CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 1.0271 1.0171 -0.0100 -1.0% 1.0196
High 1.0272 1.0171 -0.0101 -1.0% 1.0272
Low 1.0232 1.0153 -0.0079 -0.8% 1.0153
Close 1.0263 1.0164 -0.0099 -1.0% 1.0164
Range 0.0040 0.0018 -0.0022 -55.0% 0.0119
ATR 0.0055 0.0059 0.0004 7.0% 0.0000
Volume 3 19 16 533.3% 33
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0217 1.0208 1.0174
R3 1.0199 1.0190 1.0169
R2 1.0181 1.0181 1.0167
R1 1.0172 1.0172 1.0166 1.0168
PP 1.0163 1.0163 1.0163 1.0160
S1 1.0154 1.0154 1.0162 1.0150
S2 1.0145 1.0145 1.0161
S3 1.0127 1.0136 1.0159
S4 1.0109 1.0118 1.0154
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0553 1.0478 1.0229
R3 1.0434 1.0359 1.0197
R2 1.0315 1.0315 1.0186
R1 1.0240 1.0240 1.0175 1.0218
PP 1.0196 1.0196 1.0196 1.0186
S1 1.0121 1.0121 1.0153 1.0099
S2 1.0077 1.0077 1.0142
S3 0.9958 1.0002 1.0131
S4 0.9839 0.9883 1.0099
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0272 1.0153 0.0119 1.2% 0.0030 0.3% 9% False True 6
10 1.0295 1.0153 0.0142 1.4% 0.0025 0.2% 8% False True 11
20 1.0606 1.0153 0.0453 4.5% 0.0032 0.3% 2% False True 29
40 1.0730 1.0153 0.0577 5.7% 0.0022 0.2% 2% False True 15
60 1.1081 1.0153 0.0928 9.1% 0.0015 0.1% 1% False True 10
80 1.1117 1.0153 0.0964 9.5% 0.0012 0.1% 1% False True 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 0.0000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0248
2.618 1.0218
1.618 1.0200
1.000 1.0189
0.618 1.0182
HIGH 1.0171
0.618 1.0164
0.500 1.0162
0.382 1.0160
LOW 1.0153
0.618 1.0142
1.000 1.0135
1.618 1.0124
2.618 1.0106
4.250 1.0077
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 1.0163 1.0213
PP 1.0163 1.0196
S1 1.0162 1.0180

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

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