CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 25-Jun-2012
Day Change Summary
Previous Current
22-Jun-2012 25-Jun-2012 Change Change % Previous Week
Open 1.0468 1.0475 0.0007 0.1% 1.0638
High 1.0500 1.0483 -0.0017 -0.2% 1.0638
Low 1.0447 1.0407 -0.0040 -0.4% 1.0447
Close 1.0483 1.0428 -0.0055 -0.5% 1.0483
Range 0.0053 0.0076 0.0023 43.4% 0.0191
ATR 0.0107 0.0104 -0.0002 -2.0% 0.0000
Volume 41,193 29,514 -11,679 -28.4% 236,438
Daily Pivots for day following 25-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0667 1.0624 1.0470
R3 1.0591 1.0548 1.0449
R2 1.0515 1.0515 1.0442
R1 1.0472 1.0472 1.0435 1.0456
PP 1.0439 1.0439 1.0439 1.0431
S1 1.0396 1.0396 1.0421 1.0380
S2 1.0363 1.0363 1.0414
S3 1.0287 1.0320 1.0407
S4 1.0211 1.0244 1.0386
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 1.0625 1.0407 0.0218 2.1% 0.0095 0.9% 10% False True 43,754
10 1.0902 1.0390 0.0512 4.9% 0.0129 1.2% 7% False False 37,295
20 1.0902 1.0280 0.0622 6.0% 0.0116 1.1% 24% False False 20,054
40 1.1044 1.0280 0.0764 7.3% 0.0074 0.7% 19% False False 10,042
60 1.1108 1.0280 0.0828 7.9% 0.0058 0.6% 18% False False 6,698
80 1.1108 1.0280 0.0828 7.9% 0.0045 0.4% 18% False False 5,031
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0806
2.618 1.0682
1.618 1.0606
1.000 1.0559
0.618 1.0530
HIGH 1.0483
0.618 1.0454
0.500 1.0445
0.382 1.0436
LOW 1.0407
0.618 1.0360
1.000 1.0331
1.618 1.0284
2.618 1.0208
4.250 1.0084
Fisher Pivots for day following 25-Jun-2012
Pivot 1 day 3 day
R1 1.0445 1.0502
PP 1.0439 1.0477
S1 1.0434 1.0453

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

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