CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 1.0637 1.0522 -0.0115 -1.1% 1.0736
High 1.0637 1.0522 -0.0115 -1.1% 1.0736
Low 1.0637 1.0522 -0.0115 -1.1% 1.0627
Close 1.0637 1.0522 -0.0115 -1.1% 1.0650
Range
ATR 0.0037 0.0043 0.0006 14.8% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 1.0522 1.0522 1.0522
R3 1.0522 1.0522 1.0522
R2 1.0522 1.0522 1.0522
R1 1.0522 1.0522 1.0522 1.0522
PP 1.0522 1.0522 1.0522 1.0522
S1 1.0522 1.0522 1.0522 1.0522
S2 1.0522 1.0522 1.0522
S3 1.0522 1.0522 1.0522
S4 1.0522 1.0522 1.0522
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0998 1.0933 1.0710
R3 1.0889 1.0824 1.0680
R2 1.0780 1.0780 1.0670
R1 1.0715 1.0715 1.0660 1.0693
PP 1.0671 1.0671 1.0671 1.0660
S1 1.0606 1.0606 1.0640 1.0584
S2 1.0562 1.0562 1.0630
S3 1.0453 1.0497 1.0620
S4 1.0344 1.0388 1.0590
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0694 1.0522 0.0172 1.6% 0.0000 0.0% 0% False True 1
10 1.0822 1.0522 0.0300 2.9% 0.0000 0.0% 0% False True 1
20 1.1081 1.0522 0.0559 5.3% 0.0001 0.0% 0% False True 1
40 1.1117 1.0522 0.0595 5.7% 0.0003 0.0% 0% False True 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 1.0522
2.618 1.0522
1.618 1.0522
1.000 1.0522
0.618 1.0522
HIGH 1.0522
0.618 1.0522
0.500 1.0522
0.382 1.0522
LOW 1.0522
0.618 1.0522
1.000 1.0522
1.618 1.0522
2.618 1.0522
4.250 1.0522
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 1.0522 1.0608
PP 1.0522 1.0579
S1 1.0522 1.0551

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

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