CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 1.0897 1.0922 0.0025 0.2% 1.1075
High 1.0910 1.0922 0.0012 0.1% 1.1219
Low 1.0897 1.0856 -0.0041 -0.4% 1.1060
Close 1.0862 1.0867 0.0005 0.0% 1.1086
Range 0.0013 0.0066 0.0053 407.7% 0.0159
ATR 0.0113 0.0109 -0.0003 -3.0% 0.0000
Volume 36 5 -31 -86.1% 112
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1080 1.1039 1.0903
R3 1.1014 1.0973 1.0885
R2 1.0948 1.0948 1.0879
R1 1.0907 1.0907 1.0873 1.0895
PP 1.0882 1.0882 1.0882 1.0875
S1 1.0841 1.0841 1.0861 1.0829
S2 1.0816 1.0816 1.0855
S3 1.0750 1.0775 1.0849
S4 1.0684 1.0709 1.0831
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 1.0856 0.0336 3.1% 0.0037 0.3% 3% False True 10
10 1.1219 1.0856 0.0363 3.3% 0.0045 0.4% 3% False True 22
20 1.1564 1.0856 0.0708 6.5% 0.0033 0.3% 2% False True 40
40 1.3800 1.0856 0.2944 27.1% 0.0029 0.3% 0% False True 26
60 1.4099 1.0856 0.3243 29.8% 0.0031 0.3% 0% False True 18
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1203
2.618 1.1095
1.618 1.1029
1.000 1.0988
0.618 1.0963
HIGH 1.0922
0.618 1.0897
0.500 1.0889
0.382 1.0881
LOW 1.0856
0.618 1.0815
1.000 1.0790
1.618 1.0749
2.618 1.0683
4.250 1.0576
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 1.0889 1.0933
PP 1.0882 1.0911
S1 1.0874 1.0889

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

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