CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 1.0934 1.1011 0.0077 0.7% 1.1097
High 1.0934 1.1011 0.0077 0.7% 1.1108
Low 1.0934 1.1011 0.0077 0.7% 1.0901
Close 1.0934 1.1011 0.0077 0.7% 1.0923
Range
ATR 0.0047 0.0049 0.0002 4.6% 0.0000
Volume 2 25 23 1,150.0% 29
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1011 1.1011 1.1011
R3 1.1011 1.1011 1.1011
R2 1.1011 1.1011 1.1011
R1 1.1011 1.1011 1.1011 1.1011
PP 1.1011 1.1011 1.1011 1.1011
S1 1.1011 1.1011 1.1011 1.1011
S2 1.1011 1.1011 1.1011
S3 1.1011 1.1011 1.1011
S4 1.1011 1.1011 1.1011
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1598 1.1468 1.1037
R3 1.1391 1.1261 1.0980
R2 1.1184 1.1184 1.0961
R1 1.1054 1.1054 1.0942 1.1016
PP 1.0977 1.0977 1.0977 1.0958
S1 1.0847 1.0847 1.0904 1.0809
S2 1.0770 1.0770 1.0885
S3 1.0563 1.0640 1.0866
S4 1.0356 1.0433 1.0809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1011 1.0897 0.0114 1.0% 0.0004 0.0% 100% True False 14
10 1.1108 1.0897 0.0211 1.9% 0.0017 0.2% 54% False False 9
20 1.1108 1.0897 0.0211 1.9% 0.0013 0.1% 54% False False 6
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 1.1011
2.618 1.1011
1.618 1.1011
1.000 1.1011
0.618 1.1011
HIGH 1.1011
0.618 1.1011
0.500 1.1011
0.382 1.1011
LOW 1.1011
0.618 1.1011
1.000 1.1011
1.618 1.1011
2.618 1.1011
4.250 1.1011
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 1.1011 1.0992
PP 1.1011 1.0973
S1 1.1011 1.0954

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

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