CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 15-Aug-2012
Day Change Summary
Previous Current
14-Aug-2012 15-Aug-2012 Change Change % Previous Week
Open 1.0272 1.0260 -0.0012 -0.1% 1.0324
High 1.0319 1.0281 -0.0038 -0.4% 1.0366
Low 1.0260 1.0217 -0.0043 -0.4% 1.0201
Close 1.0274 1.0237 -0.0037 -0.4% 1.0245
Range 0.0059 0.0064 0.0005 8.5% 0.0165
ATR 0.0097 0.0094 -0.0002 -2.4% 0.0000
Volume 29,939 28,050 -1,889 -6.3% 160,979
Daily Pivots for day following 15-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0437 1.0401 1.0272
R3 1.0373 1.0337 1.0255
R2 1.0309 1.0309 1.0249
R1 1.0273 1.0273 1.0243 1.0259
PP 1.0245 1.0245 1.0245 1.0238
S1 1.0209 1.0209 1.0231 1.0195
S2 1.0181 1.0181 1.0225
S3 1.0117 1.0145 1.0219
S4 1.0053 1.0081 1.0202
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 1.0319 1.0201 0.0118 1.2% 0.0075 0.7% 31% False False 28,666
10 1.0366 1.0112 0.0254 2.5% 0.0099 1.0% 49% False False 38,353
20 1.0366 1.0040 0.0326 3.2% 0.0098 1.0% 60% False False 41,574
40 1.0621 1.0040 0.0581 5.7% 0.0096 0.9% 34% False False 38,300
60 1.0902 1.0040 0.0862 8.4% 0.0101 1.0% 23% False False 29,364
80 1.1061 1.0040 0.1021 10.0% 0.0082 0.8% 19% False False 22,027
100 1.1108 1.0040 0.1068 10.4% 0.0070 0.7% 18% False False 17,624
120 1.1203 1.0040 0.1163 11.4% 0.0060 0.6% 17% False False 14,691
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0553
2.618 1.0449
1.618 1.0385
1.000 1.0345
0.618 1.0321
HIGH 1.0281
0.618 1.0257
0.500 1.0249
0.382 1.0241
LOW 1.0217
0.618 1.0177
1.000 1.0153
1.618 1.0113
2.618 1.0049
4.250 0.9945
Fisher Pivots for day following 15-Aug-2012
Pivot 1 day 3 day
R1 1.0249 1.0268
PP 1.0245 1.0257
S1 1.0241 1.0247

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

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