CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 1.2255 1.2233 -0.0022 -0.2% 1.2010
High 1.2255 1.2233 -0.0022 -0.2% 1.2321
Low 1.2255 1.2193 -0.0062 -0.5% 1.2010
Close 1.2255 1.2174 -0.0081 -0.7% 1.2321
Range 0.0000 0.0040 0.0040 0.0311
ATR 0.0056 0.0057 0.0000 0.7% 0.0000
Volume 1 3 2 200.0% 5
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.2320 1.2287 1.2196
R3 1.2280 1.2247 1.2185
R2 1.2240 1.2240 1.2181
R1 1.2207 1.2207 1.2178 1.2204
PP 1.2200 1.2200 1.2200 1.2198
S1 1.2167 1.2167 1.2170 1.2164
S2 1.2160 1.2160 1.2167
S3 1.2120 1.2127 1.2163
S4 1.2080 1.2087 1.2152
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 1.3150 1.3047 1.2492
R3 1.2839 1.2736 1.2407
R2 1.2528 1.2528 1.2378
R1 1.2425 1.2425 1.2350 1.2477
PP 1.2217 1.2217 1.2217 1.2243
S1 1.2114 1.2114 1.2292 1.2166
S2 1.1906 1.1906 1.2264
S3 1.1595 1.1803 1.2235
S4 1.1284 1.1492 1.2150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2321 1.2193 0.0128 1.1% 0.0008 0.1% -15% False True 1
10 1.2321 1.1863 0.0458 3.8% 0.0004 0.0% 68% False False 1
20 1.2321 1.1810 0.0511 4.2% 0.0002 0.0% 71% False False 1
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 0.0000
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.2403
2.618 1.2338
1.618 1.2298
1.000 1.2273
0.618 1.2258
HIGH 1.2233
0.618 1.2218
0.500 1.2213
0.382 1.2208
LOW 1.2193
0.618 1.2168
1.000 1.2153
1.618 1.2128
2.618 1.2088
4.250 1.2023
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 1.2213 1.2257
PP 1.2200 1.2229
S1 1.2187 1.2202

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

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