CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 1.0662 1.0697 0.0035 0.3% 1.0756
High 1.0662 1.0697 0.0035 0.3% 1.0756
Low 1.0662 1.0697 0.0035 0.3% 1.0653
Close 1.0662 1.0697 0.0035 0.3% 1.0697
Range
ATR
Volume 1 1 0 0.0% 20
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.0697 1.0697 1.0697
R3 1.0697 1.0697 1.0697
R2 1.0697 1.0697 1.0697
R1 1.0697 1.0697 1.0697 1.0697
PP 1.0697 1.0697 1.0697 1.0697
S1 1.0697 1.0697 1.0697 1.0697
S2 1.0697 1.0697 1.0697
S3 1.0697 1.0697 1.0697
S4 1.0697 1.0697 1.0697
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1011 1.0957 1.0754
R3 1.0908 1.0854 1.0725
R2 1.0805 1.0805 1.0716
R1 1.0751 1.0751 1.0706 1.0727
PP 1.0702 1.0702 1.0702 1.0690
S1 1.0648 1.0648 1.0688 1.0624
S2 1.0599 1.0599 1.0678
S3 1.0496 1.0545 1.0669
S4 1.0393 1.0442 1.0640
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% 43% False False 5
10 1.0861 1.0653 0.0208 1.9% 0.0019 0.2% 21% False False 4
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0697
2.618 1.0697
1.618 1.0697
1.000 1.0697
0.618 1.0697
HIGH 1.0697
0.618 1.0697
0.500 1.0697
0.382 1.0697
LOW 1.0697
0.618 1.0697
1.000 1.0697
1.618 1.0697
2.618 1.0697
4.250 1.0697
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 1.0697 1.0690
PP 1.0697 1.0682
S1 1.0697 1.0675

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

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