CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 1.1564 1.1515 -0.0049 -0.4% 1.1321
High 1.1564 1.1515 -0.0049 -0.4% 1.1564
Low 1.1564 1.1468 -0.0096 -0.8% 1.1321
Close 1.1564 1.1482 -0.0082 -0.7% 1.1482
Range 0.0000 0.0047 0.0047 0.0243
ATR 0.0154 0.0150 -0.0004 -2.7% 0.0000
Volume 6 6 0 0.0% 19
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1629 1.1603 1.1508
R3 1.1582 1.1556 1.1495
R2 1.1535 1.1535 1.1491
R1 1.1509 1.1509 1.1486 1.1499
PP 1.1488 1.1488 1.1488 1.1483
S1 1.1462 1.1462 1.1478 1.1452
S2 1.1441 1.1441 1.1473
S3 1.1394 1.1415 1.1469
S4 1.1347 1.1368 1.1456
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2185 1.2076 1.1616
R3 1.1942 1.1833 1.1549
R2 1.1699 1.1699 1.1527
R1 1.1590 1.1590 1.1504 1.1645
PP 1.1456 1.1456 1.1456 1.1483
S1 1.1347 1.1347 1.1460 1.1402
S2 1.1213 1.1213 1.1437
S3 1.0970 1.1104 1.1415
S4 1.0727 1.0861 1.1348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1564 1.1321 0.0243 2.1% 0.0020 0.2% 66% False False 3
10 1.2850 1.1321 0.1529 13.3% 0.0010 0.1% 11% False False 53
20 1.2850 1.1321 0.1529 13.3% 0.0007 0.1% 11% False False 32
40 1.4099 1.1321 0.2778 24.2% 0.0031 0.3% 6% False False 19
60 1.4099 1.1321 0.2778 24.2% 0.0022 0.2% 6% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1715
2.618 1.1638
1.618 1.1591
1.000 1.1562
0.618 1.1544
HIGH 1.1515
0.618 1.1497
0.500 1.1492
0.382 1.1486
LOW 1.1468
0.618 1.1439
1.000 1.1421
1.618 1.1392
2.618 1.1345
4.250 1.1268
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 1.1492 1.1478
PP 1.1488 1.1475
S1 1.1485 1.1471

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

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