CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 1.1850 1.1734 -0.0116 -1.0% 1.2353
High 1.1850 1.1734 -0.0116 -1.0% 1.2850
Low 1.1850 1.1734 -0.0116 -1.0% 1.2296
Close 1.1699 1.1725 0.0026 0.2% 1.2772
Range
ATR 0.0199 0.0187 -0.0012 -5.9% 0.0000
Volume 2 6 4 200.0% 10
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1731 1.1728 1.1725
R3 1.1731 1.1728 1.1725
R2 1.1731 1.1731 1.1725
R1 1.1728 1.1728 1.1725 1.1730
PP 1.1731 1.1731 1.1731 1.1732
S1 1.1728 1.1728 1.1725 1.1730
S2 1.1731 1.1731 1.1725
S3 1.1731 1.1728 1.1725
S4 1.1731 1.1728 1.1725
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.4301 1.4091 1.3077
R3 1.3747 1.3537 1.2924
R2 1.3193 1.3193 1.2874
R1 1.2983 1.2983 1.2823 1.3088
PP 1.2639 1.2639 1.2639 1.2692
S1 1.2429 1.2429 1.2721 1.2534
S2 1.2085 1.2085 1.2670
S3 1.1531 1.1875 1.2620
S4 1.0977 1.1321 1.2467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2850 1.1734 0.1116 9.5% 0.0007 0.1% -1% False True 2
10 1.2850 1.1734 0.1116 9.5% 0.0003 0.0% -1% False True 2
20 1.3800 1.1734 0.2066 17.6% 0.0025 0.2% 0% False True 11
40 1.4099 1.1734 0.2365 20.2% 0.0030 0.3% 0% False True 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 1.1734
2.618 1.1734
1.618 1.1734
1.000 1.1734
0.618 1.1734
HIGH 1.1734
0.618 1.1734
0.500 1.1734
0.382 1.1734
LOW 1.1734
0.618 1.1734
1.000 1.1734
1.618 1.1734
2.618 1.1734
4.250 1.1734
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 1.1734 1.2292
PP 1.1731 1.2103
S1 1.1728 1.1914

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

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