CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 1.2242 1.2280 0.0038 0.3% 1.2010
High 1.2242 1.2280 0.0038 0.3% 1.2321
Low 1.2242 1.2280 0.0038 0.3% 1.2010
Close 1.2242 1.2280 0.0038 0.3% 1.2321
Range
ATR 0.0058 0.0056 -0.0001 -2.4% 0.0000
Volume 2 2 0 0.0% 5
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2280 1.2280 1.2280
R3 1.2280 1.2280 1.2280
R2 1.2280 1.2280 1.2280
R1 1.2280 1.2280 1.2280 1.2280
PP 1.2280 1.2280 1.2280 1.2280
S1 1.2280 1.2280 1.2280 1.2280
S2 1.2280 1.2280 1.2280
S3 1.2280 1.2280 1.2280
S4 1.2280 1.2280 1.2280
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 1.2193 0.0128 1.0% 0.0008 0.1% 68% False False 1
10 1.2321 1.1982 0.0339 2.8% 0.0004 0.0% 88% False False 1
20 1.2321 1.1810 0.0511 4.2% 0.0002 0.0% 92% 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 1.2280
2.618 1.2280
1.618 1.2280
1.000 1.2280
0.618 1.2280
HIGH 1.2280
0.618 1.2280
0.500 1.2280
0.382 1.2280
LOW 1.2280
0.618 1.2280
1.000 1.2280
1.618 1.2280
2.618 1.2280
4.250 1.2280
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 1.2280 1.2266
PP 1.2280 1.2251
S1 1.2280 1.2237

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

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