CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 1.0550 1.0506 -0.0044 -0.4% 1.0443
High 1.0550 1.0506 -0.0044 -0.4% 1.0606
Low 1.0550 1.0360 -0.0190 -1.8% 1.0398
Close 1.0550 1.0360 -0.0190 -1.8% 1.0589
Range 0.0000 0.0146 0.0146 0.0208
ATR 0.0060 0.0069 0.0009 15.6% 0.0000
Volume 2 2 0 0.0% 450
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0847 1.0749 1.0440
R3 1.0701 1.0603 1.0400
R2 1.0555 1.0555 1.0387
R1 1.0457 1.0457 1.0373 1.0433
PP 1.0409 1.0409 1.0409 1.0397
S1 1.0311 1.0311 1.0347 1.0287
S2 1.0263 1.0263 1.0333
S3 1.0117 1.0165 1.0320
S4 0.9971 1.0019 1.0280
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 1.0360 0.0246 2.4% 0.0042 0.4% 0% False True 57
10 1.0606 1.0360 0.0246 2.4% 0.0030 0.3% 0% False True 46
20 1.0730 1.0360 0.0370 3.6% 0.0025 0.2% 0% False True 23
40 1.0822 1.0350 0.0472 4.6% 0.0013 0.1% 2% False False 12
60 1.1081 1.0350 0.0731 7.1% 0.0011 0.1% 1% False False 8
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 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1127
2.618 1.0888
1.618 1.0742
1.000 1.0652
0.618 1.0596
HIGH 1.0506
0.618 1.0450
0.500 1.0433
0.382 1.0416
LOW 1.0360
0.618 1.0270
1.000 1.0214
1.618 1.0124
2.618 0.9978
4.250 0.9740
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 1.0433 1.0455
PP 1.0409 1.0423
S1 1.0384 1.0392

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

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