CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1.1087 1.1077 -0.0010 -0.1% 1.0994
High 1.1087 1.1077 -0.0010 -0.1% 1.1037
Low 1.1087 1.1077 -0.0010 -0.1% 1.0961
Close 1.1087 1.1077 -0.0010 -0.1% 1.1033
Range
ATR 0.0059 0.0055 -0.0003 -5.9% 0.0000
Volume 6 6 0 0.0% 10
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1077 1.1077 1.1077
R3 1.1077 1.1077 1.1077
R2 1.1077 1.1077 1.1077
R1 1.1077 1.1077 1.1077 1.1077
PP 1.1077 1.1077 1.1077 1.1077
S1 1.1077 1.1077 1.1077 1.1077
S2 1.1077 1.1077 1.1077
S3 1.1077 1.1077 1.1077
S4 1.1077 1.1077 1.1077
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% 0.0007 0.1% 88% False False 4
10 1.1093 1.0876 0.0217 2.0% 0.0010 0.1% 93% False False 3
20 1.1093 1.0754 0.0339 3.1% 0.0006 0.1% 95% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1077
2.618 1.1077
1.618 1.1077
1.000 1.1077
0.618 1.1077
HIGH 1.1077
0.618 1.1077
0.500 1.1077
0.382 1.1077
LOW 1.1077
0.618 1.1077
1.000 1.1077
1.618 1.1077
2.618 1.1077
4.250 1.1077
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 1.1077 1.1079
PP 1.1077 1.1078
S1 1.1077 1.1078

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

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