CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 1.0500 1.0486 -0.0014 -0.1% 1.0680
High 1.0502 1.0506 0.0004 0.0% 1.0684
Low 1.0440 1.0415 -0.0025 -0.2% 1.0440
Close 1.0447 1.0431 -0.0016 -0.2% 1.0447
Range 0.0062 0.0091 0.0029 46.8% 0.0244
ATR 0.0056 0.0058 0.0003 4.6% 0.0000
Volume 58 33 -25 -43.1% 313
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 1.0724 1.0668 1.0481
R3 1.0633 1.0577 1.0456
R2 1.0542 1.0542 1.0448
R1 1.0486 1.0486 1.0439 1.0469
PP 1.0451 1.0451 1.0451 1.0442
S1 1.0395 1.0395 1.0423 1.0378
S2 1.0360 1.0360 1.0414
S3 1.0269 1.0304 1.0406
S4 1.0178 1.0213 1.0381
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 1.1256 1.1095 1.0581
R3 1.1012 1.0851 1.0514
R2 1.0768 1.0768 1.0492
R1 1.0607 1.0607 1.0469 1.0566
PP 1.0524 1.0524 1.0524 1.0503
S1 1.0363 1.0363 1.0425 1.0322
S2 1.0280 1.0280 1.0402
S3 1.0036 1.0119 1.0380
S4 0.9792 0.9875 1.0313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0675 1.0415 0.0260 2.5% 0.0068 0.6% 6% False True 56
10 1.0709 1.0415 0.0294 2.8% 0.0059 0.6% 5% False True 55
20 1.1032 1.0415 0.0617 5.9% 0.0038 0.4% 3% False True 30
40 1.1108 1.0415 0.0693 6.6% 0.0032 0.3% 2% False True 21
60 1.1108 1.0415 0.0693 6.6% 0.0023 0.2% 2% False True 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.0893
2.618 1.0744
1.618 1.0653
1.000 1.0597
0.618 1.0562
HIGH 1.0506
0.618 1.0471
0.500 1.0461
0.382 1.0450
LOW 1.0415
0.618 1.0359
1.000 1.0324
1.618 1.0268
2.618 1.0177
4.250 1.0028
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 1.0461 1.0461
PP 1.0451 1.0451
S1 1.0441 1.0441

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

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