CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 28-Aug-2012
Day Change Summary
Previous Current
27-Aug-2012 28-Aug-2012 Change Change % Previous Week
Open 1.0418 1.0408 -0.0010 -0.1% 1.0275
High 1.0441 1.0476 0.0035 0.3% 1.0488
Low 1.0403 1.0382 -0.0021 -0.2% 1.0242
Close 1.0414 1.0465 0.0051 0.5% 1.0428
Range 0.0038 0.0094 0.0056 147.4% 0.0246
ATR 0.0085 0.0086 0.0001 0.7% 0.0000
Volume 20,076 33,102 13,026 64.9% 189,105
Daily Pivots for day following 28-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0723 1.0688 1.0517
R3 1.0629 1.0594 1.0491
R2 1.0535 1.0535 1.0482
R1 1.0500 1.0500 1.0474 1.0518
PP 1.0441 1.0441 1.0441 1.0450
S1 1.0406 1.0406 1.0456 1.0424
S2 1.0347 1.0347 1.0448
S3 1.0253 1.0312 1.0439
S4 1.0159 1.0218 1.0413
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.1124 1.1022 1.0563
R3 1.0878 1.0776 1.0496
R2 1.0632 1.0632 1.0473
R1 1.0530 1.0530 1.0451 1.0581
PP 1.0386 1.0386 1.0386 1.0412
S1 1.0284 1.0284 1.0405 1.0335
S2 1.0140 1.0140 1.0383
S3 0.9894 1.0038 1.0360
S4 0.9648 0.9792 1.0293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0488 1.0356 0.0132 1.3% 0.0071 0.7% 83% False False 33,868
10 1.0488 1.0209 0.0279 2.7% 0.0077 0.7% 92% False False 34,254
20 1.0488 1.0112 0.0376 3.6% 0.0090 0.9% 94% False False 36,538
40 1.0533 1.0040 0.0493 4.7% 0.0092 0.9% 86% False False 36,671
60 1.0902 1.0040 0.0862 8.2% 0.0101 1.0% 49% False False 34,571
80 1.0902 1.0040 0.0862 8.2% 0.0090 0.9% 49% False False 25,958
100 1.1061 1.0040 0.1021 9.8% 0.0076 0.7% 42% False False 20,769
120 1.1108 1.0040 0.1068 10.2% 0.0065 0.6% 40% False False 17,312
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0876
2.618 1.0722
1.618 1.0628
1.000 1.0570
0.618 1.0534
HIGH 1.0476
0.618 1.0440
0.500 1.0429
0.382 1.0418
LOW 1.0382
0.618 1.0324
1.000 1.0288
1.618 1.0230
2.618 1.0136
4.250 0.9983
Fisher Pivots for day following 28-Aug-2012
Pivot 1 day 3 day
R1 1.0453 1.0453
PP 1.0441 1.0441
S1 1.0429 1.0429

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

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