CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 1.0486 1.0561 0.0075 0.7% 1.0360
High 1.0516 1.0580 0.0064 0.6% 1.0530
Low 1.0380 1.0417 0.0037 0.4% 1.0350
Close 1.0439 1.0432 -0.0007 -0.1% 1.0439
Range 0.0136 0.0163 0.0027 19.9% 0.0180
ATR 0.0076 0.0082 0.0006 8.2% 0.0000
Volume 11,951 10,761 -1,190 -10.0% 16,198
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0965 1.0862 1.0522
R3 1.0802 1.0699 1.0477
R2 1.0639 1.0639 1.0462
R1 1.0536 1.0536 1.0447 1.0506
PP 1.0476 1.0476 1.0476 1.0462
S1 1.0373 1.0373 1.0417 1.0343
S2 1.0313 1.0313 1.0402
S3 1.0150 1.0210 1.0387
S4 0.9987 1.0047 1.0342
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0980 1.0889 1.0538
R3 1.0800 1.0709 1.0489
R2 1.0620 1.0620 1.0472
R1 1.0529 1.0529 1.0456 1.0575
PP 1.0440 1.0440 1.0440 1.0462
S1 1.0349 1.0349 1.0423 1.0395
S2 1.0260 1.0260 1.0406
S3 1.0080 1.0169 1.0390
S4 0.9900 0.9989 1.0340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0580 1.0367 0.0213 2.0% 0.0114 1.1% 31% True False 5,266
10 1.0580 1.0280 0.0300 2.9% 0.0102 1.0% 51% True False 2,812
20 1.0735 1.0280 0.0455 4.4% 0.0078 0.7% 33% False False 1,432
40 1.1061 1.0280 0.0781 7.5% 0.0049 0.5% 19% False False 721
60 1.1108 1.0280 0.0828 7.9% 0.0038 0.4% 18% False False 483
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 0.0020
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 1.1273
2.618 1.1007
1.618 1.0844
1.000 1.0743
0.618 1.0681
HIGH 1.0580
0.618 1.0518
0.500 1.0499
0.382 1.0479
LOW 1.0417
0.618 1.0316
1.000 1.0254
1.618 1.0153
2.618 0.9990
4.250 0.9724
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 1.0499 1.0480
PP 1.0476 1.0464
S1 1.0454 1.0448

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

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