CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 28-Jun-2012
Day Change Summary
Previous Current
27-Jun-2012 28-Jun-2012 Change Change % Previous Week
Open 1.0423 1.0398 -0.0025 -0.2% 1.0517
High 1.0423 1.0398 -0.0025 -0.2% 1.0635
Low 1.0423 1.0398 -0.0025 -0.2% 1.0502
Close 1.0423 1.0398 -0.0025 -0.2% 1.0511
Range
ATR 0.0053 0.0051 -0.0002 -3.8% 0.0000
Volume 140 140 0 0.0% 15
Daily Pivots for day following 28-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0398 1.0398 1.0398
R3 1.0398 1.0398 1.0398
R2 1.0398 1.0398 1.0398
R1 1.0398 1.0398 1.0398 1.0398
PP 1.0398 1.0398 1.0398 1.0398
S1 1.0398 1.0398 1.0398 1.0398
S2 1.0398 1.0398 1.0398
S3 1.0398 1.0398 1.0398
S4 1.0398 1.0398 1.0398
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 1.0519 1.0398 0.0121 1.2% 0.0014 0.1% 0% False True 63
10 1.0730 1.0398 0.0332 3.2% 0.0028 0.3% 0% False True 32
20 1.0730 1.0395 0.0335 3.2% 0.0014 0.1% 1% False False 16
40 1.0984 1.0350 0.0634 6.1% 0.0008 0.1% 8% False False 8
60 1.1081 1.0350 0.0731 7.0% 0.0007 0.1% 7% False False 6
Crabel Price Patterns
NR False
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 0.0002
Fibonacci Retracements and Extensions
4.250 1.0398
2.618 1.0398
1.618 1.0398
1.000 1.0398
0.618 1.0398
HIGH 1.0398
0.618 1.0398
0.500 1.0398
0.382 1.0398
LOW 1.0398
0.618 1.0398
1.000 1.0398
1.618 1.0398
2.618 1.0398
4.250 1.0398
Fisher Pivots for day following 28-Jun-2012
Pivot 1 day 3 day
R1 1.0398 1.0429
PP 1.0398 1.0418
S1 1.0398 1.0408

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

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