CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 22-May-2012
Day Change Summary
Previous Current
21-May-2012 22-May-2012 Change Change % Previous Week
Open 1.0680 1.0675 -0.0005 0.0% 1.0733
High 1.0684 1.0675 -0.0009 -0.1% 1.0735
Low 1.0630 1.0610 -0.0020 -0.2% 1.0580
Close 1.0668 1.0611 -0.0057 -0.5% 1.0627
Range 0.0054 0.0065 0.0011 20.4% 0.0155
ATR 0.0049 0.0050 0.0001 2.3% 0.0000
Volume 62 25 -37 -59.7% 215
Daily Pivots for day following 22-May-2012
Classic Woodie Camarilla DeMark
R4 1.0827 1.0784 1.0647
R3 1.0762 1.0719 1.0629
R2 1.0697 1.0697 1.0623
R1 1.0654 1.0654 1.0617 1.0643
PP 1.0632 1.0632 1.0632 1.0627
S1 1.0589 1.0589 1.0605 1.0578
S2 1.0567 1.0567 1.0599
S3 1.0502 1.0524 1.0593
S4 1.0437 1.0459 1.0575
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.1112 1.1025 1.0712
R3 1.0957 1.0870 1.0670
R2 1.0802 1.0802 1.0655
R1 1.0715 1.0715 1.0641 1.0681
PP 1.0647 1.0647 1.0647 1.0631
S1 1.0560 1.0560 1.0613 1.0526
S2 1.0492 1.0492 1.0599
S3 1.0337 1.0405 1.0584
S4 1.0182 1.0250 1.0542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0684 1.0580 0.0104 1.0% 0.0047 0.4% 30% False False 51
10 1.0807 1.0580 0.0227 2.1% 0.0039 0.4% 14% False False 32
20 1.1061 1.0580 0.0481 4.5% 0.0028 0.3% 6% False False 19
40 1.1108 1.0580 0.0528 5.0% 0.0025 0.2% 6% False False 15
60 1.1151 1.0580 0.0571 5.4% 0.0020 0.2% 5% False False 19
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0951
2.618 1.0845
1.618 1.0780
1.000 1.0740
0.618 1.0715
HIGH 1.0675
0.618 1.0650
0.500 1.0643
0.382 1.0635
LOW 1.0610
0.618 1.0570
1.000 1.0545
1.618 1.0505
2.618 1.0440
4.250 1.0334
Fisher Pivots for day following 22-May-2012
Pivot 1 day 3 day
R1 1.0643 1.0647
PP 1.0632 1.0635
S1 1.0622 1.0623

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

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