CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 1.0196 1.0269 0.0073 0.7% 1.0283
High 1.0265 1.0269 0.0004 0.0% 1.0295
Low 1.0196 1.0269 0.0073 0.7% 1.0185
Close 1.0265 1.0269 0.0004 0.0% 1.0234
Range 0.0069 0.0000 -0.0069 -100.0% 0.0110
ATR 0.0062 0.0058 -0.0004 -6.7% 0.0000
Volume 5 3 -2 -40.0% 80
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0269 1.0269 1.0269
R3 1.0269 1.0269 1.0269
R2 1.0269 1.0269 1.0269
R1 1.0269 1.0269 1.0269 1.0269
PP 1.0269 1.0269 1.0269 1.0269
S1 1.0269 1.0269 1.0269 1.0269
S2 1.0269 1.0269 1.0269
S3 1.0269 1.0269 1.0269
S4 1.0269 1.0269 1.0269
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0568 1.0511 1.0295
R3 1.0458 1.0401 1.0264
R2 1.0348 1.0348 1.0254
R1 1.0291 1.0291 1.0244 1.0265
PP 1.0238 1.0238 1.0238 1.0225
S1 1.0181 1.0181 1.0224 1.0155
S2 1.0128 1.0128 1.0214
S3 1.0018 1.0071 1.0204
S4 0.9908 0.9961 1.0174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0270 1.0185 0.0085 0.8% 0.0027 0.3% 99% False False 4
10 1.0550 1.0185 0.0365 3.6% 0.0042 0.4% 23% False False 10
20 1.0635 1.0185 0.0450 4.4% 0.0030 0.3% 19% False False 28
40 1.0730 1.0185 0.0545 5.3% 0.0020 0.2% 15% False False 14
60 1.1081 1.0185 0.0896 8.7% 0.0013 0.1% 9% False False 10
80 1.1117 1.0185 0.0932 9.1% 0.0011 0.1% 9% False False 7
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.0269
2.618 1.0269
1.618 1.0269
1.000 1.0269
0.618 1.0269
HIGH 1.0269
0.618 1.0269
0.500 1.0269
0.382 1.0269
LOW 1.0269
0.618 1.0269
1.000 1.0269
1.618 1.0269
2.618 1.0269
4.250 1.0269
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 1.0269 1.0257
PP 1.0269 1.0245
S1 1.0269 1.0233

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

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