CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 24-May-2012
Day Change Summary
Previous Current
23-May-2012 24-May-2012 Change Change % Previous Week
Open 1.0562 1.0482 -0.0080 -0.8% 1.0733
High 1.0565 1.0488 -0.0077 -0.7% 1.0735
Low 1.0483 1.0450 -0.0033 -0.3% 1.0580
Close 1.0493 1.0450 -0.0043 -0.4% 1.0627
Range 0.0082 0.0038 -0.0044 -53.7% 0.0155
ATR 0.0056 0.0055 -0.0001 -1.7% 0.0000
Volume 33 135 102 309.1% 215
Daily Pivots for day following 24-May-2012
Classic Woodie Camarilla DeMark
R4 1.0577 1.0551 1.0471
R3 1.0539 1.0513 1.0460
R2 1.0501 1.0501 1.0457
R1 1.0475 1.0475 1.0453 1.0469
PP 1.0463 1.0463 1.0463 1.0460
S1 1.0437 1.0437 1.0447 1.0431
S2 1.0425 1.0425 1.0443
S3 1.0387 1.0399 1.0440
S4 1.0349 1.0361 1.0429
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 1.0684 1.0450 0.0234 2.2% 0.0061 0.6% 0% False True 66
10 1.0785 1.0450 0.0335 3.2% 0.0048 0.5% 0% False True 47
20 1.1061 1.0450 0.0611 5.8% 0.0033 0.3% 0% False True 27
40 1.1108 1.0450 0.0658 6.3% 0.0028 0.3% 0% False True 19
60 1.1108 1.0450 0.0658 6.3% 0.0021 0.2% 0% False True 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0650
2.618 1.0587
1.618 1.0549
1.000 1.0526
0.618 1.0511
HIGH 1.0488
0.618 1.0473
0.500 1.0469
0.382 1.0465
LOW 1.0450
0.618 1.0427
1.000 1.0412
1.618 1.0389
2.618 1.0351
4.250 1.0289
Fisher Pivots for day following 24-May-2012
Pivot 1 day 3 day
R1 1.0469 1.0563
PP 1.0463 1.0525
S1 1.0456 1.0488

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

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