CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 1.0490 1.0541 0.0051 0.5% 1.0561
High 1.0547 1.0902 0.0355 3.4% 1.0902
Low 1.0468 1.0509 0.0041 0.4% 1.0390
Close 1.0515 1.0548 0.0033 0.3% 1.0548
Range 0.0079 0.0393 0.0314 397.5% 0.0512
ATR 0.0083 0.0105 0.0022 26.6% 0.0000
Volume 21,274 44,295 23,021 108.2% 117,767
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1832 1.1583 1.0764
R3 1.1439 1.1190 1.0656
R2 1.1046 1.1046 1.0620
R1 1.0797 1.0797 1.0584 1.0922
PP 1.0653 1.0653 1.0653 1.0715
S1 1.0404 1.0404 1.0512 1.0529
S2 1.0260 1.0260 1.0476
S3 0.9867 1.0011 1.0440
S4 0.9474 0.9618 1.0332
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2149 1.1861 1.0830
R3 1.1637 1.1349 1.0689
R2 1.1125 1.1125 1.0642
R1 1.0837 1.0837 1.0595 1.0725
PP 1.0613 1.0613 1.0613 1.0558
S1 1.0325 1.0325 1.0501 1.0213
S2 1.0101 1.0101 1.0454
S3 0.9589 0.9813 1.0407
S4 0.9077 0.9301 1.0266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0902 1.0390 0.0512 4.9% 0.0163 1.5% 31% True False 23,553
10 1.0902 1.0350 0.0552 5.2% 0.0131 1.2% 36% True False 13,396
20 1.0902 1.0280 0.0622 5.9% 0.0102 1.0% 43% True False 6,776
40 1.1061 1.0280 0.0781 7.4% 0.0062 0.6% 34% False False 3,394
60 1.1108 1.0280 0.0828 7.8% 0.0048 0.5% 32% False False 2,266
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 0.0021
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 1.2572
2.618 1.1931
1.618 1.1538
1.000 1.1295
0.618 1.1145
HIGH 1.0902
0.618 1.0752
0.500 1.0706
0.382 1.0659
LOW 1.0509
0.618 1.0266
1.000 1.0116
1.618 0.9873
2.618 0.9480
4.250 0.8839
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.0706 1.0658
PP 1.0653 1.0621
S1 1.0601 1.0585

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

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