CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 1.1091 1.1075 -0.0016 -0.1% 1.1373
High 1.1134 1.1090 -0.0044 -0.4% 1.1375
Low 1.1091 1.1075 -0.0016 -0.1% 1.0970
Close 1.1082 1.1093 0.0011 0.1% 1.1082
Range 0.0043 0.0015 -0.0028 -65.1% 0.0405
ATR 0.0142 0.0133 -0.0009 -6.4% 0.0000
Volume 43 6 -37 -86.0% 127
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1131 1.1127 1.1101
R3 1.1116 1.1112 1.1097
R2 1.1101 1.1101 1.1096
R1 1.1097 1.1097 1.1094 1.1099
PP 1.1086 1.1086 1.1086 1.1087
S1 1.1082 1.1082 1.1092 1.1084
S2 1.1071 1.1071 1.1090
S3 1.1056 1.1067 1.1089
S4 1.1041 1.1052 1.1085
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% 0.0064 0.6% 30% False False 20
10 1.1564 1.0970 0.0594 5.4% 0.0037 0.3% 21% False False 15
20 1.2850 1.0970 0.1880 16.9% 0.0022 0.2% 7% 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 True
NR5 True
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 True
Bull Hook False
Stretch 0.0005
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1154
2.618 1.1129
1.618 1.1114
1.000 1.1105
0.618 1.1099
HIGH 1.1090
0.618 1.1084
0.500 1.1083
0.382 1.1081
LOW 1.1075
0.618 1.1066
1.000 1.1060
1.618 1.1051
2.618 1.1036
4.250 1.1011
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 1.1090 1.1079
PP 1.1086 1.1066
S1 1.1083 1.1052

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

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