CME Swiss Franc Future March 2013


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 1.0534 1.0611 0.0077 0.7% 1.0511
High 1.0534 1.0611 0.0077 0.7% 1.0611
Low 1.0534 1.0611 0.0077 0.7% 1.0510
Close 1.0534 1.0611 0.0077 0.7% 1.0611
Range
ATR 0.0035 0.0038 0.0003 8.4% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0611 1.0611 1.0611
R3 1.0611 1.0611 1.0611
R2 1.0611 1.0611 1.0611
R1 1.0611 1.0611 1.0611 1.0611
PP 1.0611 1.0611 1.0611 1.0611
S1 1.0611 1.0611 1.0611 1.0611
S2 1.0611 1.0611 1.0611
S3 1.0611 1.0611 1.0611
S4 1.0611 1.0611 1.0611
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0880 1.0847 1.0667
R3 1.0779 1.0746 1.0639
R2 1.0678 1.0678 1.0630
R1 1.0645 1.0645 1.0620 1.0662
PP 1.0577 1.0577 1.0577 1.0586
S1 1.0544 1.0544 1.0602 1.0561
S2 1.0476 1.0476 1.0592
S3 1.0375 1.0443 1.0583
S4 1.0274 1.0342 1.0555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0611 1.0510 0.0101 1.0% 0.0000 0.0% 100% True False 2
10 1.0611 1.0463 0.0148 1.4% 0.0000 0.0% 100% True False 2
20 1.0611 1.0288 0.0323 3.0% 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 1.0611
2.618 1.0611
1.618 1.0611
1.000 1.0611
0.618 1.0611
HIGH 1.0611
0.618 1.0611
0.500 1.0611
0.382 1.0611
LOW 1.0611
0.618 1.0611
1.000 1.0611
1.618 1.0611
2.618 1.0611
4.250 1.0611
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 1.0611 1.0594
PP 1.0611 1.0577
S1 1.0611 1.0561

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

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