CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 1.1102 1.1093 -0.0009 -0.1% 1.1012
High 1.1102 1.1093 -0.0009 -0.1% 1.1048
Low 1.1102 1.1093 -0.0009 -0.1% 1.0977
Close 1.1102 1.1093 -0.0009 -0.1% 1.1048
Range
ATR
Volume 1 1 0 0.0% 5
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1093 1.1093 1.1093
R3 1.1093 1.1093 1.1093
R2 1.1093 1.1093 1.1093
R1 1.1093 1.1093 1.1093 1.1093
PP 1.1093 1.1093 1.1093 1.1093
S1 1.1093 1.1093 1.1093 1.1093
S2 1.1093 1.1093 1.1093
S3 1.1093 1.1093 1.1093
S4 1.1093 1.1093 1.1093
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1237 1.1214 1.1087
R3 1.1166 1.1143 1.1068
R2 1.1095 1.1095 1.1061
R1 1.1072 1.1072 1.1055 1.1084
PP 1.1024 1.1024 1.1024 1.1030
S1 1.1001 1.1001 1.1041 1.1013
S2 1.0953 1.0953 1.1035
S3 1.0882 1.0930 1.1028
S4 1.0811 1.0859 1.1009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1109 1.0977 0.0132 1.2% 0.0000 0.0% 88% False False 1
10 1.1109 1.0886 0.0223 2.0% 0.0003 0.0% 93% False False
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 1.1093
2.618 1.1093
1.618 1.1093
1.000 1.1093
0.618 1.1093
HIGH 1.1093
0.618 1.1093
0.500 1.1093
0.382 1.1093
LOW 1.1093
0.618 1.1093
1.000 1.1093
1.618 1.1093
2.618 1.1093
4.250 1.1093
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 1.1093 1.1101
PP 1.1093 1.1098
S1 1.1093 1.1096

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

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