CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 1.0653 1.0662 0.0009 0.1% 1.0731
High 1.0656 1.0662 0.0006 0.1% 1.0861
Low 1.0653 1.0662 0.0009 0.1% 1.0729
Close 1.0656 1.0662 0.0006 0.1% 1.0729
Range 0.0003 0.0000 -0.0003 -100.0% 0.0132
ATR
Volume 9 1 -8 -88.9% 25
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0662 1.0662 1.0662
R3 1.0662 1.0662 1.0662
R2 1.0662 1.0662 1.0662
R1 1.0662 1.0662 1.0662 1.0662
PP 1.0662 1.0662 1.0662 1.0662
S1 1.0662 1.0662 1.0662 1.0662
S2 1.0662 1.0662 1.0662
S3 1.0662 1.0662 1.0662
S4 1.0662 1.0662 1.0662
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1169 1.1081 1.0802
R3 1.1037 1.0949 1.0765
R2 1.0905 1.0905 1.0753
R1 1.0817 1.0817 1.0741 1.0795
PP 1.0773 1.0773 1.0773 1.0762
S1 1.0685 1.0685 1.0717 1.0663
S2 1.0641 1.0641 1.0705
S3 1.0509 1.0553 1.0693
S4 1.0377 1.0421 1.0656
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0756 1.0653 0.0103 1.0% 0.0001 0.0% 9% False False 7
10 1.0861 1.0653 0.0208 2.0% 0.0022 0.2% 4% False False 4
Crabel Price Patterns
NR True
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0662
2.618 1.0662
1.618 1.0662
1.000 1.0662
0.618 1.0662
HIGH 1.0662
0.618 1.0662
0.500 1.0662
0.382 1.0662
LOW 1.0662
0.618 1.0662
1.000 1.0662
1.618 1.0662
2.618 1.0662
4.250 1.0662
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 1.0662 1.0705
PP 1.0662 1.0690
S1 1.0662 1.0676

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

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