CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 13-Mar-2012
Day Change Summary
Previous Current
12-Mar-2012 13-Mar-2012 Change Change % Previous Week
Open 1.0933 1.0864 -0.0069 -0.6% 1.0998
High 1.0933 1.0864 -0.0069 -0.6% 1.1040
Low 1.0933 1.0864 -0.0069 -0.6% 1.0898
Close 1.0933 1.0864 -0.0069 -0.6% 1.0898
Range
ATR
Volume 168 168 0 0.0% 10
Daily Pivots for day following 13-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0864 1.0864 1.0864
R3 1.0864 1.0864 1.0864
R2 1.0864 1.0864 1.0864
R1 1.0864 1.0864 1.0864 1.0864
PP 1.0864 1.0864 1.0864 1.0864
S1 1.0864 1.0864 1.0864 1.0864
S2 1.0864 1.0864 1.0864
S3 1.0864 1.0864 1.0864
S4 1.0864 1.0864 1.0864
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1371 1.1277 1.0976
R3 1.1229 1.1135 1.0937
R2 1.1087 1.1087 1.0924
R1 1.0993 1.0993 1.0911 1.0969
PP 1.0945 1.0945 1.0945 1.0934
S1 1.0851 1.0851 1.0885 1.0827
S2 1.0803 1.0803 1.0872
S3 1.0661 1.0709 1.0859
S4 1.0519 1.0567 1.0820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0864 0.0176 1.6% 0.0000 0.0% 0% False True 68
10 1.1151 1.0864 0.0287 2.6% 0.0005 0.0% 0% False True 35
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0864
2.618 1.0864
1.618 1.0864
1.000 1.0864
0.618 1.0864
HIGH 1.0864
0.618 1.0864
0.500 1.0864
0.382 1.0864
LOW 1.0864
0.618 1.0864
1.000 1.0864
1.618 1.0864
2.618 1.0864
4.250 1.0864
Fisher Pivots for day following 13-Mar-2012
Pivot 1 day 3 day
R1 1.0864 1.0899
PP 1.0864 1.0887
S1 1.0864 1.0876

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

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