CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 1.0474 1.0463 -0.0011 -0.1% 1.0694
High 1.0474 1.0463 -0.0011 -0.1% 1.0694
Low 1.0474 1.0463 -0.0011 -0.1% 1.0474
Close 1.0474 1.0463 -0.0011 -0.1% 1.0474
Range
ATR 0.0040 0.0038 -0.0002 -5.2% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 1.0463 1.0463 1.0463
R3 1.0463 1.0463 1.0463
R2 1.0463 1.0463 1.0463
R1 1.0463 1.0463 1.0463 1.0463
PP 1.0463 1.0463 1.0463 1.0463
S1 1.0463 1.0463 1.0463 1.0463
S2 1.0463 1.0463 1.0463
S3 1.0463 1.0463 1.0463
S4 1.0463 1.0463 1.0463
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.1207 1.1061 1.0595
R3 1.0987 1.0841 1.0535
R2 1.0767 1.0767 1.0514
R1 1.0621 1.0621 1.0494 1.0584
PP 1.0547 1.0547 1.0547 1.0529
S1 1.0401 1.0401 1.0454 1.0364
S2 1.0327 1.0327 1.0434
S3 1.0107 1.0181 1.0414
S4 0.9887 0.9961 1.0353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0637 1.0463 0.0174 1.7% 0.0000 0.0% 0% False True 1
10 1.0694 1.0463 0.0231 2.2% 0.0000 0.0% 0% False True 1
20 1.1050 1.0463 0.0587 5.6% 0.0001 0.0% 0% False True 1
40 1.1081 1.0463 0.0618 5.9% 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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0463
2.618 1.0463
1.618 1.0463
1.000 1.0463
0.618 1.0463
HIGH 1.0463
0.618 1.0463
0.500 1.0463
0.382 1.0463
LOW 1.0463
0.618 1.0463
1.000 1.0463
1.618 1.0463
2.618 1.0463
4.250 1.0463
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 1.0463 1.0472
PP 1.0463 1.0469
S1 1.0463 1.0466

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

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