CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 1.3066 1.3072 0.0006 0.0% 1.2436
High 1.3066 1.3072 0.0006 0.0% 1.2713
Low 1.3066 1.3072 0.0006 0.0% 1.2436
Close 1.3066 1.3072 0.0006 0.0% 1.2713
Range
ATR 0.0083 0.0078 -0.0006 -6.6% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3072 1.3072 1.3072
R3 1.3072 1.3072 1.3072
R2 1.3072 1.3072 1.3072
R1 1.3072 1.3072 1.3072 1.3072
PP 1.3072 1.3072 1.3072 1.3072
S1 1.3072 1.3072 1.3072 1.3072
S2 1.3072 1.3072 1.3072
S3 1.3072 1.3072 1.3072
S4 1.3072 1.3072 1.3072
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 1.3072 1.2509 0.0563 4.3% 0.0000 0.0% 100% True False 2
10 1.3072 1.2250 0.0822 6.3% 0.0000 0.0% 100% True False 2
20 1.3072 1.1863 0.1209 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.3072
2.618 1.3072
1.618 1.3072
1.000 1.3072
0.618 1.3072
HIGH 1.3072
0.618 1.3072
0.500 1.3072
0.382 1.3072
LOW 1.3072
0.618 1.3072
1.000 1.3072
1.618 1.3072
2.618 1.3072
4.250 1.3072
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 1.3072 1.3032
PP 1.3072 1.2992
S1 1.3072 1.2953

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

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