CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 1.0968 1.0860 -0.0108 -1.0% 1.0947
High 1.0968 1.0959 -0.0009 -0.1% 1.1011
Low 1.0900 1.0860 -0.0040 -0.4% 1.0897
Close 1.0901 1.0959 0.0058 0.5% 1.0901
Range 0.0068 0.0099 0.0031 45.6% 0.0114
ATR 0.0053 0.0057 0.0003 6.1% 0.0000
Volume 35 9 -26 -74.3% 92
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1223 1.1190 1.1013
R3 1.1124 1.1091 1.0986
R2 1.1025 1.1025 1.0977
R1 1.0992 1.0992 1.0968 1.1009
PP 1.0926 1.0926 1.0926 1.0934
S1 1.0893 1.0893 1.0950 1.0910
S2 1.0827 1.0827 1.0941
S3 1.0728 1.0794 1.0932
S4 1.0629 1.0695 1.0905
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1278 1.1204 1.0964
R3 1.1164 1.1090 1.0932
R2 1.1050 1.1050 1.0922
R1 1.0976 1.0976 1.0911 1.0956
PP 1.0936 1.0936 1.0936 1.0927
S1 1.0862 1.0862 1.0891 1.0842
S2 1.0822 1.0822 1.0880
S3 1.0708 1.0748 1.0870
S4 1.0594 1.0634 1.0838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1011 1.0860 0.0151 1.4% 0.0038 0.3% 66% False True 17
10 1.1108 1.0860 0.0248 2.3% 0.0033 0.3% 40% False True 12
20 1.1108 1.0860 0.0248 2.3% 0.0021 0.2% 40% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1380
2.618 1.1218
1.618 1.1119
1.000 1.1058
0.618 1.1020
HIGH 1.0959
0.618 1.0921
0.500 1.0910
0.382 1.0898
LOW 1.0860
0.618 1.0799
1.000 1.0761
1.618 1.0700
2.618 1.0601
4.250 1.0439
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 1.0943 1.0951
PP 1.0926 1.0943
S1 1.0910 1.0936

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

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