CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 1.0818 1.0866 0.0048 0.4% 1.1044
High 1.0885 1.0866 -0.0019 -0.2% 1.1044
Low 1.0812 1.0866 0.0054 0.5% 1.0917
Close 1.0885 1.0866 -0.0019 -0.2% 1.0917
Range 0.0073 0.0000 -0.0073 -100.0% 0.0127
ATR 0.0049 0.0047 -0.0002 -4.4% 0.0000
Volume 1 11 10 1,000.0% 34
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 1.0866 1.0866 1.0866
R3 1.0866 1.0866 1.0866
R2 1.0866 1.0866 1.0866
R1 1.0866 1.0866 1.0866 1.0866
PP 1.0866 1.0866 1.0866 1.0866
S1 1.0866 1.0866 1.0866 1.0866
S2 1.0866 1.0866 1.0866
S3 1.0866 1.0866 1.0866
S4 1.0866 1.0866 1.0866
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 1.0972 1.0812 0.0160 1.5% 0.0018 0.2% 34% False False 3
10 1.1061 1.0812 0.0249 2.3% 0.0018 0.2% 22% False False 7
20 1.1061 1.0812 0.0249 2.3% 0.0023 0.2% 22% False False 11
40 1.1108 1.0754 0.0354 3.3% 0.0019 0.2% 32% False False 12
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0866
2.618 1.0866
1.618 1.0866
1.000 1.0866
0.618 1.0866
HIGH 1.0866
0.618 1.0866
0.500 1.0866
0.382 1.0866
LOW 1.0866
0.618 1.0866
1.000 1.0866
1.618 1.0866
2.618 1.0866
4.250 1.0866
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 1.0866 1.0866
PP 1.0866 1.0865
S1 1.0866 1.0865

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

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