CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 1.0705 1.0794 0.0089 0.8% 1.0502
High 1.0810 1.0803 -0.0007 -0.1% 1.0737
Low 1.0705 1.0794 0.0089 0.8% 1.0502
Close 1.0810 1.0796 -0.0014 -0.1% 1.0718
Range 0.0105 0.0009 -0.0096 -91.4% 0.0235
ATR 0.0073 0.0069 -0.0004 -5.6% 0.0000
Volume 3 10 7 233.3% 31
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0825 1.0819 1.0801
R3 1.0816 1.0810 1.0798
R2 1.0807 1.0807 1.0798
R1 1.0801 1.0801 1.0797 1.0804
PP 1.0798 1.0798 1.0798 1.0799
S1 1.0792 1.0792 1.0795 1.0795
S2 1.0789 1.0789 1.0794
S3 1.0780 1.0783 1.0794
S4 1.0771 1.0774 1.0791
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1357 1.1273 1.0847
R3 1.1122 1.1038 1.0783
R2 1.0887 1.0887 1.0761
R1 1.0803 1.0803 1.0740 1.0845
PP 1.0652 1.0652 1.0652 1.0674
S1 1.0568 1.0568 1.0696 1.0610
S2 1.0417 1.0417 1.0675
S3 1.0182 1.0333 1.0653
S4 0.9947 1.0098 1.0589
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0810 1.0630 0.0180 1.7% 0.0039 0.4% 92% False False 3
10 1.0810 1.0502 0.0308 2.9% 0.0026 0.2% 95% False False 5
20 1.0810 1.0489 0.0321 3.0% 0.0025 0.2% 96% False False 5
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0841
2.618 1.0827
1.618 1.0818
1.000 1.0812
0.618 1.0809
HIGH 1.0803
0.618 1.0800
0.500 1.0799
0.382 1.0797
LOW 1.0794
0.618 1.0788
1.000 1.0785
1.618 1.0779
2.618 1.0770
4.250 1.0756
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 1.0799 1.0783
PP 1.0798 1.0770
S1 1.0797 1.0758

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

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