CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 1.2280 1.2250 -0.0030 -0.2% 1.2255
High 1.2280 1.2250 -0.0030 -0.2% 1.2280
Low 1.2280 1.2250 -0.0030 -0.2% 1.2193
Close 1.2280 1.2250 -0.0030 -0.2% 1.2250
Range
ATR 0.0056 0.0054 -0.0002 -3.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2250 1.2250 1.2250
R3 1.2250 1.2250 1.2250
R2 1.2250 1.2250 1.2250
R1 1.2250 1.2250 1.2250 1.2250
PP 1.2250 1.2250 1.2250 1.2250
S1 1.2250 1.2250 1.2250 1.2250
S2 1.2250 1.2250 1.2250
S3 1.2250 1.2250 1.2250
S4 1.2250 1.2250 1.2250
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2502 1.2463 1.2298
R3 1.2415 1.2376 1.2274
R2 1.2328 1.2328 1.2266
R1 1.2289 1.2289 1.2258 1.2265
PP 1.2241 1.2241 1.2241 1.2229
S1 1.2202 1.2202 1.2242 1.2178
S2 1.2154 1.2154 1.2234
S3 1.2067 1.2115 1.2226
S4 1.1980 1.2028 1.2202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2280 1.2193 0.0087 0.7% 0.0008 0.1% 66% False False 2
10 1.2321 1.2010 0.0311 2.5% 0.0004 0.0% 77% False False 1
20 1.2321 1.1810 0.0511 4.2% 0.0002 0.0% 86% 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 1.2250
2.618 1.2250
1.618 1.2250
1.000 1.2250
0.618 1.2250
HIGH 1.2250
0.618 1.2250
0.500 1.2250
0.382 1.2250
LOW 1.2250
0.618 1.2250
1.000 1.2250
1.618 1.2250
2.618 1.2250
4.250 1.2250
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 1.2250 1.2261
PP 1.2250 1.2257
S1 1.2250 1.2254

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

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