CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 1.0893 1.0881 -0.0012 -0.1% 1.0705
High 1.0893 1.0975 0.0082 0.8% 1.0975
Low 1.0893 1.0881 -0.0012 -0.1% 1.0705
Close 1.0893 1.0975 0.0082 0.8% 1.0975
Range 0.0000 0.0094 0.0094 0.0270
ATR 0.0069 0.0070 0.0002 2.6% 0.0000
Volume 22 22 0 0.0% 59
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1226 1.1194 1.1027
R3 1.1132 1.1100 1.1001
R2 1.1038 1.1038 1.0992
R1 1.1006 1.1006 1.0984 1.1022
PP 1.0944 1.0944 1.0944 1.0952
S1 1.0912 1.0912 1.0966 1.0928
S2 1.0850 1.0850 1.0958
S3 1.0756 1.0818 1.0949
S4 1.0662 1.0724 1.0923
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1695 1.1605 1.1124
R3 1.1425 1.1335 1.1049
R2 1.1155 1.1155 1.1025
R1 1.1065 1.1065 1.1000 1.1110
PP 1.0885 1.0885 1.0885 1.0908
S1 1.0795 1.0795 1.0950 1.0840
S2 1.0615 1.0615 1.0926
S3 1.0345 1.0525 1.0901
S4 1.0075 1.0255 1.0827
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0975 1.0705 0.0270 2.5% 0.0063 0.6% 100% True False 11
10 1.0975 1.0502 0.0473 4.3% 0.0046 0.4% 100% True False 9
20 1.0975 1.0489 0.0486 4.4% 0.0035 0.3% 100% True False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1375
2.618 1.1221
1.618 1.1127
1.000 1.1069
0.618 1.1033
HIGH 1.0975
0.618 1.0939
0.500 1.0928
0.382 1.0917
LOW 1.0881
0.618 1.0823
1.000 1.0787
1.618 1.0729
2.618 1.0635
4.250 1.0482
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 1.0959 1.0941
PP 1.0944 1.0907
S1 1.0928 1.0873

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

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