CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 29-Jun-2012
Day Change Summary
Previous Current
28-Jun-2012 29-Jun-2012 Change Change % Previous Week
Open 1.0398 1.0540 0.0142 1.4% 1.0443
High 1.0398 1.0606 0.0208 2.0% 1.0606
Low 1.0398 1.0540 0.0142 1.4% 1.0398
Close 1.0398 1.0589 0.0191 1.8% 1.0589
Range 0.0000 0.0066 0.0066 0.0208
ATR 0.0051 0.0062 0.0011 22.0% 0.0000
Volume 140 140 0 0.0% 450
Daily Pivots for day following 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0776 1.0749 1.0625
R3 1.0710 1.0683 1.0607
R2 1.0644 1.0644 1.0601
R1 1.0617 1.0617 1.0595 1.0631
PP 1.0578 1.0578 1.0578 1.0585
S1 1.0551 1.0551 1.0583 1.0565
S2 1.0512 1.0512 1.0577
S3 1.0446 1.0485 1.0571
S4 1.0380 1.0419 1.0553
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1155 1.1080 1.0703
R3 1.0947 1.0872 1.0646
R2 1.0739 1.0739 1.0627
R1 1.0664 1.0664 1.0608 1.0702
PP 1.0531 1.0531 1.0531 1.0550
S1 1.0456 1.0456 1.0570 1.0494
S2 1.0323 1.0323 1.0551
S3 1.0115 1.0248 1.0532
S4 0.9907 1.0040 1.0475
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0606 1.0398 0.0208 2.0% 0.0025 0.2% 92% True False 90
10 1.0635 1.0398 0.0237 2.2% 0.0020 0.2% 81% False False 46
20 1.0730 1.0398 0.0332 3.1% 0.0018 0.2% 58% False False 23
40 1.0935 1.0350 0.0585 5.5% 0.0010 0.1% 41% False False 12
60 1.1081 1.0350 0.0731 6.9% 0.0008 0.1% 33% False False 8
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 0.0002
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.0887
2.618 1.0779
1.618 1.0713
1.000 1.0672
0.618 1.0647
HIGH 1.0606
0.618 1.0581
0.500 1.0573
0.382 1.0565
LOW 1.0540
0.618 1.0499
1.000 1.0474
1.618 1.0433
2.618 1.0367
4.250 1.0260
Fisher Pivots for day following 29-Jun-2012
Pivot 1 day 3 day
R1 1.0584 1.0560
PP 1.0578 1.0531
S1 1.0573 1.0502

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

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