CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.1019 1.0996 -0.0023 -0.2% 1.0961
High 1.1038 1.1061 0.0023 0.2% 1.1061
Low 1.1019 1.0996 -0.0023 -0.2% 1.0961
Close 1.1038 1.1061 0.0023 0.2% 1.1061
Range 0.0019 0.0065 0.0046 242.1% 0.0100
ATR 0.0049 0.0050 0.0001 2.3% 0.0000
Volume 13 1 -12 -92.3% 53
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1234 1.1213 1.1097
R3 1.1169 1.1148 1.1079
R2 1.1104 1.1104 1.1073
R1 1.1083 1.1083 1.1067 1.1094
PP 1.1039 1.1039 1.1039 1.1045
S1 1.1018 1.1018 1.1055 1.1029
S2 1.0974 1.0974 1.1049
S3 1.0909 1.0953 1.1043
S4 1.0844 1.0888 1.1025
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1328 1.1294 1.1116
R3 1.1228 1.1194 1.1089
R2 1.1128 1.1128 1.1079
R1 1.1094 1.1094 1.1070 1.1111
PP 1.1028 1.1028 1.1028 1.1036
S1 1.0994 1.0994 1.1052 1.1011
S2 1.0928 1.0928 1.1043
S3 1.0828 1.0894 1.1034
S4 1.0728 1.0794 1.1006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1061 1.0961 0.0100 0.9% 0.0017 0.2% 100% True False 10
10 1.1061 1.0860 0.0201 1.8% 0.0029 0.3% 100% True False 12
20 1.1108 1.0860 0.0248 2.2% 0.0026 0.2% 81% False False 12
40 1.1108 1.0754 0.0354 3.2% 0.0016 0.1% 87% False False 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1337
2.618 1.1231
1.618 1.1166
1.000 1.1126
0.618 1.1101
HIGH 1.1061
0.618 1.1036
0.500 1.1029
0.382 1.1021
LOW 1.0996
0.618 1.0956
1.000 1.0931
1.618 1.0891
2.618 1.0826
4.250 1.0720
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.1050 1.1050
PP 1.1039 1.1039
S1 1.1029 1.1029

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

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