CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 31-May-2012
Day Change Summary
Previous Current
30-May-2012 31-May-2012 Change Change % Previous Week
Open 1.0417 1.0329 -0.0088 -0.8% 1.0680
High 1.0420 1.0370 -0.0050 -0.5% 1.0684
Low 1.0329 1.0311 -0.0018 -0.2% 1.0440
Close 1.0337 1.0322 -0.0015 -0.1% 1.0447
Range 0.0091 0.0059 -0.0032 -35.2% 0.0244
ATR 0.0061 0.0061 0.0000 -0.3% 0.0000
Volume 124 282 158 127.4% 313
Daily Pivots for day following 31-May-2012
Classic Woodie Camarilla DeMark
R4 1.0511 1.0476 1.0354
R3 1.0452 1.0417 1.0338
R2 1.0393 1.0393 1.0333
R1 1.0358 1.0358 1.0327 1.0346
PP 1.0334 1.0334 1.0334 1.0329
S1 1.0299 1.0299 1.0317 1.0287
S2 1.0275 1.0275 1.0311
S3 1.0216 1.0240 1.0306
S4 1.0157 1.0181 1.0290
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.1256 1.1095 1.0581
R3 1.1012 1.0851 1.0514
R2 1.0768 1.0768 1.0492
R1 1.0607 1.0607 1.0469 1.0566
PP 1.0524 1.0524 1.0524 1.0503
S1 1.0363 1.0363 1.0425 1.0322
S2 1.0280 1.0280 1.0402
S3 1.0036 1.0119 1.0380
S4 0.9792 0.9875 1.0313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0506 1.0311 0.0195 1.9% 0.0068 0.7% 6% False True 126
10 1.0684 1.0311 0.0373 3.6% 0.0063 0.6% 3% False True 85
20 1.0966 1.0311 0.0655 6.3% 0.0044 0.4% 2% False True 50
40 1.1061 1.0311 0.0750 7.3% 0.0033 0.3% 1% False True 31
60 1.1108 1.0311 0.0797 7.7% 0.0026 0.3% 1% False True 30
Crabel Price Patterns
NR True
NR4 True
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0621
2.618 1.0524
1.618 1.0465
1.000 1.0429
0.618 1.0406
HIGH 1.0370
0.618 1.0347
0.500 1.0341
0.382 1.0334
LOW 1.0311
0.618 1.0275
1.000 1.0252
1.618 1.0216
2.618 1.0157
4.250 1.0060
Fisher Pivots for day following 31-May-2012
Pivot 1 day 3 day
R1 1.0341 1.0409
PP 1.0334 1.0380
S1 1.0328 1.0351

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

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