CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 1.0472 1.0463 -0.0009 -0.1% 1.0461
High 1.0472 1.0463 -0.0009 -0.1% 1.0547
Low 1.0472 1.0463 -0.0009 -0.1% 1.0421
Close 1.0472 1.0463 -0.0009 -0.1% 1.0472
Range
ATR 0.0048 0.0045 -0.0003 -5.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0463 1.0463 1.0463
R3 1.0463 1.0463 1.0463
R2 1.0463 1.0463 1.0463
R1 1.0463 1.0463 1.0463 1.0463
PP 1.0463 1.0463 1.0463 1.0463
S1 1.0463 1.0463 1.0463 1.0463
S2 1.0463 1.0463 1.0463
S3 1.0463 1.0463 1.0463
S4 1.0463 1.0463 1.0463
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0858 1.0791 1.0541
R3 1.0732 1.0665 1.0507
R2 1.0606 1.0606 1.0495
R1 1.0539 1.0539 1.0484 1.0573
PP 1.0480 1.0480 1.0480 1.0497
S1 1.0413 1.0413 1.0460 1.0447
S2 1.0354 1.0354 1.0449
S3 1.0228 1.0287 1.0437
S4 1.0102 1.0161 1.0403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0547 1.0421 0.0126 1.2% 0.0000 0.0% 33% False False 1
10 1.0547 1.0350 0.0197 1.9% 0.0001 0.0% 57% False False 1
20 1.0736 1.0350 0.0386 3.7% 0.0001 0.0% 29% False False 1
40 1.1081 1.0350 0.0731 7.0% 0.0004 0.0% 15% False False 1
60 1.1117 1.0350 0.0767 7.3% 0.0002 0.0% 15% False False 1
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 1.0463
2.618 1.0463
1.618 1.0463
1.000 1.0463
0.618 1.0463
HIGH 1.0463
0.618 1.0463
0.500 1.0463
0.382 1.0463
LOW 1.0463
0.618 1.0463
1.000 1.0463
1.618 1.0463
2.618 1.0463
4.250 1.0463
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 1.0463 1.0505
PP 1.0463 1.0491
S1 1.0463 1.0477

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

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