CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 02-Apr-2012
Day Change Summary
Previous Current
30-Mar-2012 02-Apr-2012 Change Change % Previous Week
Open 1.1102 1.1097 -0.0005 0.0% 1.1065
High 1.1102 1.1097 -0.0005 0.0% 1.1102
Low 1.1101 1.1097 -0.0004 0.0% 1.1048
Close 1.1101 1.1097 -0.0004 0.0% 1.1101
Range 0.0001 0.0000 -0.0001 -100.0% 0.0054
ATR 0.0053 0.0050 -0.0004 -6.6% 0.0000
Volume 6 2 -4 -66.7% 32
Daily Pivots for day following 02-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1097 1.1097 1.1097
R3 1.1097 1.1097 1.1097
R2 1.1097 1.1097 1.1097
R1 1.1097 1.1097 1.1097 1.1097
PP 1.1097 1.1097 1.1097 1.1097
S1 1.1097 1.1097 1.1097 1.1097
S2 1.1097 1.1097 1.1097
S3 1.1097 1.1097 1.1097
S4 1.1097 1.1097 1.1097
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1246 1.1227 1.1131
R3 1.1192 1.1173 1.1116
R2 1.1138 1.1138 1.1111
R1 1.1119 1.1119 1.1106 1.1129
PP 1.1084 1.1084 1.1084 1.1088
S1 1.1065 1.1065 1.1096 1.1075
S2 1.1030 1.1030 1.1091
S3 1.0976 1.1011 1.1086
S4 1.0922 1.0957 1.1071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1102 1.1048 0.0054 0.5% 0.0000 0.0% 91% False False 5
10 1.1102 1.0961 0.0141 1.3% 0.0008 0.1% 96% False False 4
20 1.1102 1.0754 0.0348 3.1% 0.0006 0.1% 99% False False 28
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1097
2.618 1.1097
1.618 1.1097
1.000 1.1097
0.618 1.1097
HIGH 1.1097
0.618 1.1097
0.500 1.1097
0.382 1.1097
LOW 1.1097
0.618 1.1097
1.000 1.1097
1.618 1.1097
2.618 1.1097
4.250 1.1097
Fisher Pivots for day following 02-Apr-2012
Pivot 1 day 3 day
R1 1.1097 1.1090
PP 1.1097 1.1082
S1 1.1097 1.1075

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

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