CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 1.0860 1.0958 0.0098 0.9% 1.0947
High 1.0959 1.0962 0.0003 0.0% 1.1011
Low 1.0860 1.0958 0.0098 0.9% 1.0897
Close 1.0959 1.0962 0.0003 0.0% 1.0901
Range 0.0099 0.0004 -0.0095 -96.0% 0.0114
ATR 0.0057 0.0053 -0.0004 -6.6% 0.0000
Volume 9 7 -2 -22.2% 92
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0973 1.0971 1.0964
R3 1.0969 1.0967 1.0963
R2 1.0965 1.0965 1.0963
R1 1.0963 1.0963 1.0962 1.0964
PP 1.0961 1.0961 1.0961 1.0961
S1 1.0959 1.0959 1.0962 1.0960
S2 1.0957 1.0957 1.0961
S3 1.0953 1.0955 1.0961
S4 1.0949 1.0951 1.0960
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1278 1.1204 1.0964
R3 1.1164 1.1090 1.0932
R2 1.1050 1.1050 1.0922
R1 1.0976 1.0976 1.0911 1.0956
PP 1.0936 1.0936 1.0936 1.0927
S1 1.0862 1.0862 1.0891 1.0842
S2 1.0822 1.0822 1.0880
S3 1.0708 1.0748 1.0870
S4 1.0594 1.0634 1.0838
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1011 1.0860 0.0151 1.4% 0.0034 0.3% 68% False False 15
10 1.1011 1.0860 0.0151 1.4% 0.0023 0.2% 68% False False 13
20 1.1108 1.0860 0.0248 2.3% 0.0020 0.2% 41% False False 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 1.0979
2.618 1.0972
1.618 1.0968
1.000 1.0966
0.618 1.0964
HIGH 1.0962
0.618 1.0960
0.500 1.0960
0.382 1.0960
LOW 1.0958
0.618 1.0956
1.000 1.0954
1.618 1.0952
2.618 1.0948
4.250 1.0941
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 1.0961 1.0946
PP 1.0961 1.0930
S1 1.0960 1.0914

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

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