CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 23-Aug-2011
Day Change Summary
Previous Current
22-Aug-2011 23-Aug-2011 Change Change % Previous Week
Open 1.2805 1.2800 -0.0005 0.0% 1.2670
High 1.2805 1.2800 -0.0005 0.0% 1.2895
Low 1.2805 1.2800 -0.0005 0.0% 1.2570
Close 1.2773 1.2764 -0.0009 -0.1% 1.2817
Range
ATR 0.0159 0.0149 -0.0009 -5.9% 0.0000
Volume 52 2 -50 -96.2% 120
Daily Pivots for day following 23-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2788 1.2776 1.2764
R3 1.2788 1.2776 1.2764
R2 1.2788 1.2788 1.2764
R1 1.2776 1.2776 1.2764 1.2782
PP 1.2788 1.2788 1.2788 1.2791
S1 1.2776 1.2776 1.2764 1.2782
S2 1.2788 1.2788 1.2764
S3 1.2788 1.2776 1.2764
S4 1.2788 1.2776 1.2764
Weekly Pivots for week ending 19-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3736 1.3601 1.2996
R3 1.3411 1.3276 1.2906
R2 1.3086 1.3086 1.2877
R1 1.2951 1.2951 1.2847 1.3019
PP 1.2761 1.2761 1.2761 1.2794
S1 1.2626 1.2626 1.2787 1.2694
S2 1.2436 1.2436 1.2757
S3 1.2111 1.2301 1.2728
S4 1.1786 1.1976 1.2638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2817 1.2570 0.0247 1.9% 0.0047 0.4% 79% False False 31
10 1.3800 1.2570 0.1230 9.6% 0.0046 0.4% 16% False False 21
20 1.4099 1.2502 0.1597 12.5% 0.0056 0.4% 16% False False 11
40 1.4099 1.1810 0.2289 17.9% 0.0029 0.2% 42% False False 6
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2800
2.618 1.2800
1.618 1.2800
1.000 1.2800
0.618 1.2800
HIGH 1.2800
0.618 1.2800
0.500 1.2800
0.382 1.2800
LOW 1.2800
0.618 1.2800
1.000 1.2800
1.618 1.2800
2.618 1.2800
4.250 1.2800
Fisher Pivots for day following 23-Aug-2011
Pivot 1 day 3 day
R1 1.2800 1.2809
PP 1.2788 1.2794
S1 1.2776 1.2779

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

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