CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 1.0463 1.0512 0.0049 0.5% 1.0334
High 1.0463 1.0512 0.0049 0.5% 1.0514
Low 1.0463 1.0512 0.0049 0.5% 1.0334
Close 1.0463 1.0512 0.0049 0.5% 1.0477
Range
ATR 0.0041 0.0041 0.0001 1.4% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0512 1.0512 1.0512
R3 1.0512 1.0512 1.0512
R2 1.0512 1.0512 1.0512
R1 1.0512 1.0512 1.0512 1.0512
PP 1.0512 1.0512 1.0512 1.0512
S1 1.0512 1.0512 1.0512 1.0512
S2 1.0512 1.0512 1.0512
S3 1.0512 1.0512 1.0512
S4 1.0512 1.0512 1.0512
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0982 1.0909 1.0576
R3 1.0802 1.0729 1.0527
R2 1.0622 1.0622 1.0510
R1 1.0549 1.0549 1.0494 1.0586
PP 1.0442 1.0442 1.0442 1.0460
S1 1.0369 1.0369 1.0461 1.0406
S2 1.0262 1.0262 1.0444
S3 1.0082 1.0189 1.0428
S4 0.9902 1.0009 1.0378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0514 1.0463 0.0051 0.5% 0.0000 0.0% 96% False False 2
10 1.0514 1.0288 0.0226 2.1% 0.0000 0.0% 99% False False 2
20 1.0514 1.0198 0.0316 3.0% 0.0000 0.0% 99% False False 2
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 1.0512
2.618 1.0512
1.618 1.0512
1.000 1.0512
0.618 1.0512
HIGH 1.0512
0.618 1.0512
0.500 1.0512
0.382 1.0512
LOW 1.0512
0.618 1.0512
1.000 1.0512
1.618 1.0512
2.618 1.0512
4.250 1.0512
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 1.0512 1.0504
PP 1.0512 1.0496
S1 1.0512 1.0488

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

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