CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 1.0551 1.0730 0.0179 1.7% 1.0463
High 1.0553 1.0730 0.0177 1.7% 1.0730
Low 1.0548 1.0580 0.0032 0.3% 1.0463
Close 1.0548 1.0580 0.0032 0.3% 1.0580
Range 0.0005 0.0150 0.0145 2,900.0% 0.0267
ATR 0.0042 0.0052 0.0010 23.8% 0.0000
Volume 1 2 1 100.0% 6
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1080 1.0980 1.0663
R3 1.0930 1.0830 1.0621
R2 1.0780 1.0780 1.0608
R1 1.0680 1.0680 1.0594 1.0655
PP 1.0630 1.0630 1.0630 1.0618
S1 1.0530 1.0530 1.0566 1.0505
S2 1.0480 1.0480 1.0553
S3 1.0330 1.0380 1.0539
S4 1.0180 1.0230 1.0498
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1392 1.1253 1.0727
R3 1.1125 1.0986 1.0653
R2 1.0858 1.0858 1.0629
R1 1.0719 1.0719 1.0604 1.0789
PP 1.0591 1.0591 1.0591 1.0626
S1 1.0452 1.0452 1.0556 1.0522
S2 1.0324 1.0324 1.0531
S3 1.0057 1.0185 1.0507
S4 0.9790 0.9918 1.0433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0730 1.0463 0.0267 2.5% 0.0031 0.3% 44% True False 1
10 1.0730 1.0421 0.0309 2.9% 0.0016 0.1% 51% True False 1
20 1.0730 1.0350 0.0380 3.6% 0.0008 0.1% 61% True False 1
40 1.1081 1.0350 0.0731 6.9% 0.0005 0.0% 31% False False 1
60 1.1117 1.0350 0.0767 7.2% 0.0005 0.0% 30% 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 67 trading days
Fibonacci Retracements and Extensions
4.250 1.1368
2.618 1.1123
1.618 1.0973
1.000 1.0880
0.618 1.0823
HIGH 1.0730
0.618 1.0673
0.500 1.0655
0.382 1.0637
LOW 1.0580
0.618 1.0487
1.000 1.0430
1.618 1.0337
2.618 1.0187
4.250 0.9943
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.0655 1.0636
PP 1.0630 1.0617
S1 1.0605 1.0599

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

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