CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 06-Apr-2012
Day Change Summary
Previous Current
05-Apr-2012 06-Apr-2012 Change Change % Previous Week
Open 1.0923 1.0946 0.0023 0.2% 1.1113
High 1.0923 1.0946 0.0023 0.2% 1.1113
Low 1.0923 1.0946 0.0023 0.2% 1.0923
Close 1.0923 1.0946 0.0023 0.2% 1.0946
Range
ATR 0.0040 0.0039 -0.0001 -3.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0946 1.0946 1.0946
R3 1.0946 1.0946 1.0946
R2 1.0946 1.0946 1.0946
R1 1.0946 1.0946 1.0946 1.0946
PP 1.0946 1.0946 1.0946 1.0946
S1 1.0946 1.0946 1.0946 1.0946
S2 1.0946 1.0946 1.0946
S3 1.0946 1.0946 1.0946
S4 1.0946 1.0946 1.0946
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1564 1.1445 1.1051
R3 1.1374 1.1255 1.0998
R2 1.1184 1.1184 1.0981
R1 1.1065 1.1065 1.0963 1.1030
PP 1.0994 1.0994 1.0994 1.0976
S1 1.0875 1.0875 1.0929 1.0840
S2 1.0804 1.0804 1.0911
S3 1.0614 1.0685 1.0894
S4 1.0424 1.0495 1.0842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1113 1.0923 0.0190 1.7% 0.0000 0.0% 12% False False 1
10 1.1117 1.0923 0.0194 1.8% 0.0000 0.0% 12% False False 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 1.0946
2.618 1.0946
1.618 1.0946
1.000 1.0946
0.618 1.0946
HIGH 1.0946
0.618 1.0946
0.500 1.0946
0.382 1.0946
LOW 1.0946
0.618 1.0946
1.000 1.0946
1.618 1.0946
2.618 1.0946
4.250 1.0946
Fisher Pivots for day following 06-Apr-2012
Pivot 1 day 3 day
R1 1.0946 1.0944
PP 1.0946 1.0942
S1 1.0946 1.0941

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

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