CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 14-Oct-2011
Day Change Summary
Previous Current
13-Oct-2011 14-Oct-2011 Change Change % Previous Week
Open 1.1114 1.1235 0.0121 1.1% 1.0904
High 1.1114 1.1235 0.0121 1.1% 1.1235
Low 1.1114 1.1235 0.0121 1.1% 1.0904
Close 1.1181 1.1235 0.0054 0.5% 1.1235
Range
ATR 0.0115 0.0110 -0.0004 -3.8% 0.0000
Volume 8 1 -7 -87.5% 28
Daily Pivots for day following 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1235 1.1235 1.1235
R3 1.1235 1.1235 1.1235
R2 1.1235 1.1235 1.1235
R1 1.1235 1.1235 1.1235 1.1235
PP 1.1235 1.1235 1.1235 1.1235
S1 1.1235 1.1235 1.1235 1.1235
S2 1.1235 1.1235 1.1235
S3 1.1235 1.1235 1.1235
S4 1.1235 1.1235 1.1235
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.2118 1.2007 1.1417
R3 1.1787 1.1676 1.1326
R2 1.1456 1.1456 1.1296
R1 1.1345 1.1345 1.1265 1.1401
PP 1.1125 1.1125 1.1125 1.1152
S1 1.1014 1.1014 1.1205 1.1070
S2 1.0794 1.0794 1.1174
S3 1.0463 1.0683 1.1144
S4 1.0132 1.0352 1.1053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1235 1.0904 0.0331 2.9% 0.0057 0.5% 100% True False 5
10 1.1235 1.0805 0.0430 3.8% 0.0052 0.5% 100% True False 11
20 1.1375 1.0805 0.0570 5.1% 0.0046 0.4% 75% False False 17
40 1.2850 1.0805 0.2045 18.2% 0.0026 0.2% 21% False False 25
60 1.4099 1.0805 0.3294 29.3% 0.0036 0.3% 13% False False 19
80 1.4099 1.0805 0.3294 29.3% 0.0028 0.2% 13% False False 14
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 1.1235
2.618 1.1235
1.618 1.1235
1.000 1.1235
0.618 1.1235
HIGH 1.1235
0.618 1.1235
0.500 1.1235
0.382 1.1235
LOW 1.1235
0.618 1.1235
1.000 1.1235
1.618 1.1235
2.618 1.1235
4.250 1.1235
Fisher Pivots for day following 14-Oct-2011
Pivot 1 day 3 day
R1 1.1235 1.1215
PP 1.1235 1.1195
S1 1.1235 1.1175

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

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