CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 1.0775 1.0733 -0.0042 -0.4% 1.0818
High 1.0785 1.0735 -0.0050 -0.5% 1.0885
Low 1.0775 1.0705 -0.0070 -0.6% 1.0775
Close 1.0776 1.0713 -0.0063 -0.6% 1.0776
Range 0.0010 0.0030 0.0020 200.0% 0.0110
ATR 0.0045 0.0047 0.0002 4.1% 0.0000
Volume 7 9 2 28.6% 36
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 1.0808 1.0790 1.0730
R3 1.0778 1.0760 1.0721
R2 1.0748 1.0748 1.0719
R1 1.0730 1.0730 1.0716 1.0724
PP 1.0718 1.0718 1.0718 1.0715
S1 1.0700 1.0700 1.0710 1.0694
S2 1.0688 1.0688 1.0708
S3 1.0658 1.0670 1.0705
S4 1.0628 1.0640 1.0697
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.1142 1.1069 1.0837
R3 1.1032 1.0959 1.0806
R2 1.0922 1.0922 1.0796
R1 1.0849 1.0849 1.0786 1.0831
PP 1.0812 1.0812 1.0812 1.0803
S1 1.0739 1.0739 1.0766 1.0721
S2 1.0702 1.0702 1.0756
S3 1.0592 1.0629 1.0746
S4 1.0482 1.0519 1.0716
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0866 1.0705 0.0161 1.5% 0.0013 0.1% 5% False True 8
10 1.1032 1.0705 0.0327 3.1% 0.0016 0.2% 2% False True 4
20 1.1061 1.0705 0.0356 3.3% 0.0018 0.2% 2% False True 9
40 1.1108 1.0705 0.0403 3.8% 0.0019 0.2% 2% False True 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0863
2.618 1.0814
1.618 1.0784
1.000 1.0765
0.618 1.0754
HIGH 1.0735
0.618 1.0724
0.500 1.0720
0.382 1.0716
LOW 1.0705
0.618 1.0686
1.000 1.0675
1.618 1.0656
2.618 1.0626
4.250 1.0578
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 1.0720 1.0756
PP 1.0718 1.0742
S1 1.0715 1.0727

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

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