CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 1.0501 1.0331 -0.0170 -1.6% 1.0565
High 1.0522 1.0343 -0.0179 -1.7% 1.0566
Low 1.0310 1.0227 -0.0083 -0.8% 1.0227
Close 1.0332 1.0235 -0.0097 -0.9% 1.0235
Range 0.0212 0.0116 -0.0096 -45.3% 0.0339
ATR 0.0110 0.0110 0.0000 0.4% 0.0000
Volume 268 43,427 43,159 16,104.1% 82,110
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0616 1.0542 1.0299
R3 1.0500 1.0426 1.0267
R2 1.0384 1.0384 1.0256
R1 1.0310 1.0310 1.0246 1.0289
PP 1.0268 1.0268 1.0268 1.0258
S1 1.0194 1.0194 1.0224 1.0173
S2 1.0152 1.0152 1.0214
S3 1.0036 1.0078 1.0203
S4 0.9920 0.9962 1.0171
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.1360 1.1136 1.0421
R3 1.1021 1.0797 1.0328
R2 1.0682 1.0682 1.0297
R1 1.0458 1.0458 1.0266 1.0401
PP 1.0343 1.0343 1.0343 1.0314
S1 1.0119 1.0119 1.0204 1.0062
S2 1.0004 1.0004 1.0173
S3 0.9665 0.9780 1.0142
S4 0.9326 0.9441 1.0049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0588 1.0227 0.0361 3.5% 0.0138 1.3% 2% False True 29,525
10 1.0588 1.0227 0.0361 3.5% 0.0104 1.0% 2% False True 32,259
20 1.0902 1.0227 0.0675 6.6% 0.0125 1.2% 1% False True 32,378
40 1.0902 1.0227 0.0675 6.6% 0.0094 0.9% 1% False True 16,337
60 1.1061 1.0227 0.0834 8.1% 0.0071 0.7% 1% False True 10,895
80 1.1108 1.0227 0.0881 8.6% 0.0056 0.6% 1% False True 8,173
Crabel Price Patterns
NR True
NR4 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0836
2.618 1.0647
1.618 1.0531
1.000 1.0459
0.618 1.0415
HIGH 1.0343
0.618 1.0299
0.500 1.0285
0.382 1.0271
LOW 1.0227
0.618 1.0155
1.000 1.0111
1.618 1.0039
2.618 0.9923
4.250 0.9734
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 1.0285 1.0380
PP 1.0268 1.0332
S1 1.0252 1.0283

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

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