CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 1.0692 1.0608 -0.0084 -0.8% 1.0818
High 1.0709 1.0631 -0.0078 -0.7% 1.0885
Low 1.0622 1.0608 -0.0014 -0.1% 1.0775
Close 1.0623 1.0613 -0.0010 -0.1% 1.0776
Range 0.0087 0.0023 -0.0064 -73.6% 0.0110
ATR 0.0050 0.0048 -0.0002 -3.9% 0.0000
Volume 37 69 32 86.5% 36
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 1.0686 1.0673 1.0626
R3 1.0663 1.0650 1.0619
R2 1.0640 1.0640 1.0617
R1 1.0627 1.0627 1.0615 1.0634
PP 1.0617 1.0617 1.0617 1.0621
S1 1.0604 1.0604 1.0611 1.0611
S2 1.0594 1.0594 1.0609
S3 1.0571 1.0581 1.0607
S4 1.0548 1.0558 1.0600
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 1.0608 0.0199 1.9% 0.0033 0.3% 3% False True 25
10 1.0966 1.0608 0.0358 3.4% 0.0025 0.2% 1% False True 15
20 1.1061 1.0608 0.0453 4.3% 0.0021 0.2% 1% False True 12
40 1.1108 1.0608 0.0500 4.7% 0.0021 0.2% 1% False True 11
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0729
2.618 1.0691
1.618 1.0668
1.000 1.0654
0.618 1.0645
HIGH 1.0631
0.618 1.0622
0.500 1.0620
0.382 1.0617
LOW 1.0608
0.618 1.0594
1.000 1.0585
1.618 1.0571
2.618 1.0548
4.250 1.0510
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 1.0620 1.0672
PP 1.0617 1.0652
S1 1.0615 1.0633

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

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