CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1.0866 1.0790 -0.0076 -0.7% 1.1044
High 1.0866 1.0802 -0.0064 -0.6% 1.1044
Low 1.0866 1.0790 -0.0076 -0.7% 1.0917
Close 1.0866 1.0802 -0.0064 -0.6% 1.0917
Range 0.0000 0.0012 0.0012 0.0127
ATR 0.0047 0.0049 0.0002 4.3% 0.0000
Volume 11 11 0 0.0% 34
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.0834 1.0830 1.0809
R3 1.0822 1.0818 1.0805
R2 1.0810 1.0810 1.0804
R1 1.0806 1.0806 1.0803 1.0808
PP 1.0798 1.0798 1.0798 1.0799
S1 1.0794 1.0794 1.0801 1.0796
S2 1.0786 1.0786 1.0800
S3 1.0774 1.0782 1.0799
S4 1.0762 1.0770 1.0795
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 1.0966 1.0790 0.0176 1.6% 0.0017 0.2% 7% False True 5
10 1.1061 1.0790 0.0271 2.5% 0.0019 0.2% 4% False True 7
20 1.1061 1.0790 0.0271 2.5% 0.0023 0.2% 4% False True 12
40 1.1108 1.0790 0.0318 2.9% 0.0018 0.2% 4% False True 8
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0853
2.618 1.0833
1.618 1.0821
1.000 1.0814
0.618 1.0809
HIGH 1.0802
0.618 1.0797
0.500 1.0796
0.382 1.0795
LOW 1.0790
0.618 1.0783
1.000 1.0778
1.618 1.0771
2.618 1.0759
4.250 1.0739
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 1.0800 1.0838
PP 1.0798 1.0826
S1 1.0796 1.0814

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

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