CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 1.0733 1.0692 -0.0041 -0.4% 1.0818
High 1.0735 1.0709 -0.0026 -0.2% 1.0885
Low 1.0705 1.0622 -0.0083 -0.8% 1.0775
Close 1.0713 1.0623 -0.0090 -0.8% 1.0776
Range 0.0030 0.0087 0.0057 190.0% 0.0110
ATR 0.0047 0.0050 0.0003 6.7% 0.0000
Volume 9 37 28 311.1% 36
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 1.0912 1.0855 1.0671
R3 1.0825 1.0768 1.0647
R2 1.0738 1.0738 1.0639
R1 1.0681 1.0681 1.0631 1.0666
PP 1.0651 1.0651 1.0651 1.0644
S1 1.0594 1.0594 1.0615 1.0579
S2 1.0564 1.0564 1.0607
S3 1.0477 1.0507 1.0599
S4 1.0390 1.0420 1.0575
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 1.0807 1.0622 0.0185 1.7% 0.0030 0.3% 1% False True 14
10 1.0972 1.0622 0.0350 3.3% 0.0024 0.2% 0% False True 8
20 1.1061 1.0622 0.0439 4.1% 0.0022 0.2% 0% False True 11
40 1.1108 1.0622 0.0486 4.6% 0.0021 0.2% 0% False True 10
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 0.0003
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.1079
2.618 1.0937
1.618 1.0850
1.000 1.0796
0.618 1.0763
HIGH 1.0709
0.618 1.0676
0.500 1.0666
0.382 1.0655
LOW 1.0622
0.618 1.0568
1.000 1.0535
1.618 1.0481
2.618 1.0394
4.250 1.0252
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 1.0666 1.0704
PP 1.0651 1.0677
S1 1.0637 1.0650

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

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