CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 1.1734 1.1499 -0.0235 -2.0% 1.2353
High 1.1734 1.1499 -0.0235 -2.0% 1.2850
Low 1.1734 1.1499 -0.0235 -2.0% 1.2296
Close 1.1725 1.1499 -0.0226 -1.9% 1.2772
Range
ATR 0.0187 0.0190 0.0003 1.5% 0.0000
Volume 6 9 3 50.0% 10
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1499 1.1499 1.1499
R3 1.1499 1.1499 1.1499
R2 1.1499 1.1499 1.1499
R1 1.1499 1.1499 1.1499 1.1499
PP 1.1499 1.1499 1.1499 1.1499
S1 1.1499 1.1499 1.1499 1.1499
S2 1.1499 1.1499 1.1499
S3 1.1499 1.1499 1.1499
S4 1.1499 1.1499 1.1499
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 1.1499 0.1351 11.7% 0.0007 0.1% 0% False True 4
10 1.2850 1.1499 0.1351 11.7% 0.0003 0.0% 0% False True 3
20 1.3179 1.1499 0.1680 14.6% 0.0025 0.2% 0% False True 11
40 1.4099 1.1499 0.2600 22.6% 0.0030 0.3% 0% False True 7
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 1.1499
2.618 1.1499
1.618 1.1499
1.000 1.1499
0.618 1.1499
HIGH 1.1499
0.618 1.1499
0.500 1.1499
0.382 1.1499
LOW 1.1499
0.618 1.1499
1.000 1.1499
1.618 1.1499
2.618 1.1499
4.250 1.1499
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 1.1499 1.1675
PP 1.1499 1.1616
S1 1.1499 1.1558

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

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