CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 1.0800 1.0822 0.0022 0.2% 1.1061
High 1.0822 1.0822 0.0000 0.0% 1.1061
Low 1.0800 1.0822 0.0022 0.2% 1.0935
Close 1.0822 1.0822 0.0000 0.0% 1.0935
Range 0.0022 0.0000 -0.0022 -100.0% 0.0126
ATR 0.0038 0.0036 -0.0003 -7.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 1.0822 1.0822 1.0822
R3 1.0822 1.0822 1.0822
R2 1.0822 1.0822 1.0822
R1 1.0822 1.0822 1.0822 1.0822
PP 1.0822 1.0822 1.0822 1.0822
S1 1.0822 1.0822 1.0822 1.0822
S2 1.0822 1.0822 1.0822
S3 1.0822 1.0822 1.0822
S4 1.0822 1.0822 1.0822
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 1.0935 1.0800 0.0135 1.2% 0.0004 0.0% 16% False False 1
10 1.1081 1.0800 0.0281 2.6% 0.0002 0.0% 8% False False 1
20 1.1081 1.0800 0.0281 2.6% 0.0007 0.1% 8% False False 1
40 1.1117 1.0800 0.0317 2.9% 0.0004 0.0% 7% 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 1.0822
2.618 1.0822
1.618 1.0822
1.000 1.0822
0.618 1.0822
HIGH 1.0822
0.618 1.0822
0.500 1.0822
0.382 1.0822
LOW 1.0822
0.618 1.0822
1.000 1.0822
1.618 1.0822
2.618 1.0822
4.250 1.0822
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 1.0822 1.0843
PP 1.0822 1.0836
S1 1.0822 1.0829

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

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