CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 1.0526 1.0511 -0.0015 -0.1% 1.0463
High 1.0526 1.0511 -0.0015 -0.1% 1.0526
Low 1.0526 1.0511 -0.0015 -0.1% 1.0463
Close 1.0526 1.0511 -0.0015 -0.1% 1.0526
Range
ATR 0.0041 0.0039 -0.0002 -4.5% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0511 1.0511 1.0511
R3 1.0511 1.0511 1.0511
R2 1.0511 1.0511 1.0511
R1 1.0511 1.0511 1.0511 1.0511
PP 1.0511 1.0511 1.0511 1.0511
S1 1.0511 1.0511 1.0511 1.0511
S2 1.0511 1.0511 1.0511
S3 1.0511 1.0511 1.0511
S4 1.0511 1.0511 1.0511
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0694 1.0673 1.0561
R3 1.0631 1.0610 1.0543
R2 1.0568 1.0568 1.0538
R1 1.0547 1.0547 1.0532 1.0558
PP 1.0505 1.0505 1.0505 1.0510
S1 1.0484 1.0484 1.0520 1.0495
S2 1.0442 1.0442 1.0514
S3 1.0379 1.0421 1.0509
S4 1.0316 1.0358 1.0491
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0526 1.0464 0.0062 0.6% 0.0000 0.0% 76% False False 2
10 1.0526 1.0435 0.0091 0.9% 0.0000 0.0% 84% False False 2
20 1.0526 1.0288 0.0238 2.3% 0.0000 0.0% 94% 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 1.0511
2.618 1.0511
1.618 1.0511
1.000 1.0511
0.618 1.0511
HIGH 1.0511
0.618 1.0511
0.500 1.0511
0.382 1.0511
LOW 1.0511
0.618 1.0511
1.000 1.0511
1.618 1.0511
2.618 1.0511
4.250 1.0511
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1.0511 1.0506
PP 1.0511 1.0500
S1 1.0511 1.0495

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

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