CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 1.0502 1.0627 0.0125 1.2% 1.0730
High 1.0502 1.0627 0.0125 1.2% 1.0772
Low 1.0502 1.0627 0.0125 1.2% 1.0489
Close 1.0502 1.0627 0.0125 1.2% 1.0508
Range
ATR 0.0062 0.0066 0.0005 7.3% 0.0000
Volume 3 2 -1 -33.3% 29
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0627 1.0627 1.0627
R3 1.0627 1.0627 1.0627
R2 1.0627 1.0627 1.0627
R1 1.0627 1.0627 1.0627 1.0627
PP 1.0627 1.0627 1.0627 1.0627
S1 1.0627 1.0627 1.0627 1.0627
S2 1.0627 1.0627 1.0627
S3 1.0627 1.0627 1.0627
S4 1.0627 1.0627 1.0627
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1439 1.1256 1.0664
R3 1.1156 1.0973 1.0586
R2 1.0873 1.0873 1.0560
R1 1.0690 1.0690 1.0534 1.0640
PP 1.0590 1.0590 1.0590 1.0565
S1 1.0407 1.0407 1.0482 1.0357
S2 1.0307 1.0307 1.0456
S3 1.0024 1.0124 1.0430
S4 0.9741 0.9841 1.0352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0627 1.0489 0.0138 1.3% 0.0005 0.0% 100% True False 3
10 1.0772 1.0489 0.0283 2.7% 0.0024 0.2% 49% False False 4
20 1.0861 1.0489 0.0372 3.5% 0.0023 0.2% 37% 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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0627
2.618 1.0627
1.618 1.0627
1.000 1.0627
0.618 1.0627
HIGH 1.0627
0.618 1.0627
0.500 1.0627
0.382 1.0627
LOW 1.0627
0.618 1.0627
1.000 1.0627
1.618 1.0627
2.618 1.0627
4.250 1.0627
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 1.0627 1.0606
PP 1.0627 1.0585
S1 1.0627 1.0565

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

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