CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 1.1075 1.1166 0.0091 0.8% 1.1373
High 1.1090 1.1219 0.0129 1.2% 1.1375
Low 1.1075 1.1165 0.0090 0.8% 1.0970
Close 1.1093 1.1218 0.0125 1.1% 1.1082
Range 0.0015 0.0054 0.0039 260.0% 0.0405
ATR 0.0133 0.0132 0.0000 -0.4% 0.0000
Volume 6 7 1 16.7% 127
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1363 1.1344 1.1248
R3 1.1309 1.1290 1.1233
R2 1.1255 1.1255 1.1228
R1 1.1236 1.1236 1.1223 1.1246
PP 1.1201 1.1201 1.1201 1.1205
S1 1.1182 1.1182 1.1213 1.1192
S2 1.1147 1.1147 1.1208
S3 1.1093 1.1128 1.1203
S4 1.1039 1.1074 1.1188
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 1.1270 1.0970 0.0300 2.7% 0.0058 0.5% 83% False False 21
10 1.1564 1.0970 0.0594 5.3% 0.0042 0.4% 42% False False 15
20 1.2850 1.0970 0.1880 16.8% 0.0025 0.2% 13% False False 34
40 1.4099 1.0970 0.3129 27.9% 0.0041 0.4% 8% False False 22
60 1.4099 1.0970 0.3129 27.9% 0.0028 0.2% 8% False False 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1449
2.618 1.1360
1.618 1.1306
1.000 1.1273
0.618 1.1252
HIGH 1.1219
0.618 1.1198
0.500 1.1192
0.382 1.1186
LOW 1.1165
0.618 1.1132
1.000 1.1111
1.618 1.1078
2.618 1.1024
4.250 1.0936
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 1.1209 1.1194
PP 1.1201 1.1171
S1 1.1192 1.1147

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

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