CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 1.0790 1.0807 0.0017 0.2% 1.1044
High 1.0802 1.0807 0.0005 0.0% 1.1044
Low 1.0790 1.0794 0.0004 0.0% 1.0917
Close 1.0802 1.0801 -0.0001 0.0% 1.0917
Range 0.0012 0.0013 0.0001 8.3% 0.0127
ATR 0.0049 0.0047 -0.0003 -5.3% 0.0000
Volume 11 6 -5 -45.5% 34
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 1.0840 1.0833 1.0808
R3 1.0827 1.0820 1.0805
R2 1.0814 1.0814 1.0803
R1 1.0807 1.0807 1.0802 1.0804
PP 1.0801 1.0801 1.0801 1.0799
S1 1.0794 1.0794 1.0800 1.0791
S2 1.0788 1.0788 1.0799
S3 1.0775 1.0781 1.0797
S4 1.0762 1.0768 1.0794
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 1.0917 1.0790 0.0127 1.2% 0.0020 0.2% 9% False False 6
10 1.1061 1.0790 0.0271 2.5% 0.0019 0.2% 4% False False 6
20 1.1061 1.0790 0.0271 2.5% 0.0024 0.2% 4% False False 11
40 1.1108 1.0790 0.0318 2.9% 0.0019 0.2% 3% False False 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0862
2.618 1.0841
1.618 1.0828
1.000 1.0820
0.618 1.0815
HIGH 1.0807
0.618 1.0802
0.500 1.0801
0.382 1.0799
LOW 1.0794
0.618 1.0786
1.000 1.0781
1.618 1.0773
2.618 1.0760
4.250 1.0739
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 1.0801 1.0828
PP 1.0801 1.0819
S1 1.0801 1.0810

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

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