CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 11-Sep-2012
Day Change Summary
Previous Current
10-Sep-2012 11-Sep-2012 Change Change % Previous Week
Open 1.0600 1.0688 0.0088 0.8% 1.0511
High 1.0600 1.0688 0.0088 0.8% 1.0611
Low 1.0600 1.0688 0.0088 0.8% 1.0510
Close 1.0600 1.0688 0.0088 0.8% 1.0611
Range
ATR 0.0036 0.0040 0.0004 10.2% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 11-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0688 1.0688 1.0688
R3 1.0688 1.0688 1.0688
R2 1.0688 1.0688 1.0688
R1 1.0688 1.0688 1.0688 1.0688
PP 1.0688 1.0688 1.0688 1.0688
S1 1.0688 1.0688 1.0688 1.0688
S2 1.0688 1.0688 1.0688
S3 1.0688 1.0688 1.0688
S4 1.0688 1.0688 1.0688
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0880 1.0847 1.0667
R3 1.0779 1.0746 1.0639
R2 1.0678 1.0678 1.0630
R1 1.0645 1.0645 1.0620 1.0662
PP 1.0577 1.0577 1.0577 1.0586
S1 1.0544 1.0544 1.0602 1.0561
S2 1.0476 1.0476 1.0592
S3 1.0375 1.0443 1.0583
S4 1.0274 1.0342 1.0555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0688 1.0510 0.0178 1.7% 0.0000 0.0% 100% True False 2
10 1.0688 1.0464 0.0224 2.1% 0.0000 0.0% 100% True False 2
20 1.0688 1.0288 0.0400 3.7% 0.0000 0.0% 100% True 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 1.0688
2.618 1.0688
1.618 1.0688
1.000 1.0688
0.618 1.0688
HIGH 1.0688
0.618 1.0688
0.500 1.0688
0.382 1.0688
LOW 1.0688
0.618 1.0688
1.000 1.0688
1.618 1.0688
2.618 1.0688
4.250 1.0688
Fisher Pivots for day following 11-Sep-2012
Pivot 1 day 3 day
R1 1.0688 1.0673
PP 1.0688 1.0659
S1 1.0688 1.0644

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

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