CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 1.0624 1.0514 -0.0110 -1.0% 1.0742
High 1.0635 1.0533 -0.0102 -1.0% 1.0768
Low 1.0498 1.0451 -0.0047 -0.4% 1.0451
Close 1.0502 1.0483 -0.0019 -0.2% 1.0483
Range 0.0137 0.0082 -0.0055 -40.1% 0.0317
ATR 0.0114 0.0112 -0.0002 -2.0% 0.0000
Volume 24,438 22,412 -2,026 -8.3% 83,995
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0735 1.0691 1.0528
R3 1.0653 1.0609 1.0506
R2 1.0571 1.0571 1.0498
R1 1.0527 1.0527 1.0491 1.0508
PP 1.0489 1.0489 1.0489 1.0480
S1 1.0445 1.0445 1.0475 1.0426
S2 1.0407 1.0407 1.0468
S3 1.0325 1.0363 1.0460
S4 1.0243 1.0281 1.0438
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1518 1.1318 1.0657
R3 1.1201 1.1001 1.0570
R2 1.0884 1.0884 1.0541
R1 1.0684 1.0684 1.0512 1.0626
PP 1.0567 1.0567 1.0567 1.0538
S1 1.0367 1.0367 1.0454 1.0309
S2 1.0250 1.0250 1.0425
S3 0.9933 1.0050 1.0396
S4 0.9616 0.9733 1.0309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0768 1.0451 0.0317 3.0% 0.0108 1.0% 10% False True 19,927
10 1.0768 1.0451 0.0317 3.0% 0.0098 0.9% 10% False True 15,634
20 1.0915 1.0451 0.0464 4.4% 0.0114 1.1% 7% False True 15,312
40 1.1147 1.0451 0.0696 6.6% 0.0107 1.0% 5% False True 7,755
60 1.1700 1.0451 0.1249 11.9% 0.0093 0.9% 3% False True 5,175
80 1.1700 1.0451 0.1249 11.9% 0.0082 0.8% 3% False True 3,885
100 1.2850 1.0451 0.2399 22.9% 0.0069 0.7% 1% False True 3,115
120 1.4099 1.0451 0.3648 34.8% 0.0065 0.6% 1% False True 2,597
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0882
2.618 1.0748
1.618 1.0666
1.000 1.0615
0.618 1.0584
HIGH 1.0533
0.618 1.0502
0.500 1.0492
0.382 1.0482
LOW 1.0451
0.618 1.0400
1.000 1.0369
1.618 1.0318
2.618 1.0236
4.250 1.0103
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 1.0492 1.0599
PP 1.0489 1.0560
S1 1.0486 1.0522

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

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