CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 1.2250 1.2436 0.0186 1.5% 1.2255
High 1.2250 1.2436 0.0186 1.5% 1.2280
Low 1.2250 1.2436 0.0186 1.5% 1.2193
Close 1.2250 1.2436 0.0186 1.5% 1.2250
Range
ATR 0.0054 0.0064 0.0009 17.3% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2436 1.2436 1.2436
R3 1.2436 1.2436 1.2436
R2 1.2436 1.2436 1.2436
R1 1.2436 1.2436 1.2436 1.2436
PP 1.2436 1.2436 1.2436 1.2436
S1 1.2436 1.2436 1.2436 1.2436
S2 1.2436 1.2436 1.2436
S3 1.2436 1.2436 1.2436
S4 1.2436 1.2436 1.2436
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 1.2436 1.2193 0.0243 2.0% 0.0008 0.1% 100% True False 2
10 1.2436 1.2086 0.0350 2.8% 0.0004 0.0% 100% True False 1
20 1.2436 1.1810 0.0626 5.0% 0.0002 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 1.2436
2.618 1.2436
1.618 1.2436
1.000 1.2436
0.618 1.2436
HIGH 1.2436
0.618 1.2436
0.500 1.2436
0.382 1.2436
LOW 1.2436
0.618 1.2436
1.000 1.2436
1.618 1.2436
2.618 1.2436
4.250 1.2436
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 1.2436 1.2405
PP 1.2436 1.2374
S1 1.2436 1.2343

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

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