CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 18-May-2012
Day Change Summary
Previous Current
17-May-2012 18-May-2012 Change Change % Previous Week
Open 1.0580 1.0617 0.0037 0.3% 1.0733
High 1.0607 1.0676 0.0069 0.7% 1.0735
Low 1.0580 1.0611 0.0031 0.3% 1.0580
Close 1.0607 1.0627 0.0020 0.2% 1.0627
Range 0.0027 0.0065 0.0038 140.7% 0.0155
ATR 0.0047 0.0049 0.0002 3.3% 0.0000
Volume 24 76 52 216.7% 215
Daily Pivots for day following 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.0833 1.0795 1.0663
R3 1.0768 1.0730 1.0645
R2 1.0703 1.0703 1.0639
R1 1.0665 1.0665 1.0633 1.0684
PP 1.0638 1.0638 1.0638 1.0648
S1 1.0600 1.0600 1.0621 1.0619
S2 1.0573 1.0573 1.0615
S3 1.0508 1.0535 1.0609
S4 1.0443 1.0470 1.0591
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.1112 1.1025 1.0712
R3 1.0957 1.0870 1.0670
R2 1.0802 1.0802 1.0655
R1 1.0715 1.0715 1.0641 1.0681
PP 1.0647 1.0647 1.0647 1.0631
S1 1.0560 1.0560 1.0613 1.0526
S2 1.0492 1.0492 1.0599
S3 1.0337 1.0405 1.0584
S4 1.0182 1.0250 1.0542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0735 1.0580 0.0155 1.5% 0.0046 0.4% 30% False False 43
10 1.0885 1.0580 0.0305 2.9% 0.0034 0.3% 15% False False 25
20 1.1061 1.0580 0.0481 4.5% 0.0022 0.2% 10% False False 16
40 1.1108 1.0580 0.0528 5.0% 0.0023 0.2% 9% False False 14
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0952
2.618 1.0846
1.618 1.0781
1.000 1.0741
0.618 1.0716
HIGH 1.0676
0.618 1.0651
0.500 1.0644
0.382 1.0636
LOW 1.0611
0.618 1.0571
1.000 1.0546
1.618 1.0506
2.618 1.0441
4.250 1.0335
Fisher Pivots for day following 18-May-2012
Pivot 1 day 3 day
R1 1.0644 1.0628
PP 1.0638 1.0628
S1 1.0633 1.0627

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

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