CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 30-Apr-2012
Day Change Summary
Previous Current
27-Apr-2012 30-Apr-2012 Change Change % Previous Week
Open 1.0996 1.1044 0.0048 0.4% 1.0961
High 1.1061 1.1044 -0.0017 -0.2% 1.1061
Low 1.0996 1.1044 0.0048 0.4% 1.0961
Close 1.1061 1.1044 -0.0017 -0.2% 1.1061
Range 0.0065 0.0000 -0.0065 -100.0% 0.0100
ATR 0.0050 0.0048 -0.0002 -4.7% 0.0000
Volume 1 30 29 2,900.0% 53
Daily Pivots for day following 30-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1044 1.1044 1.1044
R3 1.1044 1.1044 1.1044
R2 1.1044 1.1044 1.1044
R1 1.1044 1.1044 1.1044 1.1044
PP 1.1044 1.1044 1.1044 1.1044
S1 1.1044 1.1044 1.1044 1.1044
S2 1.1044 1.1044 1.1044
S3 1.1044 1.1044 1.1044
S4 1.1044 1.1044 1.1044
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1328 1.1294 1.1116
R3 1.1228 1.1194 1.1089
R2 1.1128 1.1128 1.1079
R1 1.1094 1.1094 1.1070 1.1111
PP 1.1028 1.1028 1.1028 1.1036
S1 1.0994 1.0994 1.1052 1.1011
S2 1.0928 1.0928 1.1043
S3 1.0828 1.0894 1.1034
S4 1.0728 1.0794 1.1006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1061 1.0996 0.0065 0.6% 0.0017 0.2% 74% False False 14
10 1.1061 1.0905 0.0156 1.4% 0.0019 0.2% 89% False False 14
20 1.1108 1.0860 0.0248 2.2% 0.0026 0.2% 74% False False 13
40 1.1108 1.0754 0.0354 3.2% 0.0016 0.1% 82% False False 20
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1044
2.618 1.1044
1.618 1.1044
1.000 1.1044
0.618 1.1044
HIGH 1.1044
0.618 1.1044
0.500 1.1044
0.382 1.1044
LOW 1.1044
0.618 1.1044
1.000 1.1044
1.618 1.1044
2.618 1.1044
4.250 1.1044
Fisher Pivots for day following 30-Apr-2012
Pivot 1 day 3 day
R1 1.1044 1.1039
PP 1.1044 1.1034
S1 1.1044 1.1029

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

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