CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 1.1055 1.1059 0.0004 0.0% 1.0870
High 1.1055 1.1059 0.0004 0.0% 1.1047
Low 1.1055 1.1059 0.0004 0.0% 1.0870
Close 1.1055 1.1059 0.0004 0.0% 1.1047
Range
ATR 0.0043 0.0040 -0.0003 -6.5% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1059 1.1059 1.1059
R3 1.1059 1.1059 1.1059
R2 1.1059 1.1059 1.1059
R1 1.1059 1.1059 1.1059 1.1059
PP 1.1059 1.1059 1.1059 1.1059
S1 1.1059 1.1059 1.1059 1.1059
S2 1.1059 1.1059 1.1059
S3 1.1059 1.1059 1.1059
S4 1.1059 1.1059 1.1059
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1519 1.1460 1.1144
R3 1.1342 1.1283 1.1096
R2 1.1165 1.1165 1.1079
R1 1.1106 1.1106 1.1063 1.1136
PP 1.0988 1.0988 1.0988 1.1003
S1 1.0929 1.0929 1.1031 1.0959
S2 1.0811 1.0811 1.1015
S3 1.0634 1.0752 1.0998
S4 1.0457 1.0575 1.0950
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1059 1.0982 0.0077 0.7% 0.0000 0.0% 100% True False 1
10 1.1059 1.0870 0.0189 1.7% 0.0011 0.1% 100% True False 1
20 1.1117 1.0870 0.0247 2.2% 0.0006 0.1% 77% 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 1.1059
2.618 1.1059
1.618 1.1059
1.000 1.1059
0.618 1.1059
HIGH 1.1059
0.618 1.1059
0.500 1.1059
0.382 1.1059
LOW 1.1059
0.618 1.1059
1.000 1.1059
1.618 1.1059
2.618 1.1059
4.250 1.1059
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 1.1059 1.1053
PP 1.1059 1.1047
S1 1.1059 1.1041

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

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