CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 1.0984 1.0935 -0.0049 -0.4% 1.1061
High 1.0984 1.0935 -0.0049 -0.4% 1.1061
Low 1.0984 1.0935 -0.0049 -0.4% 1.0935
Close 1.0984 1.0935 -0.0049 -0.4% 1.0935
Range
ATR 0.0035 0.0036 0.0001 2.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.0935 1.0935 1.0935
R3 1.0935 1.0935 1.0935
R2 1.0935 1.0935 1.0935
R1 1.0935 1.0935 1.0935 1.0935
PP 1.0935 1.0935 1.0935 1.0935
S1 1.0935 1.0935 1.0935 1.0935
S2 1.0935 1.0935 1.0935
S3 1.0935 1.0935 1.0935
S4 1.0935 1.0935 1.0935
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.1355 1.1271 1.1004
R3 1.1229 1.1145 1.0970
R2 1.1103 1.1103 1.0958
R1 1.1019 1.1019 1.0947 1.0998
PP 1.0977 1.0977 1.0977 1.0967
S1 1.0893 1.0893 1.0923 1.0872
S2 1.0851 1.0851 1.0912
S3 1.0725 1.0767 1.0900
S4 1.0599 1.0641 1.0866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1061 1.0935 0.0126 1.2% 0.0000 0.0% 0% False True 1
10 1.1081 1.0935 0.0146 1.3% 0.0000 0.0% 0% False True 1
20 1.1081 1.0870 0.0211 1.9% 0.0006 0.1% 31% 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 1.0935
2.618 1.0935
1.618 1.0935
1.000 1.0935
0.618 1.0935
HIGH 1.0935
0.618 1.0935
0.500 1.0935
0.382 1.0935
LOW 1.0935
0.618 1.0935
1.000 1.0935
1.618 1.0935
2.618 1.0935
4.250 1.0935
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 1.0935 1.0962
PP 1.0935 1.0953
S1 1.0935 1.0944

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

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