CME Swiss Franc Future September 2012


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Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 1.0408 1.0465 0.0057 0.5% 1.0275
High 1.0476 1.0471 -0.0005 0.0% 1.0488
Low 1.0382 1.0427 0.0045 0.4% 1.0242
Close 1.0465 1.0434 -0.0031 -0.3% 1.0428
Range 0.0094 0.0044 -0.0050 -53.2% 0.0246
ATR 0.0086 0.0083 -0.0003 -3.5% 0.0000
Volume 33,102 25,177 -7,925 -23.9% 189,105
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0576 1.0549 1.0458
R3 1.0532 1.0505 1.0446
R2 1.0488 1.0488 1.0442
R1 1.0461 1.0461 1.0438 1.0453
PP 1.0444 1.0444 1.0444 1.0440
S1 1.0417 1.0417 1.0430 1.0409
S2 1.0400 1.0400 1.0426
S3 1.0356 1.0373 1.0422
S4 1.0312 1.0329 1.0410
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 1.0382 0.0106 1.0% 0.0062 0.6% 49% False False 30,286
10 1.0488 1.0209 0.0279 2.7% 0.0075 0.7% 81% False False 33,966
20 1.0488 1.0112 0.0376 3.6% 0.0087 0.8% 86% False False 36,160
40 1.0522 1.0040 0.0482 4.6% 0.0092 0.9% 82% False False 37,299
60 1.0902 1.0040 0.0862 8.3% 0.0100 1.0% 46% False False 34,987
80 1.0902 1.0040 0.0862 8.3% 0.0089 0.9% 46% False False 26,272
100 1.1061 1.0040 0.1021 9.8% 0.0076 0.7% 39% False False 21,020
120 1.1108 1.0040 0.1068 10.2% 0.0066 0.6% 37% False False 17,520
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0658
2.618 1.0586
1.618 1.0542
1.000 1.0515
0.618 1.0498
HIGH 1.0471
0.618 1.0454
0.500 1.0449
0.382 1.0444
LOW 1.0427
0.618 1.0400
1.000 1.0383
1.618 1.0356
2.618 1.0312
4.250 1.0240
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 1.0449 1.0432
PP 1.0444 1.0431
S1 1.0439 1.0429

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

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