CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 1.2670 1.2673 0.0003 0.0% 1.3227
High 1.2895 1.2673 -0.0222 -1.7% 1.4099
Low 1.2670 1.2673 0.0003 0.0% 1.2957
Close 1.2821 1.2673 -0.0148 -1.2% 1.2957
Range 0.0225 0.0000 -0.0225 -100.0% 0.1142
ATR 0.0187 0.0184 -0.0003 -1.5% 0.0000
Volume 13 2 -11 -84.6% 42
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2673 1.2673 1.2673
R3 1.2673 1.2673 1.2673
R2 1.2673 1.2673 1.2673
R1 1.2673 1.2673 1.2673 1.2673
PP 1.2673 1.2673 1.2673 1.2673
S1 1.2673 1.2673 1.2673 1.2673
S2 1.2673 1.2673 1.2673
S3 1.2673 1.2673 1.2673
S4 1.2673 1.2673 1.2673
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.6764 1.6002 1.3585
R3 1.5622 1.4860 1.3271
R2 1.4480 1.4480 1.3166
R1 1.3718 1.3718 1.3062 1.3528
PP 1.3338 1.3338 1.3338 1.3243
S1 1.2576 1.2576 1.2852 1.2386
S2 1.2196 1.2196 1.2748
S3 1.1054 1.1434 1.2643
S4 0.9912 1.0292 1.2329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3800 1.2670 0.1130 8.9% 0.0045 0.4% 0% False False 10
10 1.4099 1.2670 0.1429 11.3% 0.0089 0.7% 0% False False 6
20 1.4099 1.2242 0.1857 14.7% 0.0044 0.4% 23% False False 4
40 1.4099 1.1810 0.2289 18.1% 0.0023 0.2% 38% False False 2
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2673
2.618 1.2673
1.618 1.2673
1.000 1.2673
0.618 1.2673
HIGH 1.2673
0.618 1.2673
0.500 1.2673
0.382 1.2673
LOW 1.2673
0.618 1.2673
1.000 1.2673
1.618 1.2673
2.618 1.2673
4.250 1.2673
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 1.2673 1.2814
PP 1.2673 1.2767
S1 1.2673 1.2720

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

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