CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 1.2232 1.2268 0.0036 0.3% 1.1929
High 1.2232 1.2268 0.0036 0.3% 1.1982
Low 1.2232 1.2268 0.0036 0.3% 1.1863
Close 1.2232 1.2268 0.0036 0.3% 1.1982
Range
ATR 0.0057 0.0056 -0.0002 -2.7% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2268 1.2268 1.2268
R3 1.2268 1.2268 1.2268
R2 1.2268 1.2268 1.2268
R1 1.2268 1.2268 1.2268 1.2268
PP 1.2268 1.2268 1.2268 1.2268
S1 1.2268 1.2268 1.2268 1.2268
S2 1.2268 1.2268 1.2268
S3 1.2268 1.2268 1.2268
S4 1.2268 1.2268 1.2268
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 1.2268 1.1982 0.0286 2.3% 0.0000 0.0% 100% True False 1
10 1.2268 1.1810 0.0458 3.7% 0.0000 0.0% 100% True False 1
20 1.2268 1.1797 0.0471 3.8% 0.0000 0.0% 100% True 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 1.2268
2.618 1.2268
1.618 1.2268
1.000 1.2268
0.618 1.2268
HIGH 1.2268
0.618 1.2268
0.500 1.2268
0.382 1.2268
LOW 1.2268
0.618 1.2268
1.000 1.2268
1.618 1.2268
2.618 1.2268
4.250 1.2268
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 1.2268 1.2238
PP 1.2268 1.2207
S1 1.2268 1.2177

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

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