CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 1.0232 1.0241 0.0009 0.1% 1.0227
High 1.0268 1.0258 -0.0010 -0.1% 1.0286
Low 1.0164 1.0186 0.0022 0.2% 1.0142
Close 1.0240 1.0223 -0.0017 -0.2% 1.0206
Range 0.0104 0.0072 -0.0032 -30.8% 0.0144
ATR 0.0098 0.0096 -0.0002 -1.9% 0.0000
Volume 40,923 32,330 -8,593 -21.0% 172,203
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0438 1.0403 1.0263
R3 1.0366 1.0331 1.0243
R2 1.0294 1.0294 1.0236
R1 1.0259 1.0259 1.0230 1.0241
PP 1.0222 1.0222 1.0222 1.0213
S1 1.0187 1.0187 1.0216 1.0169
S2 1.0150 1.0150 1.0210
S3 1.0078 1.0115 1.0203
S4 1.0006 1.0043 1.0183
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0643 1.0569 1.0285
R3 1.0499 1.0425 1.0246
R2 1.0355 1.0355 1.0232
R1 1.0281 1.0281 1.0219 1.0246
PP 1.0211 1.0211 1.0211 1.0194
S1 1.0137 1.0137 1.0193 1.0102
S2 1.0067 1.0067 1.0180
S3 0.9923 0.9993 1.0166
S4 0.9779 0.9849 1.0127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0268 1.0142 0.0126 1.2% 0.0083 0.8% 64% False False 35,982
10 1.0522 1.0142 0.0380 3.7% 0.0095 0.9% 21% False False 32,082
20 1.0621 1.0142 0.0479 4.7% 0.0094 0.9% 17% False False 35,025
40 1.0902 1.0142 0.0760 7.4% 0.0102 1.0% 11% False False 23,258
60 1.1061 1.0142 0.0919 9.0% 0.0077 0.7% 9% False False 15,512
80 1.1108 1.0142 0.0966 9.4% 0.0063 0.6% 8% False False 11,637
100 1.1203 1.0142 0.1061 10.4% 0.0052 0.5% 8% False False 9,315
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0564
2.618 1.0446
1.618 1.0374
1.000 1.0330
0.618 1.0302
HIGH 1.0258
0.618 1.0230
0.500 1.0222
0.382 1.0214
LOW 1.0186
0.618 1.0142
1.000 1.0114
1.618 1.0070
2.618 0.9998
4.250 0.9880
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 1.0223 1.0219
PP 1.0222 1.0215
S1 1.0222 1.0211

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

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