CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 14-Aug-2012
Day Change Summary
Previous Current
13-Aug-2012 14-Aug-2012 Change Change % Previous Week
Open 1.0238 1.0272 0.0034 0.3% 1.0324
High 1.0309 1.0319 0.0010 0.1% 1.0366
Low 1.0216 1.0260 0.0044 0.4% 1.0201
Close 1.0274 1.0274 0.0000 0.0% 1.0245
Range 0.0093 0.0059 -0.0034 -36.6% 0.0165
ATR 0.0099 0.0097 -0.0003 -2.9% 0.0000
Volume 29,149 29,939 790 2.7% 160,979
Daily Pivots for day following 14-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0461 1.0427 1.0306
R3 1.0402 1.0368 1.0290
R2 1.0343 1.0343 1.0285
R1 1.0309 1.0309 1.0279 1.0326
PP 1.0284 1.0284 1.0284 1.0293
S1 1.0250 1.0250 1.0269 1.0267
S2 1.0225 1.0225 1.0263
S3 1.0166 1.0191 1.0258
S4 1.0107 1.0132 1.0242
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0766 1.0670 1.0336
R3 1.0601 1.0505 1.0290
R2 1.0436 1.0436 1.0275
R1 1.0340 1.0340 1.0260 1.0306
PP 1.0271 1.0271 1.0271 1.0253
S1 1.0175 1.0175 1.0230 1.0141
S2 1.0106 1.0106 1.0215
S3 0.9941 1.0010 1.0200
S4 0.9776 0.9845 1.0154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0341 1.0201 0.0140 1.4% 0.0077 0.7% 52% False False 28,974
10 1.0366 1.0112 0.0254 2.5% 0.0103 1.0% 64% False False 38,821
20 1.0366 1.0040 0.0326 3.2% 0.0099 1.0% 72% False False 41,788
40 1.0625 1.0040 0.0585 5.7% 0.0098 1.0% 40% False False 38,780
60 1.0902 1.0040 0.0862 8.4% 0.0101 1.0% 27% False False 28,897
80 1.1061 1.0040 0.1021 9.9% 0.0081 0.8% 23% False False 21,677
100 1.1108 1.0040 0.1068 10.4% 0.0070 0.7% 22% False False 17,344
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0570
2.618 1.0473
1.618 1.0414
1.000 1.0378
0.618 1.0355
HIGH 1.0319
0.618 1.0296
0.500 1.0290
0.382 1.0283
LOW 1.0260
0.618 1.0224
1.000 1.0201
1.618 1.0165
2.618 1.0106
4.250 1.0009
Fisher Pivots for day following 14-Aug-2012
Pivot 1 day 3 day
R1 1.0290 1.0269
PP 1.0284 1.0265
S1 1.0279 1.0260

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

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