CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 1.1929 1.1930 0.0001 0.0% 1.1992
High 1.1929 1.1930 0.0001 0.0% 1.2054
Low 1.1929 1.1930 0.0001 0.0% 1.1810
Close 1.1929 1.1930 0.0001 0.0% 1.1810
Range
ATR 0.0046 0.0043 -0.0003 -7.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.1930 1.1930 1.1930
R3 1.1930 1.1930 1.1930
R2 1.1930 1.1930 1.1930
R1 1.1930 1.1930 1.1930 1.1930
PP 1.1930 1.1930 1.1930 1.1930
S1 1.1930 1.1930 1.1930 1.1930
S2 1.1930 1.1930 1.1930
S3 1.1930 1.1930 1.1930
S4 1.1930 1.1930 1.1930
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2623 1.2461 1.1944
R3 1.2379 1.2217 1.1877
R2 1.2135 1.2135 1.1855
R1 1.1973 1.1973 1.1832 1.1932
PP 1.1891 1.1891 1.1891 1.1871
S1 1.1729 1.1729 1.1788 1.1688
S2 1.1647 1.1647 1.1765
S3 1.1403 1.1485 1.1743
S4 1.1159 1.1241 1.1676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2030 1.1810 0.0220 1.8% 0.0000 0.0% 55% False False 1
10 1.2054 1.1810 0.0244 2.0% 0.0000 0.0% 49% 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 1.1930
2.618 1.1930
1.618 1.1930
1.000 1.1930
0.618 1.1930
HIGH 1.1930
0.618 1.1930
0.500 1.1930
0.382 1.1930
LOW 1.1930
0.618 1.1930
1.000 1.1930
1.618 1.1930
2.618 1.1930
4.250 1.1930
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 1.1930 1.1910
PP 1.1930 1.1890
S1 1.1930 1.1870

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

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