CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 1.0540 1.0525 -0.0015 -0.1% 1.0443
High 1.0606 1.0525 -0.0081 -0.8% 1.0606
Low 1.0540 1.0525 -0.0015 -0.1% 1.0398
Close 1.0589 1.0525 -0.0064 -0.6% 1.0589
Range 0.0066 0.0000 -0.0066 -100.0% 0.0208
ATR 0.0062 0.0062 0.0000 0.2% 0.0000
Volume 140 2 -138 -98.6% 450
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0525 1.0525 1.0525
R3 1.0525 1.0525 1.0525
R2 1.0525 1.0525 1.0525
R1 1.0525 1.0525 1.0525 1.0525
PP 1.0525 1.0525 1.0525 1.0525
S1 1.0525 1.0525 1.0525 1.0525
S2 1.0525 1.0525 1.0525
S3 1.0525 1.0525 1.0525
S4 1.0525 1.0525 1.0525
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1155 1.1080 1.0703
R3 1.0947 1.0872 1.0646
R2 1.0739 1.0739 1.0627
R1 1.0664 1.0664 1.0608 1.0702
PP 1.0531 1.0531 1.0531 1.0550
S1 1.0456 1.0456 1.0570 1.0494
S2 1.0323 1.0323 1.0551
S3 1.0115 1.0248 1.0532
S4 0.9907 1.0040 1.0475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0606 1.0398 0.0208 2.0% 0.0021 0.2% 61% False False 90
10 1.0635 1.0398 0.0237 2.3% 0.0019 0.2% 54% False False 46
20 1.0730 1.0398 0.0332 3.2% 0.0018 0.2% 38% False False 23
40 1.0903 1.0350 0.0553 5.3% 0.0010 0.1% 32% False False 12
60 1.1081 1.0350 0.0731 6.9% 0.0008 0.1% 24% False False 8
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0525
2.618 1.0525
1.618 1.0525
1.000 1.0525
0.618 1.0525
HIGH 1.0525
0.618 1.0525
0.500 1.0525
0.382 1.0525
LOW 1.0525
0.618 1.0525
1.000 1.0525
1.618 1.0525
2.618 1.0525
4.250 1.0525
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 1.0525 1.0517
PP 1.0525 1.0510
S1 1.0525 1.0502

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

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