CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 1.0443 1.0440 -0.0003 0.0% 1.0517
High 1.0460 1.0459 -0.0001 0.0% 1.0635
Low 1.0440 1.0421 -0.0019 -0.2% 1.0502
Close 1.0457 1.0457 0.0000 0.0% 1.0511
Range 0.0020 0.0038 0.0018 90.0% 0.0133
ATR 0.0056 0.0054 -0.0001 -2.3% 0.0000
Volume 2 28 26 1,300.0% 15
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0560 1.0546 1.0478
R3 1.0522 1.0508 1.0467
R2 1.0484 1.0484 1.0464
R1 1.0470 1.0470 1.0460 1.0477
PP 1.0446 1.0446 1.0446 1.0449
S1 1.0432 1.0432 1.0454 1.0439
S2 1.0408 1.0408 1.0450
S3 1.0370 1.0394 1.0447
S4 1.0332 1.0356 1.0436
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0948 1.0863 1.0584
R3 1.0815 1.0730 1.0548
R2 1.0682 1.0682 1.0535
R1 1.0597 1.0597 1.0523 1.0573
PP 1.0549 1.0549 1.0549 1.0538
S1 1.0464 1.0464 1.0499 1.0440
S2 1.0416 1.0416 1.0487
S3 1.0283 1.0331 1.0474
S4 1.0150 1.0198 1.0438
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0635 1.0421 0.0214 2.0% 0.0024 0.2% 17% False True 8
10 1.0730 1.0421 0.0309 3.0% 0.0029 0.3% 12% False True 4
20 1.0730 1.0350 0.0380 3.6% 0.0015 0.1% 28% False False 2
40 1.1050 1.0350 0.0700 6.7% 0.0008 0.1% 15% False False 1
60 1.1081 1.0350 0.0731 7.0% 0.0007 0.1% 15% 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 0.0002
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0621
2.618 1.0558
1.618 1.0520
1.000 1.0497
0.618 1.0482
HIGH 1.0459
0.618 1.0444
0.500 1.0440
0.382 1.0436
LOW 1.0421
0.618 1.0398
1.000 1.0383
1.618 1.0360
2.618 1.0322
4.250 1.0260
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 1.0451 1.0470
PP 1.0446 1.0466
S1 1.0440 1.0461

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

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