CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 1.1189 1.1192 0.0003 0.0% 1.1373
High 1.1189 1.1192 0.0003 0.0% 1.1375
Low 1.1189 1.1192 0.0003 0.0% 1.0970
Close 1.1189 1.1167 -0.0022 -0.2% 1.1082
Range
ATR 0.0125 0.0116 -0.0009 -7.0% 0.0000
Volume 96 2 -94 -97.9% 127
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1184 1.1175 1.1167
R3 1.1184 1.1175 1.1167
R2 1.1184 1.1184 1.1167
R1 1.1175 1.1175 1.1167 1.1180
PP 1.1184 1.1184 1.1184 1.1186
S1 1.1175 1.1175 1.1167 1.1180
S2 1.1184 1.1184 1.1167
S3 1.1184 1.1175 1.1167
S4 1.1184 1.1175 1.1167
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 1.1219 1.1075 0.0144 1.3% 0.0022 0.2% 64% False False 30
10 1.1515 1.0970 0.0545 4.9% 0.0042 0.4% 36% False False 24
20 1.2850 1.0970 0.1880 16.8% 0.0025 0.2% 10% False False 38
40 1.4099 1.0970 0.3129 28.0% 0.0041 0.4% 6% False False 25
60 1.4099 1.0970 0.3129 28.0% 0.0028 0.2% 6% False False 17
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Fibonacci Retracements and Extensions
4.250 1.1192
2.618 1.1192
1.618 1.1192
1.000 1.1192
0.618 1.1192
HIGH 1.1192
0.618 1.1192
0.500 1.1192
0.382 1.1192
LOW 1.1192
0.618 1.1192
1.000 1.1192
1.618 1.1192
2.618 1.1192
4.250 1.1192
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 1.1192 1.1192
PP 1.1184 1.1184
S1 1.1175 1.1175

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

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