CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 1.0102 1.0100 -0.0002 0.0% 1.0217
High 1.0137 1.0119 -0.0018 -0.2% 1.0274
Low 1.0062 1.0040 -0.0022 -0.2% 1.0124
Close 1.0109 1.0056 -0.0053 -0.5% 1.0137
Range 0.0075 0.0079 0.0004 5.3% 0.0150
ATR 0.0095 0.0094 -0.0001 -1.2% 0.0000
Volume 55,318 41,420 -13,898 -25.1% 184,276
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0309 1.0261 1.0099
R3 1.0230 1.0182 1.0078
R2 1.0151 1.0151 1.0070
R1 1.0103 1.0103 1.0063 1.0088
PP 1.0072 1.0072 1.0072 1.0064
S1 1.0024 1.0024 1.0049 1.0009
S2 0.9993 0.9993 1.0042
S3 0.9914 0.9945 1.0034
S4 0.9835 0.9866 1.0013
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 1.0040 0.0234 2.3% 0.0084 0.8% 7% False True 41,683
10 1.0274 1.0040 0.0234 2.3% 0.0083 0.8% 7% False True 38,818
20 1.0588 1.0040 0.0548 5.4% 0.0094 0.9% 3% False True 35,255
40 1.0902 1.0040 0.0862 8.6% 0.0105 1.0% 2% False True 27,654
60 1.1044 1.0040 0.1004 10.0% 0.0081 0.8% 2% False True 18,446
80 1.1108 1.0040 0.1068 10.6% 0.0067 0.7% 1% False True 13,837
100 1.1108 1.0040 0.1068 10.6% 0.0055 0.5% 1% False True 11,075
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0455
2.618 1.0326
1.618 1.0247
1.000 1.0198
0.618 1.0168
HIGH 1.0119
0.618 1.0089
0.500 1.0080
0.382 1.0070
LOW 1.0040
0.618 0.9991
1.000 0.9961
1.618 0.9912
2.618 0.9833
4.250 0.9704
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 1.0080 1.0139
PP 1.0072 1.0111
S1 1.0064 1.0084

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

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