CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 1.0744 1.0624 -0.0120 -1.1% 1.0721
High 1.0747 1.0635 -0.0112 -1.0% 1.0750
Low 1.0596 1.0498 -0.0098 -0.9% 1.0576
Close 1.0626 1.0502 -0.0124 -1.2% 1.0670
Range 0.0151 0.0137 -0.0014 -9.3% 0.0174
ATR 0.0112 0.0114 0.0002 1.6% 0.0000
Volume 22,501 24,438 1,937 8.6% 50,583
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0956 1.0866 1.0577
R3 1.0819 1.0729 1.0540
R2 1.0682 1.0682 1.0527
R1 1.0592 1.0592 1.0515 1.0569
PP 1.0545 1.0545 1.0545 1.0533
S1 1.0455 1.0455 1.0489 1.0432
S2 1.0408 1.0408 1.0477
S3 1.0271 1.0318 1.0464
S4 1.0134 1.0181 1.0427
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1187 1.1103 1.0766
R3 1.1013 1.0929 1.0718
R2 1.0839 1.0839 1.0702
R1 1.0755 1.0755 1.0686 1.0710
PP 1.0665 1.0665 1.0665 1.0643
S1 1.0581 1.0581 1.0654 1.0536
S2 1.0491 1.0491 1.0638
S3 1.0317 1.0407 1.0622
S4 1.0143 1.0233 1.0574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0768 1.0498 0.0270 2.6% 0.0110 1.0% 1% False True 17,683
10 1.0839 1.0498 0.0341 3.2% 0.0107 1.0% 1% False True 16,110
20 1.0915 1.0498 0.0417 4.0% 0.0113 1.1% 1% False True 14,289
40 1.1213 1.0498 0.0715 6.8% 0.0108 1.0% 1% False True 7,195
60 1.1700 1.0498 0.1202 11.4% 0.0093 0.9% 0% False True 4,801
80 1.1700 1.0498 0.1202 11.4% 0.0081 0.8% 0% False True 3,605
100 1.2895 1.0498 0.2397 22.8% 0.0070 0.7% 0% False True 2,891
120 1.4099 1.0498 0.3601 34.3% 0.0064 0.6% 0% False True 2,410
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1217
2.618 1.0994
1.618 1.0857
1.000 1.0772
0.618 1.0720
HIGH 1.0635
0.618 1.0583
0.500 1.0567
0.382 1.0550
LOW 1.0498
0.618 1.0413
1.000 1.0361
1.618 1.0276
2.618 1.0139
4.250 0.9916
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 1.0567 1.0633
PP 1.0545 1.0589
S1 1.0524 1.0546

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

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