CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 1.0514 1.0458 -0.0056 -0.5% 1.0742
High 1.0533 1.0550 0.0017 0.2% 1.0768
Low 1.0451 1.0431 -0.0020 -0.2% 1.0451
Close 1.0483 1.0528 0.0045 0.4% 1.0483
Range 0.0082 0.0119 0.0037 45.1% 0.0317
ATR 0.0112 0.0112 0.0001 0.5% 0.0000
Volume 22,412 23,026 614 2.7% 83,995
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0860 1.0813 1.0593
R3 1.0741 1.0694 1.0561
R2 1.0622 1.0622 1.0550
R1 1.0575 1.0575 1.0539 1.0599
PP 1.0503 1.0503 1.0503 1.0515
S1 1.0456 1.0456 1.0517 1.0480
S2 1.0384 1.0384 1.0506
S3 1.0265 1.0337 1.0495
S4 1.0146 1.0218 1.0463
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1518 1.1318 1.0657
R3 1.1201 1.1001 1.0570
R2 1.0884 1.0884 1.0541
R1 1.0684 1.0684 1.0512 1.0626
PP 1.0567 1.0567 1.0567 1.0538
S1 1.0367 1.0367 1.0454 1.0309
S2 1.0250 1.0250 1.0425
S3 0.9933 1.0050 1.0396
S4 0.9616 0.9733 1.0309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0768 1.0431 0.0337 3.2% 0.0113 1.1% 29% False True 21,404
10 1.0768 1.0431 0.0337 3.2% 0.0099 0.9% 29% False True 16,634
20 1.0915 1.0431 0.0484 4.6% 0.0113 1.1% 20% False True 16,260
40 1.1147 1.0431 0.0716 6.8% 0.0107 1.0% 14% False True 8,331
60 1.1700 1.0431 0.1269 12.1% 0.0095 0.9% 8% False True 5,558
80 1.1700 1.0431 0.1269 12.1% 0.0083 0.8% 8% False True 4,173
100 1.2850 1.0431 0.2419 23.0% 0.0070 0.7% 4% False True 3,345
120 1.4099 1.0431 0.3668 34.8% 0.0066 0.6% 3% False True 2,788
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 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1056
2.618 1.0862
1.618 1.0743
1.000 1.0669
0.618 1.0624
HIGH 1.0550
0.618 1.0505
0.500 1.0491
0.382 1.0476
LOW 1.0431
0.618 1.0357
1.000 1.0312
1.618 1.0238
2.618 1.0119
4.250 0.9925
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 1.0516 1.0533
PP 1.0503 1.0531
S1 1.0491 1.0530

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

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