CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 10-Apr-2012
Day Change Summary
Previous Current
09-Apr-2012 10-Apr-2012 Change Change % Previous Week
Open 1.0947 1.0897 -0.0050 -0.5% 1.1097
High 1.0947 1.0918 -0.0029 -0.3% 1.1108
Low 1.0947 1.0897 -0.0050 -0.5% 1.0901
Close 1.0947 1.0918 -0.0029 -0.3% 1.0923
Range 0.0000 0.0021 0.0021 0.0207
ATR 0.0049 0.0049 0.0000 0.1% 0.0000
Volume 15 15 0 0.0% 29
Daily Pivots for day following 10-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0974 1.0967 1.0930
R3 1.0953 1.0946 1.0924
R2 1.0932 1.0932 1.0922
R1 1.0925 1.0925 1.0920 1.0929
PP 1.0911 1.0911 1.0911 1.0913
S1 1.0904 1.0904 1.0916 1.0908
S2 1.0890 1.0890 1.0914
S3 1.0869 1.0883 1.0912
S4 1.0848 1.0862 1.0906
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1598 1.1468 1.1037
R3 1.1391 1.1261 1.0980
R2 1.1184 1.1184 1.0961
R1 1.1054 1.1054 1.0942 1.1016
PP 1.0977 1.0977 1.0977 1.0958
S1 1.0847 1.0847 1.0904 1.0809
S2 1.0770 1.0770 1.0885
S3 1.0563 1.0640 1.0866
S4 1.0356 1.0433 1.0809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0956 1.0897 0.0059 0.5% 0.0012 0.1% 36% False True 11
10 1.1108 1.0897 0.0211 1.9% 0.0017 0.2% 10% False True 7
20 1.1108 1.0754 0.0354 3.2% 0.0014 0.1% 46% False False 13
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1007
2.618 1.0973
1.618 1.0952
1.000 1.0939
0.618 1.0931
HIGH 1.0918
0.618 1.0910
0.500 1.0908
0.382 1.0905
LOW 1.0897
0.618 1.0884
1.000 1.0876
1.618 1.0863
2.618 1.0842
4.250 1.0808
Fisher Pivots for day following 10-Apr-2012
Pivot 1 day 3 day
R1 1.0915 1.0922
PP 1.0911 1.0921
S1 1.0908 1.0919

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

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