CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 1.1080 1.1091 0.0011 0.1% 1.1373
High 1.1120 1.1134 0.0014 0.1% 1.1375
Low 1.0970 1.1091 0.0121 1.1% 1.0970
Close 1.1071 1.1082 0.0011 0.1% 1.1082
Range 0.0150 0.0043 -0.0107 -71.3% 0.0405
ATR 0.0148 0.0142 -0.0006 -4.1% 0.0000
Volume 20 43 23 115.0% 127
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1231 1.1200 1.1106
R3 1.1188 1.1157 1.1094
R2 1.1145 1.1145 1.1090
R1 1.1114 1.1114 1.1086 1.1108
PP 1.1102 1.1102 1.1102 1.1100
S1 1.1071 1.1071 1.1078 1.1065
S2 1.1059 1.1059 1.1074
S3 1.1016 1.1028 1.1070
S4 1.0973 1.0985 1.1058
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.2357 1.2125 1.1305
R3 1.1952 1.1720 1.1193
R2 1.1547 1.1547 1.1156
R1 1.1315 1.1315 1.1119 1.1229
PP 1.1142 1.1142 1.1142 1.1099
S1 1.0910 1.0910 1.1045 1.0824
S2 1.0737 1.0737 1.1008
S3 1.0332 1.0505 1.0971
S4 0.9927 1.0100 1.0859
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1375 1.0970 0.0405 3.7% 0.0061 0.5% 28% False False 25
10 1.1564 1.0970 0.0594 5.4% 0.0040 0.4% 19% False False 14
20 1.2850 1.0970 0.1880 17.0% 0.0022 0.2% 6% False False 33
40 1.4099 1.0970 0.3129 28.2% 0.0039 0.4% 4% False False 22
60 1.4099 1.0970 0.3129 28.2% 0.0027 0.2% 4% False False 15
Crabel Price Patterns
NR True
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 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1317
2.618 1.1247
1.618 1.1204
1.000 1.1177
0.618 1.1161
HIGH 1.1134
0.618 1.1118
0.500 1.1113
0.382 1.1107
LOW 1.1091
0.618 1.1064
1.000 1.1048
1.618 1.1021
2.618 1.0978
4.250 1.0908
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 1.1113 1.1120
PP 1.1102 1.1107
S1 1.1092 1.1095

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

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