CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 17-Aug-2012
Day Change Summary
Previous Current
16-Aug-2012 17-Aug-2012 Change Change % Previous Week
Open 1.0234 1.0293 0.0059 0.6% 1.0238
High 1.0308 1.0314 0.0006 0.1% 1.0319
Low 1.0209 1.0237 0.0028 0.3% 1.0209
Close 1.0298 1.0265 -0.0033 -0.3% 1.0265
Range 0.0099 0.0077 -0.0022 -22.2% 0.0110
ATR 0.0095 0.0093 -0.0001 -1.3% 0.0000
Volume 41,398 30,810 -10,588 -25.6% 159,346
Daily Pivots for day following 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0503 1.0461 1.0307
R3 1.0426 1.0384 1.0286
R2 1.0349 1.0349 1.0279
R1 1.0307 1.0307 1.0272 1.0290
PP 1.0272 1.0272 1.0272 1.0263
S1 1.0230 1.0230 1.0258 1.0213
S2 1.0195 1.0195 1.0251
S3 1.0118 1.0153 1.0244
S4 1.0041 1.0076 1.0223
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0594 1.0540 1.0326
R3 1.0484 1.0430 1.0295
R2 1.0374 1.0374 1.0285
R1 1.0320 1.0320 1.0275 1.0347
PP 1.0264 1.0264 1.0264 1.0278
S1 1.0210 1.0210 1.0255 1.0237
S2 1.0154 1.0154 1.0245
S3 1.0044 1.0100 1.0235
S4 0.9934 0.9990 1.0205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0319 1.0209 0.0110 1.1% 0.0078 0.8% 51% False False 31,869
10 1.0366 1.0201 0.0165 1.6% 0.0078 0.8% 39% False False 32,032
20 1.0366 1.0040 0.0326 3.2% 0.0098 1.0% 69% False False 41,217
40 1.0588 1.0040 0.0548 5.3% 0.0095 0.9% 41% False False 37,585
60 1.0902 1.0040 0.0862 8.4% 0.0101 1.0% 26% False False 30,566
80 1.1061 1.0040 0.1021 9.9% 0.0084 0.8% 22% False False 22,930
100 1.1108 1.0040 0.1068 10.4% 0.0072 0.7% 21% False False 18,346
120 1.1108 1.0040 0.1068 10.4% 0.0061 0.6% 21% False False 15,293
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0641
2.618 1.0516
1.618 1.0439
1.000 1.0391
0.618 1.0362
HIGH 1.0314
0.618 1.0285
0.500 1.0276
0.382 1.0266
LOW 1.0237
0.618 1.0189
1.000 1.0160
1.618 1.0112
2.618 1.0035
4.250 0.9910
Fisher Pivots for day following 17-Aug-2012
Pivot 1 day 3 day
R1 1.0276 1.0264
PP 1.0272 1.0263
S1 1.0269 1.0262

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

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