CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 24-Aug-2011
Day Change Summary
Previous Current
23-Aug-2011 24-Aug-2011 Change Change % Previous Week
Open 1.2800 1.2699 -0.0101 -0.8% 1.2670
High 1.2800 1.2699 -0.0101 -0.8% 1.2895
Low 1.2800 1.2699 -0.0101 -0.8% 1.2570
Close 1.2764 1.2699 -0.0065 -0.5% 1.2817
Range
ATR 0.0149 0.0143 -0.0006 -4.0% 0.0000
Volume 2 2 0 0.0% 120
Daily Pivots for day following 24-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2699 1.2699 1.2699
R3 1.2699 1.2699 1.2699
R2 1.2699 1.2699 1.2699
R1 1.2699 1.2699 1.2699 1.2699
PP 1.2699 1.2699 1.2699 1.2699
S1 1.2699 1.2699 1.2699 1.2699
S2 1.2699 1.2699 1.2699
S3 1.2699 1.2699 1.2699
S4 1.2699 1.2699 1.2699
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 1.2699 0.0118 0.9% 0.0000 0.0% 0% False True 32
10 1.3179 1.2570 0.0609 4.8% 0.0046 0.4% 21% False False 20
20 1.4099 1.2509 0.1590 12.5% 0.0056 0.4% 12% False False 11
40 1.4099 1.1810 0.2289 18.0% 0.0029 0.2% 39% 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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.2699
2.618 1.2699
1.618 1.2699
1.000 1.2699
0.618 1.2699
HIGH 1.2699
0.618 1.2699
0.500 1.2699
0.382 1.2699
LOW 1.2699
0.618 1.2699
1.000 1.2699
1.618 1.2699
2.618 1.2699
4.250 1.2699
Fisher Pivots for day following 24-Aug-2011
Pivot 1 day 3 day
R1 1.2699 1.2752
PP 1.2699 1.2734
S1 1.2699 1.2717

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

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