CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 1.0238 1.0235 -0.0003 0.0% 1.0217
High 1.0274 1.0238 -0.0036 -0.4% 1.0274
Low 1.0195 1.0124 -0.0071 -0.7% 1.0124
Close 1.0236 1.0137 -0.0099 -1.0% 1.0137
Range 0.0079 0.0114 0.0035 44.3% 0.0150
ATR 0.0095 0.0096 0.0001 1.4% 0.0000
Volume 37,491 41,860 4,369 11.7% 184,276
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0508 1.0437 1.0200
R3 1.0394 1.0323 1.0168
R2 1.0280 1.0280 1.0158
R1 1.0209 1.0209 1.0147 1.0188
PP 1.0166 1.0166 1.0166 1.0156
S1 1.0095 1.0095 1.0127 1.0074
S2 1.0052 1.0052 1.0116
S3 0.9938 0.9981 1.0106
S4 0.9824 0.9867 1.0074
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0628 1.0533 1.0220
R3 1.0478 1.0383 1.0178
R2 1.0328 1.0328 1.0165
R1 1.0233 1.0233 1.0151 1.0206
PP 1.0178 1.0178 1.0178 1.0165
S1 1.0083 1.0083 1.0123 1.0056
S2 1.0028 1.0028 1.0110
S3 0.9878 0.9933 1.0096
S4 0.9728 0.9783 1.0055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0274 1.0124 0.0150 1.5% 0.0093 0.9% 9% False True 36,855
10 1.0286 1.0124 0.0162 1.6% 0.0082 0.8% 8% False True 35,647
20 1.0588 1.0124 0.0464 4.6% 0.0093 0.9% 3% False True 33,953
40 1.0902 1.0124 0.0778 7.7% 0.0103 1.0% 2% False True 25,241
60 1.1061 1.0124 0.0937 9.2% 0.0080 0.8% 1% False True 16,834
80 1.1108 1.0124 0.0984 9.7% 0.0065 0.6% 1% False True 12,628
100 1.1108 1.0124 0.0984 9.7% 0.0053 0.5% 1% False True 10,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0723
2.618 1.0536
1.618 1.0422
1.000 1.0352
0.618 1.0308
HIGH 1.0238
0.618 1.0194
0.500 1.0181
0.382 1.0168
LOW 1.0124
0.618 1.0054
1.000 1.0010
1.618 0.9940
2.618 0.9826
4.250 0.9640
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 1.0181 1.0199
PP 1.0166 1.0178
S1 1.0152 1.0158

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

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