CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 1.1088 1.1010 -0.0078 -0.7% 1.1075
High 1.1088 1.1010 -0.0078 -0.7% 1.1219
Low 1.1060 1.0930 -0.0130 -1.2% 1.1060
Close 1.1086 1.0935 -0.0151 -1.4% 1.1086
Range 0.0028 0.0080 0.0052 185.7% 0.0159
ATR 0.0115 0.0118 0.0003 2.5% 0.0000
Volume 1 6 5 500.0% 112
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1198 1.1147 1.0979
R3 1.1118 1.1067 1.0957
R2 1.1038 1.1038 1.0950
R1 1.0987 1.0987 1.0942 1.0973
PP 1.0958 1.0958 1.0958 1.0951
S1 1.0907 1.0907 1.0928 1.0893
S2 1.0878 1.0878 1.0920
S3 1.0798 1.0827 1.0913
S4 1.0718 1.0747 1.0891
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 1.1599 1.1501 1.1173
R3 1.1440 1.1342 1.1130
R2 1.1281 1.1281 1.1115
R1 1.1183 1.1183 1.1101 1.1232
PP 1.1122 1.1122 1.1122 1.1146
S1 1.1024 1.1024 1.1071 1.1073
S2 1.0963 1.0963 1.1057
S3 1.0804 1.0865 1.1042
S4 1.0645 1.0706 1.0999
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1219 1.0930 0.0289 2.6% 0.0032 0.3% 2% False True 22
10 1.1375 1.0930 0.0445 4.1% 0.0048 0.4% 1% False True 21
20 1.1850 1.0930 0.0920 8.4% 0.0029 0.3% 1% False True 39
40 1.4099 1.0930 0.3169 29.0% 0.0040 0.4% 0% False True 25
60 1.4099 1.0930 0.3169 29.0% 0.0030 0.3% 0% False True 17
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1350
2.618 1.1219
1.618 1.1139
1.000 1.1090
0.618 1.1059
HIGH 1.1010
0.618 1.0979
0.500 1.0970
0.382 1.0961
LOW 1.0930
0.618 1.0881
1.000 1.0850
1.618 1.0801
2.618 1.0721
4.250 1.0590
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 1.0970 1.1061
PP 1.0958 1.1019
S1 1.0947 1.0977

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

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