CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 1.1077 1.1048 -0.0029 -0.3% 1.0994
High 1.1077 1.1048 -0.0029 -0.3% 1.1037
Low 1.1077 1.1048 -0.0029 -0.3% 1.0961
Close 1.1077 1.1048 -0.0029 -0.3% 1.1033
Range
ATR 0.0055 0.0053 -0.0002 -3.4% 0.0000
Volume 6 6 0 0.0% 10
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1048 1.1048 1.1048
R3 1.1048 1.1048 1.1048
R2 1.1048 1.1048 1.1048
R1 1.1048 1.1048 1.1048 1.1048
PP 1.1048 1.1048 1.1048 1.1048
S1 1.1048 1.1048 1.1048 1.1048
S2 1.1048 1.1048 1.1048
S3 1.1048 1.1048 1.1048
S4 1.1048 1.1048 1.1048
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 1.1028 0.0065 0.6% 0.0007 0.1% 31% False False 5
10 1.1093 1.0937 0.0156 1.4% 0.0010 0.1% 71% False False 3
20 1.1093 1.0754 0.0339 3.1% 0.0006 0.1% 87% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.1048
2.618 1.1048
1.618 1.1048
1.000 1.1048
0.618 1.1048
HIGH 1.1048
0.618 1.1048
0.500 1.1048
0.382 1.1048
LOW 1.1048
0.618 1.1048
1.000 1.1048
1.618 1.1048
2.618 1.1048
4.250 1.1048
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 1.1048 1.1068
PP 1.1048 1.1061
S1 1.1048 1.1055

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

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