CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 29-Aug-2011
Day Change Summary
Previous Current
26-Aug-2011 29-Aug-2011 Change Change % Previous Week
Open 1.2481 1.2353 -0.0128 -1.0% 1.2805
High 1.2481 1.2353 -0.0128 -1.0% 1.2805
Low 1.2481 1.2353 -0.0128 -1.0% 1.2481
Close 1.2481 1.2353 -0.0128 -1.0% 1.2481
Range
ATR 0.0139 0.0138 -0.0001 -0.6% 0.0000
Volume 2 2 0 0.0% 60
Daily Pivots for day following 29-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.2353 1.2353 1.2353
R3 1.2353 1.2353 1.2353
R2 1.2353 1.2353 1.2353
R1 1.2353 1.2353 1.2353 1.2353
PP 1.2353 1.2353 1.2353 1.2353
S1 1.2353 1.2353 1.2353 1.2353
S2 1.2353 1.2353 1.2353
S3 1.2353 1.2353 1.2353
S4 1.2353 1.2353 1.2353
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 1.3561 1.3345 1.2659
R3 1.3237 1.3021 1.2570
R2 1.2913 1.2913 1.2540
R1 1.2697 1.2697 1.2511 1.2643
PP 1.2589 1.2589 1.2589 1.2562
S1 1.2373 1.2373 1.2451 1.2319
S2 1.2265 1.2265 1.2422
S3 1.1941 1.2049 1.2392
S4 1.1617 1.1725 1.2303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2800 1.2353 0.0447 3.6% 0.0000 0.0% 0% False True 2
10 1.2817 1.2353 0.0464 3.8% 0.0023 0.2% 0% False True 16
20 1.4099 1.2353 0.1746 14.1% 0.0056 0.5% 0% False True 11
40 1.4099 1.1863 0.2236 18.1% 0.0029 0.2% 22% 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 1.2353
2.618 1.2353
1.618 1.2353
1.000 1.2353
0.618 1.2353
HIGH 1.2353
0.618 1.2353
0.500 1.2353
0.382 1.2353
LOW 1.2353
0.618 1.2353
1.000 1.2353
1.618 1.2353
2.618 1.2353
4.250 1.2353
Fisher Pivots for day following 29-Aug-2011
Pivot 1 day 3 day
R1 1.2353 1.2519
PP 1.2353 1.2463
S1 1.2353 1.2408

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

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