CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 1.0958 1.0923 -0.0035 -0.3% 1.1109
High 1.0958 1.0923 -0.0035 -0.3% 1.1117
Low 1.0958 1.0923 -0.0035 -0.3% 1.1065
Close 1.0958 1.0923 -0.0035 -0.3% 1.1117
Range
ATR 0.0041 0.0040 0.0000 -1.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0923 1.0923 1.0923
R3 1.0923 1.0923 1.0923
R2 1.0923 1.0923 1.0923
R1 1.0923 1.0923 1.0923 1.0923
PP 1.0923 1.0923 1.0923 1.0923
S1 1.0923 1.0923 1.0923 1.0923
S2 1.0923 1.0923 1.0923
S3 1.0923 1.0923 1.0923
S4 1.0923 1.0923 1.0923
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1256 1.1238 1.1146
R3 1.1204 1.1186 1.1131
R2 1.1152 1.1152 1.1127
R1 1.1134 1.1134 1.1122 1.1143
PP 1.1100 1.1100 1.1100 1.1104
S1 1.1082 1.1082 1.1112 1.1091
S2 1.1048 1.1048 1.1107
S3 1.0996 1.1030 1.1103
S4 1.0944 1.0978 1.1088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1117 1.0923 0.0194 1.8% 0.0000 0.0% 0% False True 1
10 1.1117 1.0923 0.0194 1.8% 0.0000 0.0% 0% False True 1
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0923
2.618 1.0923
1.618 1.0923
1.000 1.0923
0.618 1.0923
HIGH 1.0923
0.618 1.0923
0.500 1.0923
0.382 1.0923
LOW 1.0923
0.618 1.0923
1.000 1.0923
1.618 1.0923
2.618 1.0923
4.250 1.0923
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 1.0923 1.0970
PP 1.0923 1.0954
S1 1.0923 1.0939

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

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