CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.0964 1.0985 0.0021 0.2% 1.0860
High 1.0970 1.1025 0.0055 0.5% 1.1025
Low 1.0949 1.0985 0.0036 0.3% 1.0860
Close 1.0949 1.1025 0.0076 0.7% 1.1025
Range 0.0021 0.0040 0.0019 90.5% 0.0165
ATR 0.0051 0.0053 0.0002 3.5% 0.0000
Volume 1 3 2 200.0% 72
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1132 1.1118 1.1047
R3 1.1092 1.1078 1.1036
R2 1.1052 1.1052 1.1032
R1 1.1038 1.1038 1.1029 1.1045
PP 1.1012 1.1012 1.1012 1.1015
S1 1.0998 1.0998 1.1021 1.1005
S2 1.0972 1.0972 1.1018
S3 1.0932 1.0958 1.1014
S4 1.0892 1.0918 1.1003
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1465 1.1410 1.1116
R3 1.1300 1.1245 1.1070
R2 1.1135 1.1135 1.1055
R1 1.1080 1.1080 1.1040 1.1108
PP 1.0970 1.0970 1.0970 1.0984
S1 1.0915 1.0915 1.1010 1.0943
S2 1.0805 1.0805 1.0995
S3 1.0640 1.0750 1.0980
S4 1.0475 1.0585 1.0934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1025 1.0860 0.0165 1.5% 0.0041 0.4% 100% True False 14
10 1.1025 1.0860 0.0165 1.5% 0.0030 0.3% 100% True False 16
20 1.1108 1.0860 0.0248 2.2% 0.0024 0.2% 67% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1195
2.618 1.1130
1.618 1.1090
1.000 1.1065
0.618 1.1050
HIGH 1.1025
0.618 1.1010
0.500 1.1005
0.382 1.1000
LOW 1.0985
0.618 1.0960
1.000 1.0945
1.618 1.0920
2.618 1.0880
4.250 1.0815
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.1018 1.1005
PP 1.1012 1.0985
S1 1.1005 1.0965

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

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