CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 1.1982 1.2010 0.0028 0.2% 1.1929
High 1.1982 1.2010 0.0028 0.2% 1.1982
Low 1.1982 1.2010 0.0028 0.2% 1.1863
Close 1.1982 1.2010 0.0028 0.2% 1.1982
Range
ATR 0.0050 0.0049 -0.0002 -3.2% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2010 1.2010 1.2010
R3 1.2010 1.2010 1.2010
R2 1.2010 1.2010 1.2010
R1 1.2010 1.2010 1.2010 1.2010
PP 1.2010 1.2010 1.2010 1.2010
S1 1.2010 1.2010 1.2010 1.2010
S2 1.2010 1.2010 1.2010
S3 1.2010 1.2010 1.2010
S4 1.2010 1.2010 1.2010
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2299 1.2260 1.2047
R3 1.2180 1.2141 1.2015
R2 1.2061 1.2061 1.2004
R1 1.2022 1.2022 1.1993 1.2042
PP 1.1942 1.1942 1.1942 1.1952
S1 1.1903 1.1903 1.1971 1.1923
S2 1.1823 1.1823 1.1960
S3 1.1704 1.1784 1.1949
S4 1.1585 1.1665 1.1917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2010 1.1863 0.0147 1.2% 0.0000 0.0% 100% True False 1
10 1.2054 1.1810 0.0244 2.0% 0.0000 0.0% 82% 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 1.2010
2.618 1.2010
1.618 1.2010
1.000 1.2010
0.618 1.2010
HIGH 1.2010
0.618 1.2010
0.500 1.2010
0.382 1.2010
LOW 1.2010
0.618 1.2010
1.000 1.2010
1.618 1.2010
2.618 1.2010
4.250 1.2010
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 1.2010 1.1986
PP 1.2010 1.1961
S1 1.2010 1.1937

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

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