CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 1.0917 1.0818 -0.0099 -0.9% 1.1044
High 1.0917 1.0885 -0.0032 -0.3% 1.1044
Low 1.0917 1.0812 -0.0105 -1.0% 1.0917
Close 1.0917 1.0885 -0.0032 -0.3% 1.0917
Range 0.0000 0.0073 0.0073 0.0127
ATR 0.0045 0.0049 0.0004 9.5% 0.0000
Volume 1 1 0 0.0% 34
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 1.1080 1.1055 1.0925
R3 1.1007 1.0982 1.0905
R2 1.0934 1.0934 1.0898
R1 1.0909 1.0909 1.0892 1.0922
PP 1.0861 1.0861 1.0861 1.0867
S1 1.0836 1.0836 1.0878 1.0849
S2 1.0788 1.0788 1.0872
S3 1.0715 1.0763 1.0865
S4 1.0642 1.0690 1.0845
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.1340 1.1256 1.0987
R3 1.1213 1.1129 1.0952
R2 1.1086 1.1086 1.0940
R1 1.1002 1.1002 1.0929 1.0981
PP 1.0959 1.0959 1.0959 1.0949
S1 1.0875 1.0875 1.0905 1.0854
S2 1.0832 1.0832 1.0894
S3 1.0705 1.0748 1.0882
S4 1.0578 1.0621 1.0847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1032 1.0812 0.0220 2.0% 0.0019 0.2% 33% False True 1
10 1.1061 1.0812 0.0249 2.3% 0.0018 0.2% 29% False True 7
20 1.1061 1.0812 0.0249 2.3% 0.0024 0.2% 29% False True 11
40 1.1108 1.0754 0.0354 3.3% 0.0019 0.2% 37% False False 16
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 0.0001
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.1195
2.618 1.1076
1.618 1.1003
1.000 1.0958
0.618 1.0930
HIGH 1.0885
0.618 1.0857
0.500 1.0849
0.382 1.0840
LOW 1.0812
0.618 1.0767
1.000 1.0739
1.618 1.0694
2.618 1.0621
4.250 1.0502
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 1.0873 1.0889
PP 1.0861 1.0888
S1 1.0849 1.0886

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

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