CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 11-Jul-2012
Day Change Summary
Previous Current
10-Jul-2012 11-Jul-2012 Change Change % Previous Week
Open 1.0276 1.0270 -0.0006 -0.1% 1.0525
High 1.0276 1.0270 -0.0006 -0.1% 1.0550
Low 1.0247 1.0222 -0.0025 -0.2% 1.0263
Close 1.0247 1.0222 -0.0025 -0.2% 1.0263
Range 0.0029 0.0048 0.0019 65.5% 0.0287
ATR 0.0067 0.0065 -0.0001 -2.0% 0.0000
Volume 66 1 -65 -98.5% 19
Daily Pivots for day following 11-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0382 1.0350 1.0248
R3 1.0334 1.0302 1.0235
R2 1.0286 1.0286 1.0231
R1 1.0254 1.0254 1.0226 1.0246
PP 1.0238 1.0238 1.0238 1.0234
S1 1.0206 1.0206 1.0218 1.0198
S2 1.0190 1.0190 1.0213
S3 1.0142 1.0158 1.0209
S4 1.0094 1.0110 1.0196
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.1220 1.1028 1.0421
R3 1.0933 1.0741 1.0342
R2 1.0646 1.0646 1.0316
R1 1.0454 1.0454 1.0289 1.0407
PP 1.0359 1.0359 1.0359 1.0335
S1 1.0167 1.0167 1.0237 1.0120
S2 1.0072 1.0072 1.0210
S3 0.9785 0.9880 1.0184
S4 0.9498 0.9593 1.0105
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0506 1.0222 0.0284 2.8% 0.0066 0.6% 0% False True 16
10 1.0606 1.0222 0.0384 3.8% 0.0040 0.4% 0% False True 50
20 1.0730 1.0222 0.0508 5.0% 0.0034 0.3% 0% False True 27
40 1.0730 1.0222 0.0508 5.0% 0.0017 0.2% 0% False True 14
60 1.1081 1.0222 0.0859 8.4% 0.0012 0.1% 0% False True 9
80 1.1117 1.0222 0.0895 8.8% 0.0010 0.1% 0% False True 7
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0474
2.618 1.0396
1.618 1.0348
1.000 1.0318
0.618 1.0300
HIGH 1.0270
0.618 1.0252
0.500 1.0246
0.382 1.0240
LOW 1.0222
0.618 1.0192
1.000 1.0174
1.618 1.0144
2.618 1.0096
4.250 1.0018
Fisher Pivots for day following 11-Jul-2012
Pivot 1 day 3 day
R1 1.0246 1.0259
PP 1.0238 1.0246
S1 1.0230 1.0234

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

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