CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 1.0675 1.0562 -0.0113 -1.1% 1.0733
High 1.0675 1.0565 -0.0110 -1.0% 1.0735
Low 1.0610 1.0483 -0.0127 -1.2% 1.0580
Close 1.0611 1.0493 -0.0118 -1.1% 1.0627
Range 0.0065 0.0082 0.0017 26.2% 0.0155
ATR 0.0050 0.0056 0.0006 11.0% 0.0000
Volume 25 33 8 32.0% 215
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 1.0760 1.0708 1.0538
R3 1.0678 1.0626 1.0516
R2 1.0596 1.0596 1.0508
R1 1.0544 1.0544 1.0501 1.0529
PP 1.0514 1.0514 1.0514 1.0506
S1 1.0462 1.0462 1.0485 1.0447
S2 1.0432 1.0432 1.0478
S3 1.0350 1.0380 1.0470
S4 1.0268 1.0298 1.0448
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 1.0483 0.0201 1.9% 0.0059 0.6% 5% False True 44
10 1.0807 1.0483 0.0324 3.1% 0.0046 0.4% 3% False True 34
20 1.1061 1.0483 0.0578 5.5% 0.0032 0.3% 2% False True 20
40 1.1108 1.0483 0.0625 6.0% 0.0027 0.3% 2% False True 16
60 1.1108 1.0483 0.0625 6.0% 0.0020 0.2% 2% False True 20
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 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0914
2.618 1.0780
1.618 1.0698
1.000 1.0647
0.618 1.0616
HIGH 1.0565
0.618 1.0534
0.500 1.0524
0.382 1.0514
LOW 1.0483
0.618 1.0432
1.000 1.0401
1.618 1.0350
2.618 1.0268
4.250 1.0135
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 1.0524 1.0584
PP 1.0514 1.0553
S1 1.0503 1.0523

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

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