CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 1.2054 1.2030 -0.0024 -0.2% 1.1845
High 1.2054 1.2030 -0.0024 -0.2% 1.1974
Low 1.2054 1.2030 -0.0024 -0.2% 1.1845
Close 1.2054 1.2010 -0.0044 -0.4% 1.1974
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2023 1.2017 1.2010
R3 1.2023 1.2017 1.2010
R2 1.2023 1.2023 1.2010
R1 1.2017 1.2017 1.2010 1.2020
PP 1.2023 1.2023 1.2023 1.2025
S1 1.2017 1.2017 1.2010 1.2020
S2 1.2023 1.2023 1.2010
S3 1.2023 1.2017 1.2010
S4 1.2023 1.2017 1.2010
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 1.2318 1.2275 1.2045
R3 1.2189 1.2146 1.2009
R2 1.2060 1.2060 1.1998
R1 1.2017 1.2017 1.1986 1.2039
PP 1.1931 1.1931 1.1931 1.1942
S1 1.1888 1.1888 1.1962 1.1910
S2 1.1802 1.1802 1.1950
S3 1.1673 1.1759 1.1939
S4 1.1544 1.1630 1.1903
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2054 1.1962 0.0092 0.8% 0.0000 0.0% 52% False False 1
10 1.2054 1.1797 0.0257 2.1% 0.0000 0.0% 83% False False 1
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 1.2030
2.618 1.2030
1.618 1.2030
1.000 1.2030
0.618 1.2030
HIGH 1.2030
0.618 1.2030
0.500 1.2030
0.382 1.2030
LOW 1.2030
0.618 1.2030
1.000 1.2030
1.618 1.2030
2.618 1.2030
4.250 1.2030
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 1.2030 1.2023
PP 1.2023 1.2019
S1 1.2017 1.2014

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

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