CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 1.0579 1.0502 -0.0077 -0.7% 1.0730
High 1.0579 1.0502 -0.0077 -0.7% 1.0772
Low 1.0579 1.0502 -0.0077 -0.7% 1.0489
Close 1.0579 1.0502 -0.0077 -0.7% 1.0508
Range
ATR 0.0061 0.0062 0.0001 1.9% 0.0000
Volume 3 3 0 0.0% 29
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0502 1.0502 1.0502
R3 1.0502 1.0502 1.0502
R2 1.0502 1.0502 1.0502
R1 1.0502 1.0502 1.0502 1.0502
PP 1.0502 1.0502 1.0502 1.0502
S1 1.0502 1.0502 1.0502 1.0502
S2 1.0502 1.0502 1.0502
S3 1.0502 1.0502 1.0502
S4 1.0502 1.0502 1.0502
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1439 1.1256 1.0664
R3 1.1156 1.0973 1.0586
R2 1.0873 1.0873 1.0560
R1 1.0690 1.0690 1.0534 1.0640
PP 1.0590 1.0590 1.0590 1.0565
S1 1.0407 1.0407 1.0482 1.0357
S2 1.0307 1.0307 1.0456
S3 1.0024 1.0124 1.0430
S4 0.9741 0.9841 1.0352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0600 1.0489 0.0111 1.1% 0.0020 0.2% 12% False False 5
10 1.0772 1.0489 0.0283 2.7% 0.0024 0.2% 5% False False 5
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0502
2.618 1.0502
1.618 1.0502
1.000 1.0502
0.618 1.0502
HIGH 1.0502
0.618 1.0502
0.500 1.0502
0.382 1.0502
LOW 1.0502
0.618 1.0502
1.000 1.0502
1.618 1.0502
2.618 1.0502
4.250 1.0502
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 1.0502 1.0541
PP 1.0502 1.0528
S1 1.0502 1.0515

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

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