CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 1.1035 1.1019 -0.0016 -0.1% 1.0860
High 1.1035 1.1038 0.0003 0.0% 1.1025
Low 1.1035 1.1019 -0.0016 -0.1% 1.0860
Close 1.1035 1.1038 0.0003 0.0% 1.1025
Range 0.0000 0.0019 0.0019 0.0165
ATR 0.0051 0.0049 -0.0002 -4.5% 0.0000
Volume 13 13 0 0.0% 72
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1089 1.1082 1.1048
R3 1.1070 1.1063 1.1043
R2 1.1051 1.1051 1.1041
R1 1.1044 1.1044 1.1040 1.1048
PP 1.1032 1.1032 1.1032 1.1033
S1 1.1025 1.1025 1.1036 1.1029
S2 1.1013 1.1013 1.1035
S3 1.0994 1.1006 1.1033
S4 1.0975 1.0987 1.1028
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1465 1.1410 1.1116
R3 1.1300 1.1245 1.1070
R2 1.1135 1.1135 1.1055
R1 1.1080 1.1080 1.1040 1.1108
PP 1.0970 1.0970 1.0970 1.0984
S1 1.0915 1.0915 1.1010 1.0943
S2 1.0805 1.0805 1.0995
S3 1.0640 1.0750 1.0980
S4 1.0475 1.0585 1.0934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1038 1.0961 0.0077 0.7% 0.0012 0.1% 100% True False 11
10 1.1038 1.0860 0.0178 1.6% 0.0029 0.3% 100% True False 15
20 1.1108 1.0860 0.0248 2.2% 0.0023 0.2% 72% False False 12
40 1.1108 1.0754 0.0354 3.2% 0.0014 0.1% 80% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1119
2.618 1.1088
1.618 1.1069
1.000 1.1057
0.618 1.1050
HIGH 1.1038
0.618 1.1031
0.500 1.1029
0.382 1.1026
LOW 1.1019
0.618 1.1007
1.000 1.1000
1.618 1.0988
2.618 1.0969
4.250 1.0938
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 1.1035 1.1032
PP 1.1032 1.1026
S1 1.1029 1.1020

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

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