CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 1.1373 1.1375 0.0002 0.0% 1.1321
High 1.1373 1.1375 0.0002 0.0% 1.1564
Low 1.1373 1.1295 -0.0078 -0.7% 1.1321
Close 1.1394 1.1310 -0.0084 -0.7% 1.1482
Range 0.0000 0.0080 0.0080 0.0243
ATR 0.0147 0.0143 -0.0003 -2.3% 0.0000
Volume 30 3 -27 -90.0% 19
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1567 1.1518 1.1354
R3 1.1487 1.1438 1.1332
R2 1.1407 1.1407 1.1325
R1 1.1358 1.1358 1.1317 1.1343
PP 1.1327 1.1327 1.1327 1.1319
S1 1.1278 1.1278 1.1303 1.1263
S2 1.1247 1.1247 1.1295
S3 1.1167 1.1198 1.1288
S4 1.1087 1.1118 1.1266
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 1.1295 0.0269 2.4% 0.0026 0.2% 6% False True 9
10 1.1734 1.1295 0.0439 3.9% 0.0018 0.2% 3% False True 56
20 1.2850 1.1295 0.1555 13.7% 0.0011 0.1% 1% False True 29
40 1.4099 1.1295 0.2804 24.8% 0.0033 0.3% 1% False True 20
60 1.4099 1.1295 0.2804 24.8% 0.0023 0.2% 1% False True 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 1.1715
2.618 1.1584
1.618 1.1504
1.000 1.1455
0.618 1.1424
HIGH 1.1375
0.618 1.1344
0.500 1.1335
0.382 1.1326
LOW 1.1295
0.618 1.1246
1.000 1.1215
1.618 1.1166
2.618 1.1086
4.250 1.0955
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 1.1335 1.1405
PP 1.1327 1.1373
S1 1.1318 1.1342

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

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