CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 1.0284 1.0390 0.0106 1.0% 1.0238
High 1.0401 1.0445 0.0044 0.4% 1.0319
Low 1.0283 1.0356 0.0073 0.7% 1.0209
Close 1.0385 1.0436 0.0051 0.5% 1.0265
Range 0.0118 0.0089 -0.0029 -24.6% 0.0110
ATR 0.0093 0.0093 0.0000 -0.3% 0.0000
Volume 46,294 43,083 -3,211 -6.9% 159,346
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0679 1.0647 1.0485
R3 1.0590 1.0558 1.0460
R2 1.0501 1.0501 1.0452
R1 1.0469 1.0469 1.0444 1.0485
PP 1.0412 1.0412 1.0412 1.0421
S1 1.0380 1.0380 1.0428 1.0396
S2 1.0323 1.0323 1.0420
S3 1.0234 1.0291 1.0412
S4 1.0145 1.0202 1.0387
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 1.0445 1.0209 0.0236 2.3% 0.0089 0.9% 96% True False 37,646
10 1.0445 1.0201 0.0244 2.3% 0.0082 0.8% 96% True False 33,156
20 1.0445 1.0101 0.0344 3.3% 0.0098 0.9% 97% True False 39,730
40 1.0588 1.0040 0.0548 5.3% 0.0097 0.9% 72% False False 37,876
60 1.0902 1.0040 0.0862 8.3% 0.0103 1.0% 46% False False 32,496
80 1.1032 1.0040 0.0992 9.5% 0.0087 0.8% 40% False False 24,380
100 1.1108 1.0040 0.1068 10.2% 0.0074 0.7% 37% False False 19,506
120 1.1108 1.0040 0.1068 10.2% 0.0063 0.6% 37% False False 16,260
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0823
2.618 1.0678
1.618 1.0589
1.000 1.0534
0.618 1.0500
HIGH 1.0445
0.618 1.0411
0.500 1.0401
0.382 1.0390
LOW 1.0356
0.618 1.0301
1.000 1.0267
1.618 1.0212
2.618 1.0123
4.250 0.9978
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 1.0424 1.0405
PP 1.0412 1.0374
S1 1.0401 1.0344

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

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