CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 1.0627 1.0521 -0.0106 -1.0% 1.0548
High 1.0627 1.0521 -0.0106 -1.0% 1.0627
Low 1.0627 1.0507 -0.0120 -1.1% 1.0502
Close 1.0627 1.0515 -0.0112 -1.1% 1.0515
Range 0.0000 0.0014 0.0014 0.0125
ATR 0.0066 0.0070 0.0004 5.8% 0.0000
Volume 2 2 0 0.0% 17
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0556 1.0550 1.0523
R3 1.0542 1.0536 1.0519
R2 1.0528 1.0528 1.0518
R1 1.0522 1.0522 1.0516 1.0518
PP 1.0514 1.0514 1.0514 1.0513
S1 1.0508 1.0508 1.0514 1.0504
S2 1.0500 1.0500 1.0512
S3 1.0486 1.0494 1.0511
S4 1.0472 1.0480 1.0507
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0923 1.0844 1.0584
R3 1.0798 1.0719 1.0549
R2 1.0673 1.0673 1.0538
R1 1.0594 1.0594 1.0526 1.0571
PP 1.0548 1.0548 1.0548 1.0537
S1 1.0469 1.0469 1.0504 1.0446
S2 1.0423 1.0423 1.0492
S3 1.0298 1.0344 1.0481
S4 1.0173 1.0219 1.0446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0627 1.0502 0.0125 1.2% 0.0004 0.0% 10% False False 3
10 1.0772 1.0489 0.0283 2.7% 0.0025 0.2% 9% False False 4
20 1.0861 1.0489 0.0372 3.5% 0.0023 0.2% 7% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0581
2.618 1.0558
1.618 1.0544
1.000 1.0535
0.618 1.0530
HIGH 1.0521
0.618 1.0516
0.500 1.0514
0.382 1.0512
LOW 1.0507
0.618 1.0498
1.000 1.0493
1.618 1.0484
2.618 1.0470
4.250 1.0448
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 1.0515 1.0565
PP 1.0514 1.0548
S1 1.0514 1.0532

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

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