 1.1037 1.1093 0.0056 0.5% 1.1037
Low 1.1028 1.1065 0.0037 0.3% 1.0961
Close 1.1033 1.1093 0.0060 0.5% 1.1033
Range 0.0009 0.0028 0.0019 211.1% 0.0076
ATR 0.0063 0.0063 0.0000 -0.3% 0.0000
Volume 1 8 7 700.0% 10
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1168 1.1158 1.1108
R3 1.1140 1.1130 1.1101
R2 1.1112 1.1112 1.1098
R1 1.1102 1.1102 1.1096 1.1107
PP 1.1084 1.1084 1.1084 1.1086
S1 1.1074 1.1074 1.1090 1.1079
S2 1.1056 1.1056 1.1088
S3 1.1028 1.1046 1.1085
S4 1.1000 1.1018 1.1078
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1238 1.1212 1.1075
R3 1.1162 1.1136 1.1054
R2 1.1086 1.1086 1.1047
R1 1.1060 1.1060 1.1040 1.1073
PP 1.1010 1.1010 1.1010 1.1017
S1 1.0984 1.0984 1.1026 1.0997
S2 1.0934 1.0934 1.1019
S3 1.0858 1.0908 1.1012
S4 1.0782 1.0832 1.0991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1093 1.0961 0.0132 1.2% 0.0016 0.1% 100% True False 3
10 1.1093 1.0754 0.0339 3.1% 0.0012 0.1% 100% True False 36
20 1.1203 1.0754 0.0449 4.0% 0.0009 0.1% 76% False False 27
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1212
2.618 1.1166
1.618 1.1138
1.000 1.1121
0.618 1.1110
HIGH 1.1093
0.618 1.1082
0.500 1.1079
0.382 1.1076
LOW 1.1065
0.618 1.1048
1.000 1.1037
1.618 1.1020
2.618 1.0992
4.250 1.0946
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 1.1088 1.1071
PP 1.1084 1.1049
S1 1.1079 1.1027

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

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