CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 1.0594 1.0468 -0.0126 -1.2% 1.0638
High 1.0596 1.0500 -0.0096 -0.9% 1.0638
Low 1.0457 1.0447 -0.0010 -0.1% 1.0447
Close 1.0474 1.0483 0.0009 0.1% 1.0483
Range 0.0139 0.0053 -0.0086 -61.9% 0.0191
ATR 0.0111 0.0107 -0.0004 -3.7% 0.0000
Volume 55,107 41,193 -13,914 -25.2% 236,438
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0636 1.0612 1.0512
R3 1.0583 1.0559 1.0498
R2 1.0530 1.0530 1.0493
R1 1.0506 1.0506 1.0488 1.0518
PP 1.0477 1.0477 1.0477 1.0483
S1 1.0453 1.0453 1.0478 1.0465
S2 1.0424 1.0424 1.0473
S3 1.0371 1.0400 1.0468
S4 1.0318 1.0347 1.0454
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1096 1.0980 1.0588
R3 1.0905 1.0789 1.0536
R2 1.0714 1.0714 1.0518
R1 1.0598 1.0598 1.0501 1.0561
PP 1.0523 1.0523 1.0523 1.0504
S1 1.0407 1.0407 1.0465 1.0370
S2 1.0332 1.0332 1.0448
S3 1.0141 1.0216 1.0430
S4 0.9950 1.0025 1.0378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0638 1.0447 0.0191 1.8% 0.0112 1.1% 19% False True 47,287
10 1.0902 1.0390 0.0512 4.9% 0.0138 1.3% 18% False False 35,420
20 1.0902 1.0280 0.0622 5.9% 0.0115 1.1% 33% False False 18,581
40 1.1061 1.0280 0.0781 7.5% 0.0074 0.7% 26% False False 9,304
60 1.1108 1.0280 0.0828 7.9% 0.0057 0.5% 25% False False 6,207
80 1.1108 1.0280 0.0828 7.9% 0.0044 0.4% 25% False False 4,662
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0018
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 1.0725
2.618 1.0639
1.618 1.0586
1.000 1.0553
0.618 1.0533
HIGH 1.0500
0.618 1.0480
0.500 1.0474
0.382 1.0467
LOW 1.0447
0.618 1.0414
1.000 1.0394
1.618 1.0361
2.618 1.0308
4.250 1.0222
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 1.0480 1.0534
PP 1.0477 1.0517
S1 1.0474 1.0500

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

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