CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 1.0486 1.0514 0.0028 0.3% 1.0325
High 1.0486 1.0514 0.0028 0.3% 1.0349
Low 1.0486 1.0514 0.0028 0.3% 1.0288
Close 1.0486 1.0514 0.0028 0.3% 1.0316
Range
ATR 0.0045 0.0043 -0.0001 -2.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0514 1.0514 1.0514
R3 1.0514 1.0514 1.0514
R2 1.0514 1.0514 1.0514
R1 1.0514 1.0514 1.0514 1.0514
PP 1.0514 1.0514 1.0514 1.0514
S1 1.0514 1.0514 1.0514 1.0514
S2 1.0514 1.0514 1.0514
S3 1.0514 1.0514 1.0514
S4 1.0514 1.0514 1.0514
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 1.0514 1.0316 0.0198 1.9% 0.0000 0.0% 100% True False 2
10 1.0514 1.0288 0.0226 2.1% 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 1.0514
2.618 1.0514
1.618 1.0514
1.000 1.0514
0.618 1.0514
HIGH 1.0514
0.618 1.0514
0.500 1.0514
0.382 1.0514
LOW 1.0514
0.618 1.0514
1.000 1.0514
1.618 1.0514
2.618 1.0514
4.250 1.0514
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 1.0514 1.0501
PP 1.0514 1.0488
S1 1.0514 1.0475

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

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