CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 1.0334 1.0435 0.0101 1.0% 1.0325
High 1.0334 1.0435 0.0101 1.0% 1.0349
Low 1.0334 1.0435 0.0101 1.0% 1.0288
Close 1.0334 1.0435 0.0101 1.0% 1.0316
Range
ATR 0.0040 0.0044 0.0004 11.0% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0435 1.0435 1.0435
R3 1.0435 1.0435 1.0435
R2 1.0435 1.0435 1.0435
R1 1.0435 1.0435 1.0435 1.0435
PP 1.0435 1.0435 1.0435 1.0435
S1 1.0435 1.0435 1.0435 1.0435
S2 1.0435 1.0435 1.0435
S3 1.0435 1.0435 1.0435
S4 1.0435 1.0435 1.0435
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0501 1.0469 1.0350
R3 1.0440 1.0408 1.0333
R2 1.0379 1.0379 1.0327
R1 1.0347 1.0347 1.0322 1.0333
PP 1.0318 1.0318 1.0318 1.0310
S1 1.0286 1.0286 1.0310 1.0272
S2 1.0257 1.0257 1.0305
S3 1.0196 1.0225 1.0299
S4 1.0135 1.0164 1.0282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0435 1.0288 0.0147 1.4% 0.0000 0.0% 100% True False 2
10 1.0435 1.0288 0.0147 1.4% 0.0000 0.0% 100% True False 2
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 1.0435
2.618 1.0435
1.618 1.0435
1.000 1.0435
0.618 1.0435
HIGH 1.0435
0.618 1.0435
0.500 1.0435
0.382 1.0435
LOW 1.0435
0.618 1.0435
1.000 1.0435
1.618 1.0435
2.618 1.0435
4.250 1.0435
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 1.0435 1.0415
PP 1.0435 1.0395
S1 1.0435 1.0376

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

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