CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 1.0461 1.0421 -0.0040 -0.4% 1.0463
High 1.0461 1.0421 -0.0040 -0.4% 1.0463
Low 1.0461 1.0421 -0.0040 -0.4% 1.0350
Close 1.0461 1.0421 -0.0040 -0.4% 1.0395
Range
ATR 0.0043 0.0043 0.0000 -0.5% 0.0000
Volume 1 1 0 0.0% 4
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0421 1.0421 1.0421
R3 1.0421 1.0421 1.0421
R2 1.0421 1.0421 1.0421
R1 1.0421 1.0421 1.0421 1.0421
PP 1.0421 1.0421 1.0421 1.0421
S1 1.0421 1.0421 1.0421 1.0421
S2 1.0421 1.0421 1.0421
S3 1.0421 1.0421 1.0421
S4 1.0421 1.0421 1.0421
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0742 1.0681 1.0457
R3 1.0629 1.0568 1.0426
R2 1.0516 1.0516 1.0416
R1 1.0455 1.0455 1.0405 1.0429
PP 1.0403 1.0403 1.0403 1.0390
S1 1.0342 1.0342 1.0385 1.0316
S2 1.0290 1.0290 1.0374
S3 1.0177 1.0229 1.0364
S4 1.0064 1.0116 1.0333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0461 1.0350 0.0111 1.1% 0.0002 0.0% 64% False False 1
10 1.0637 1.0350 0.0287 2.8% 0.0001 0.0% 25% False False 1
20 1.0886 1.0350 0.0536 5.1% 0.0002 0.0% 13% False False 1
40 1.1081 1.0350 0.0731 7.0% 0.0004 0.0% 10% 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 1.0421
2.618 1.0421
1.618 1.0421
1.000 1.0421
0.618 1.0421
HIGH 1.0421
0.618 1.0421
0.500 1.0421
0.382 1.0421
LOW 1.0421
0.618 1.0421
1.000 1.0421
1.618 1.0421
2.618 1.0421
4.250 1.0421
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 1.0421 1.0428
PP 1.0421 1.0426
S1 1.0421 1.0423

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

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