CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 1.1235 1.1157 -0.0078 -0.7% 1.0904
High 1.1235 1.1173 -0.0062 -0.6% 1.1235
Low 1.1235 1.1156 -0.0079 -0.7% 1.0904
Close 1.1235 1.1163 -0.0072 -0.6% 1.1235
Range 0.0000 0.0017 0.0017 0.0331
ATR 0.0110 0.0108 -0.0002 -2.0% 0.0000
Volume 1 1 0 0.0% 28
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 1.1215 1.1206 1.1172
R3 1.1198 1.1189 1.1168
R2 1.1181 1.1181 1.1166
R1 1.1172 1.1172 1.1165 1.1177
PP 1.1164 1.1164 1.1164 1.1166
S1 1.1155 1.1155 1.1161 1.1160
S2 1.1147 1.1147 1.1160
S3 1.1130 1.1138 1.1158
S4 1.1113 1.1121 1.1154
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 1.1019 0.0216 1.9% 0.0017 0.2% 67% False False 5
10 1.1235 1.0805 0.0430 3.9% 0.0045 0.4% 83% False False 10
20 1.1375 1.0805 0.0570 5.1% 0.0047 0.4% 63% False False 16
40 1.2850 1.0805 0.2045 18.3% 0.0027 0.2% 18% False False 23
60 1.4099 1.0805 0.3294 29.5% 0.0036 0.3% 11% False False 18
80 1.4099 1.0805 0.3294 29.5% 0.0028 0.2% 11% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1245
2.618 1.1218
1.618 1.1201
1.000 1.1190
0.618 1.1184
HIGH 1.1173
0.618 1.1167
0.500 1.1165
0.382 1.1162
LOW 1.1156
0.618 1.1145
1.000 1.1139
1.618 1.1128
2.618 1.1111
4.250 1.1084
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 1.1165 1.1175
PP 1.1164 1.1171
S1 1.1164 1.1167

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

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