CME Swiss Franc Future December 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	1.1102	1.1093	-0.0009	-0.1%	1.1012
High	1.1102	1.1093	-0.0009	-0.1%	1.1048
Low	1.1102	1.1093	-0.0009	-0.1%	1.0977
Close	1.1102	1.1093	-0.0009	-0.1%	1.1048
Range
ATR
Volume	1	1	0	0.0%	5

Daily Pivots for day following 28-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1093	1.1093	1.1093
R3	1.1093	1.1093	1.1093
R2	1.1093	1.1093	1.1093
R1	1.1093	1.1093	1.1093	1.1093
PP	1.1093	1.1093	1.1093	1.1093
S1	1.1093	1.1093	1.1093	1.1093
S2	1.1093	1.1093	1.1093
S3	1.1093	1.1093	1.1093
S4	1.1093	1.1093	1.1093

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	1.1237	1.1214	1.1087
R3	1.1166	1.1143	1.1068
R2	1.1095	1.1095	1.1061
R1	1.1072	1.1072	1.1055	1.1084
PP	1.1024	1.1024	1.1024	1.1030
S1	1.1001	1.1001	1.1041	1.1013
S2	1.0953	1.0953	1.1035
S3	1.0882	1.0930	1.1028
S4	1.0811	1.0859	1.1009

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.1109	1.0977	0.0132	1.2%	0.0000	0.0%	88%	False	False	1
10	1.1109	1.0886	0.0223	2.0%	0.0003	0.0%	93%	False	False

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	1.1093
2.618	1.1093
1.618	1.1093
1.000	1.1093
0.618	1.1093
HIGH	1.1093
0.618	1.1093
0.500	1.1093
0.382	1.1093
LOW	1.1093
0.618	1.1093
1.000	1.1093
1.618	1.1093
2.618	1.1093
4.250	1.1093

Fisher Pivots for day following 28-Mar-2012
Pivot	1 day	3 day
R1	1.1093	1.1101
PP	1.1093	1.1098
S1	1.1093	1.1096

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols