CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 1.0329 1.0320 -0.0009 -0.1% 1.0486
High 1.0370 1.0404 0.0034 0.3% 1.0506
Low 1.0311 1.0280 -0.0031 -0.3% 1.0280
Close 1.0322 1.0362 0.0040 0.4% 1.0362
Range 0.0059 0.0124 0.0065 110.2% 0.0226
ATR 0.0061 0.0066 0.0004 7.4% 0.0000
Volume 282 729 447 158.5% 1,168
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0721 1.0665 1.0430
R3 1.0597 1.0541 1.0396
R2 1.0473 1.0473 1.0385
R1 1.0417 1.0417 1.0373 1.0445
PP 1.0349 1.0349 1.0349 1.0363
S1 1.0293 1.0293 1.0351 1.0321
S2 1.0225 1.0225 1.0339
S3 1.0101 1.0169 1.0328
S4 0.9977 1.0045 1.0294
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1061 1.0937 1.0486
R3 1.0835 1.0711 1.0424
R2 1.0609 1.0609 1.0403
R1 1.0485 1.0485 1.0383 1.0434
PP 1.0383 1.0383 1.0383 1.0357
S1 1.0259 1.0259 1.0341 1.0208
S2 1.0157 1.0157 1.0321
S3 0.9931 1.0033 1.0300
S4 0.9705 0.9807 1.0238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0506 1.0280 0.0226 2.2% 0.0085 0.8% 36% False True 245
10 1.0684 1.0280 0.0404 3.9% 0.0073 0.7% 20% False True 155
20 1.0917 1.0280 0.0637 6.1% 0.0050 0.5% 13% False True 86
40 1.1061 1.0280 0.0781 7.5% 0.0035 0.3% 10% False True 49
60 1.1108 1.0280 0.0828 8.0% 0.0028 0.3% 10% False True 42
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 0.0010
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 1.0931
2.618 1.0729
1.618 1.0605
1.000 1.0528
0.618 1.0481
HIGH 1.0404
0.618 1.0357
0.500 1.0342
0.382 1.0327
LOW 1.0280
0.618 1.0203
1.000 1.0156
1.618 1.0079
2.618 0.9955
4.250 0.9753
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 1.0355 1.0358
PP 1.0349 1.0354
S1 1.0342 1.0350

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

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