CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 1.1249 1.1080 -0.0169 -1.5% 1.1321
High 1.1270 1.1120 -0.0150 -1.3% 1.1564
Low 1.1240 1.0970 -0.0270 -2.4% 1.1321
Close 1.1241 1.1071 -0.0170 -1.5% 1.1482
Range 0.0030 0.0150 0.0120 400.0% 0.0243
ATR 0.0138 0.0148 0.0009 6.9% 0.0000
Volume 31 20 -11 -35.5% 19
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1504 1.1437 1.1154
R3 1.1354 1.1287 1.1112
R2 1.1204 1.1204 1.1099
R1 1.1137 1.1137 1.1085 1.1096
PP 1.1054 1.1054 1.1054 1.1033
S1 1.0987 1.0987 1.1057 1.0946
S2 1.0904 1.0904 1.1044
S3 1.0754 1.0837 1.1030
S4 1.0604 1.0687 1.0989
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 1.1515 1.0970 0.0545 4.9% 0.0061 0.6% 19% False True 18
10 1.1564 1.0970 0.0594 5.4% 0.0036 0.3% 17% False True 60
20 1.2850 1.0970 0.1880 17.0% 0.0020 0.2% 5% False True 31
40 1.4099 1.0970 0.3129 28.3% 0.0038 0.3% 3% False True 21
60 1.4099 1.0970 0.3129 28.3% 0.0026 0.2% 3% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 1.1758
2.618 1.1513
1.618 1.1363
1.000 1.1270
0.618 1.1213
HIGH 1.1120
0.618 1.1063
0.500 1.1045
0.382 1.1027
LOW 1.0970
0.618 1.0877
1.000 1.0820
1.618 1.0727
2.618 1.0577
4.250 1.0333
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 1.1062 1.1173
PP 1.1054 1.1139
S1 1.1045 1.1105

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

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