CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 1.0617 1.0635 0.0018 0.2% 1.0463
High 1.0621 1.0635 0.0014 0.1% 1.0730
Low 1.0617 1.0598 -0.0019 -0.2% 1.0463
Close 1.0621 1.0598 -0.0023 -0.2% 1.0580
Range 0.0004 0.0037 0.0033 825.0% 0.0267
ATR 0.0056 0.0054 -0.0001 -2.4% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0721 1.0697 1.0618
R3 1.0684 1.0660 1.0608
R2 1.0647 1.0647 1.0605
R1 1.0623 1.0623 1.0601 1.0617
PP 1.0610 1.0610 1.0610 1.0607
S1 1.0586 1.0586 1.0595 1.0580
S2 1.0573 1.0573 1.0591
S3 1.0536 1.0549 1.0588
S4 1.0499 1.0512 1.0578
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 1.0517 0.0213 2.0% 0.0041 0.4% 38% False False 1
10 1.0730 1.0463 0.0267 2.5% 0.0021 0.2% 51% False False 1
20 1.0730 1.0350 0.0380 3.6% 0.0011 0.1% 65% False False 1
40 1.1081 1.0350 0.0731 6.9% 0.0006 0.1% 34% False False 1
60 1.1117 1.0350 0.0767 7.2% 0.0006 0.1% 32% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0792
2.618 1.0732
1.618 1.0695
1.000 1.0672
0.618 1.0658
HIGH 1.0635
0.618 1.0621
0.500 1.0617
0.382 1.0612
LOW 1.0598
0.618 1.0575
1.000 1.0561
1.618 1.0538
2.618 1.0501
4.250 1.0441
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 1.0617 1.0591
PP 1.0610 1.0583
S1 1.0604 1.0576

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

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