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CME Swiss Franc Futures March 2012

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CME Swiss Franc Futures March 2012 chart

Download as Excel Spreadsheet (Available to premium members)

Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.0742 1.0838 0.0096 0.9% 1.0878
High 1.0869 1.0928 0.0059 0.5% 1.0941
Low 1.0713 1.0807 0.0094 0.9% 1.0713
Close 1.0852 1.0922 0.0070 0.6% 1.0922
Range 0.0156 0.0121 -0.0035 -22.4% 0.0228
Volume 45,123 8,126 -36,997 -82.0% 213,680
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1249 1.1206 1.0989
R3 1.1128 1.1085 1.0955
R2 1.1007 1.1007 1.0944
R1 1.0964 1.0964 1.0933 1.0986
PP 1.0886 1.0886 1.0886 1.0896
S1 1.0843 1.0843 1.0911 1.0865
S2 1.0765 1.0765 1.0900
S3 1.0644 1.0722 1.0889
S4 1.0523 1.0601 1.0855
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1543 1.1460 1.1047
R3 1.1315 1.1232 1.0985
R2 1.1087 1.1087 1.0964
R1 1.1004 1.1004 1.0943 1.1046
PP 1.0859 1.0859 1.0859 1.0879
S1 1.0776 1.0776 1.0901 1.0818
S2 1.0631 1.0631 1.0880
S3 1.0403 1.0548 1.0859
S4 1.0175 1.0320 1.0797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0941 1.0713 0.0228 2.1% 0.0118 1.1% 92% False False 42,736
10 1.1024 1.0713 0.0311 2.8% 0.0109 1.0% 67% False False 43,492
20 1.1200 1.0713 0.0487 4.5% 0.0104 1.0% 43% False False 44,674
40 1.1200 1.0674 0.0526 4.8% 0.0108 1.0% 47% False False 37,363
60 1.1200 1.0431 0.0769 7.0% 0.0110 1.0% 64% False False 32,057
80 1.1200 1.0431 0.0769 7.0% 0.0111 1.0% 64% False False 25,373
100 1.1700 1.0431 0.1269 11.6% 0.0107 1.0% 39% False False 20,302
120 1.1700 1.0431 0.1269 11.6% 0.0096 0.9% 39% False False 16,921
Crabel Price Patterns
NR True
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 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1442
2.618 1.1245
1.618 1.1124
1.000 1.1049
0.618 1.1003
HIGH 1.0928
0.618 1.0882
0.500 1.0868
0.382 1.0853
LOW 1.0807
0.618 1.0732
1.000 1.0686
1.618 1.0611
2.618 1.0490
4.250 1.0293

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

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