CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 1.0822 1.0797 -0.0025 -0.2% 1.0903
High 1.0822 1.0797 -0.0025 -0.2% 1.0903
Low 1.0822 1.0797 -0.0025 -0.2% 1.0797
Close 1.0822 1.0797 -0.0025 -0.2% 1.0797
Range
ATR 0.0036 0.0035 -0.0001 -2.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0797 1.0797 1.0797
R3 1.0797 1.0797 1.0797
R2 1.0797 1.0797 1.0797
R1 1.0797 1.0797 1.0797 1.0797
PP 1.0797 1.0797 1.0797 1.0797
S1 1.0797 1.0797 1.0797 1.0797
S2 1.0797 1.0797 1.0797
S3 1.0797 1.0797 1.0797
S4 1.0797 1.0797 1.0797
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.1150 1.1080 1.0855
R3 1.1044 1.0974 1.0826
R2 1.0938 1.0938 1.0816
R1 1.0868 1.0868 1.0807 1.0850
PP 1.0832 1.0832 1.0832 1.0824
S1 1.0762 1.0762 1.0787 1.0744
S2 1.0726 1.0726 1.0778
S3 1.0620 1.0656 1.0768
S4 1.0514 1.0550 1.0739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0903 1.0797 0.0106 1.0% 0.0004 0.0% 0% False True 1
10 1.1061 1.0797 0.0264 2.4% 0.0002 0.0% 0% False True 1
20 1.1081 1.0797 0.0284 2.6% 0.0007 0.1% 0% False True 1
40 1.1117 1.0797 0.0320 3.0% 0.0003 0.0% 0% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0797
2.618 1.0797
1.618 1.0797
1.000 1.0797
0.618 1.0797
HIGH 1.0797
0.618 1.0797
0.500 1.0797
0.382 1.0797
LOW 1.0797
0.618 1.0797
1.000 1.0797
1.618 1.0797
2.618 1.0797
4.250 1.0797
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 1.0797 1.0810
PP 1.0797 1.0805
S1 1.0797 1.0801

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

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