CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 04-Oct-2011
Day Change Summary
Previous Current
03-Oct-2011 04-Oct-2011 Change Change % Previous Week
Open 1.1010 1.0897 -0.0113 -1.0% 1.1075
High 1.1010 1.0910 -0.0100 -0.9% 1.1219
Low 1.0930 1.0897 -0.0033 -0.3% 1.1060
Close 1.0935 1.0862 -0.0073 -0.7% 1.1086
Range 0.0080 0.0013 -0.0067 -83.8% 0.0159
ATR 0.0118 0.0113 -0.0006 -4.8% 0.0000
Volume 6 36 30 500.0% 112
Daily Pivots for day following 04-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.0929 1.0908 1.0869
R3 1.0916 1.0895 1.0866
R2 1.0903 1.0903 1.0864
R1 1.0882 1.0882 1.0863 1.0886
PP 1.0890 1.0890 1.0890 1.0892
S1 1.0869 1.0869 1.0861 1.0873
S2 1.0877 1.0877 1.0860
S3 1.0864 1.0856 1.0858
S4 1.0851 1.0843 1.0855
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 1.1192 1.0897 0.0295 2.7% 0.0024 0.2% -12% False True 28
10 1.1270 1.0897 0.0373 3.4% 0.0041 0.4% -9% False True 24
20 1.1734 1.0897 0.0837 7.7% 0.0030 0.3% -4% False True 40
40 1.4099 1.0897 0.3202 29.5% 0.0041 0.4% -1% False True 26
60 1.4099 1.0897 0.3202 29.5% 0.0030 0.3% -1% False True 18
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0965
2.618 1.0944
1.618 1.0931
1.000 1.0923
0.618 1.0918
HIGH 1.0910
0.618 1.0905
0.500 1.0904
0.382 1.0902
LOW 1.0897
0.618 1.0889
1.000 1.0884
1.618 1.0876
2.618 1.0863
4.250 1.0842
Fisher Pivots for day following 04-Oct-2011
Pivot 1 day 3 day
R1 1.0904 1.0993
PP 1.0890 1.0949
S1 1.0876 1.0906

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

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