CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 1.2833 1.3066 0.0233 1.8% 1.2436
High 1.2833 1.3066 0.0233 1.8% 1.2713
Low 1.2833 1.3066 0.0233 1.8% 1.2436
Close 1.2833 1.3066 0.0233 1.8% 1.2713
Range
ATR 0.0072 0.0083 0.0012 16.1% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3066 1.3066 1.3066
R3 1.3066 1.3066 1.3066
R2 1.3066 1.3066 1.3066
R1 1.3066 1.3066 1.3066 1.3066
PP 1.3066 1.3066 1.3066 1.3066
S1 1.3066 1.3066 1.3066 1.3066
S2 1.3066 1.3066 1.3066
S3 1.3066 1.3066 1.3066
S4 1.3066 1.3066 1.3066
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3452 1.3359 1.2865
R3 1.3175 1.3082 1.2789
R2 1.2898 1.2898 1.2764
R1 1.2805 1.2805 1.2738 1.2852
PP 1.2621 1.2621 1.2621 1.2644
S1 1.2528 1.2528 1.2688 1.2575
S2 1.2344 1.2344 1.2662
S3 1.2067 1.2251 1.2637
S4 1.1790 1.1974 1.2561
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3066 1.2502 0.0564 4.3% 0.0000 0.0% 100% True False 2
10 1.3066 1.2242 0.0824 6.3% 0.0000 0.0% 100% True False 2
20 1.3066 1.1863 0.1203 9.2% 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 1.3066
2.618 1.3066
1.618 1.3066
1.000 1.3066
0.618 1.3066
HIGH 1.3066
0.618 1.3066
0.500 1.3066
0.382 1.3066
LOW 1.3066
0.618 1.3066
1.000 1.3066
1.618 1.3066
2.618 1.3066
4.250 1.3066
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 1.3066 1.3007
PP 1.3066 1.2948
S1 1.3066 1.2890

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

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