CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 21-Jun-2012
Day Change Summary
Previous Current
20-Jun-2012 21-Jun-2012 Change Change % Previous Week
Open 1.0635 1.0517 -0.0118 -1.1% 1.0463
High 1.0635 1.0517 -0.0118 -1.1% 1.0730
Low 1.0598 1.0502 -0.0096 -0.9% 1.0463
Close 1.0598 1.0502 -0.0096 -0.9% 1.0580
Range 0.0037 0.0015 -0.0022 -59.5% 0.0267
ATR 0.0054 0.0057 0.0003 5.5% 0.0000
Volume 1 1 0 0.0% 6
Daily Pivots for day following 21-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0552 1.0542 1.0510
R3 1.0537 1.0527 1.0506
R2 1.0522 1.0522 1.0505
R1 1.0512 1.0512 1.0503 1.0510
PP 1.0507 1.0507 1.0507 1.0506
S1 1.0497 1.0497 1.0501 1.0495
S2 1.0492 1.0492 1.0499
S3 1.0477 1.0482 1.0498
S4 1.0462 1.0467 1.0494
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 1.0502 0.0228 2.2% 0.0043 0.4% 0% False True 1
10 1.0730 1.0463 0.0267 2.5% 0.0022 0.2% 15% False False 1
20 1.0730 1.0350 0.0380 3.6% 0.0012 0.1% 40% False False 1
40 1.1081 1.0350 0.0731 7.0% 0.0006 0.1% 21% False False 1
60 1.1117 1.0350 0.0767 7.3% 0.0006 0.1% 20% False False 1
Crabel Price Patterns
NR True
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0581
2.618 1.0556
1.618 1.0541
1.000 1.0532
0.618 1.0526
HIGH 1.0517
0.618 1.0511
0.500 1.0510
0.382 1.0508
LOW 1.0502
0.618 1.0493
1.000 1.0487
1.618 1.0478
2.618 1.0463
4.250 1.0438
Fisher Pivots for day following 21-Jun-2012
Pivot 1 day 3 day
R1 1.0510 1.0569
PP 1.0507 1.0546
S1 1.0505 1.0524

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

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