CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 1.2268 1.2321 0.0053 0.4% 1.2010
High 1.2268 1.2321 0.0053 0.4% 1.2321
Low 1.2268 1.2321 0.0053 0.4% 1.2010
Close 1.2268 1.2321 0.0053 0.4% 1.2321
Range
ATR 0.0056 0.0056 0.0000 -0.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2321 1.2321 1.2321
R3 1.2321 1.2321 1.2321
R2 1.2321 1.2321 1.2321
R1 1.2321 1.2321 1.2321 1.2321
PP 1.2321 1.2321 1.2321 1.2321
S1 1.2321 1.2321 1.2321 1.2321
S2 1.2321 1.2321 1.2321
S3 1.2321 1.2321 1.2321
S4 1.2321 1.2321 1.2321
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3150 1.3047 1.2492
R3 1.2839 1.2736 1.2407
R2 1.2528 1.2528 1.2378
R1 1.2425 1.2425 1.2350 1.2477
PP 1.2217 1.2217 1.2217 1.2243
S1 1.2114 1.2114 1.2292 1.2166
S2 1.1906 1.1906 1.2264
S3 1.1595 1.1803 1.2235
S4 1.1284 1.1492 1.2150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2321 1.2010 0.0311 2.5% 0.0000 0.0% 100% True False 1
10 1.2321 1.1810 0.0511 4.1% 0.0000 0.0% 100% True False 1
20 1.2321 1.1810 0.0511 4.1% 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 1.2321
2.618 1.2321
1.618 1.2321
1.000 1.2321
0.618 1.2321
HIGH 1.2321
0.618 1.2321
0.500 1.2321
0.382 1.2321
LOW 1.2321
0.618 1.2321
1.000 1.2321
1.618 1.2321
2.618 1.2321
4.250 1.2321
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 1.2321 1.2306
PP 1.2321 1.2291
S1 1.2321 1.2277

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

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