CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 1.0542 1.0551 0.0009 0.1% 1.0461
High 1.0542 1.0553 0.0011 0.1% 1.0547
Low 1.0542 1.0548 0.0006 0.1% 1.0421
Close 1.0542 1.0548 0.0006 0.1% 1.0472
Range 0.0000 0.0005 0.0005 0.0126
ATR 0.0044 0.0042 -0.0002 -5.4% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0565 1.0561 1.0551
R3 1.0560 1.0556 1.0549
R2 1.0555 1.0555 1.0549
R1 1.0551 1.0551 1.0548 1.0551
PP 1.0550 1.0550 1.0550 1.0549
S1 1.0546 1.0546 1.0548 1.0546
S2 1.0545 1.0545 1.0547
S3 1.0540 1.0541 1.0547
S4 1.0535 1.0536 1.0545
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0858 1.0791 1.0541
R3 1.0732 1.0665 1.0507
R2 1.0606 1.0606 1.0495
R1 1.0539 1.0539 1.0484 1.0573
PP 1.0480 1.0480 1.0480 1.0497
S1 1.0413 1.0413 1.0460 1.0447
S2 1.0354 1.0354 1.0449
S3 1.0228 1.0287 1.0437
S4 1.0102 1.0161 1.0403
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0553 1.0463 0.0090 0.9% 0.0001 0.0% 94% True False 1
10 1.0553 1.0395 0.0158 1.5% 0.0001 0.0% 97% True False 1
20 1.0694 1.0350 0.0344 3.3% 0.0001 0.0% 58% False False 1
40 1.1081 1.0350 0.0731 6.9% 0.0001 0.0% 27% False False 1
60 1.1117 1.0350 0.0767 7.3% 0.0003 0.0% 26% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.0574
2.618 1.0566
1.618 1.0561
1.000 1.0558
0.618 1.0556
HIGH 1.0553
0.618 1.0551
0.500 1.0551
0.382 1.0550
LOW 1.0548
0.618 1.0545
1.000 1.0543
1.618 1.0540
2.618 1.0535
4.250 1.0527
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 1.0551 1.0536
PP 1.0550 1.0523
S1 1.0549 1.0511

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

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