CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 1.0870 1.0984 0.0114 1.0% 1.0970
High 1.0982 1.0984 0.0002 0.0% 1.1033
Low 1.0870 1.0984 0.0114 1.0% 1.0923
Close 1.0982 1.0984 0.0002 0.0% 1.0923
Range 0.0112 0.0000 -0.0112 -100.0% 0.0110
ATR 0.0049 0.0046 -0.0003 -6.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0984 1.0984 1.0984
R3 1.0984 1.0984 1.0984
R2 1.0984 1.0984 1.0984
R1 1.0984 1.0984 1.0984 1.0984
PP 1.0984 1.0984 1.0984 1.0984
S1 1.0984 1.0984 1.0984 1.0984
S2 1.0984 1.0984 1.0984
S3 1.0984 1.0984 1.0984
S4 1.0984 1.0984 1.0984
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1290 1.1216 1.0984
R3 1.1180 1.1106 1.0953
R2 1.1070 1.1070 1.0943
R1 1.0996 1.0996 1.0933 1.0978
PP 1.0960 1.0960 1.0960 1.0951
S1 1.0886 1.0886 1.0913 1.0868
S2 1.0850 1.0850 1.0903
S3 1.0740 1.0776 1.0893
S4 1.0630 1.0666 1.0863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1033 1.0870 0.0163 1.5% 0.0022 0.2% 70% False False 1
10 1.1033 1.0870 0.0163 1.5% 0.0011 0.1% 70% False False 1
20 1.1117 1.0870 0.0247 2.2% 0.0006 0.1% 46% False False 1
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0984
2.618 1.0984
1.618 1.0984
1.000 1.0984
0.618 1.0984
HIGH 1.0984
0.618 1.0984
0.500 1.0984
0.382 1.0984
LOW 1.0984
0.618 1.0984
1.000 1.0984
1.618 1.0984
2.618 1.0984
4.250 1.0984
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.0984 1.0965
PP 1.0984 1.0946
S1 1.0984 1.0927

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

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