CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 13-Jan-2012
Day Change Summary
Previous Current
12-Jan-2012 13-Jan-2012 Change Change % Previous Week
Open 1.0495 1.0601 0.0106 1.0% 1.0458
High 1.0635 1.0641 0.0006 0.1% 1.0641
Low 1.0481 1.0453 -0.0028 -0.3% 1.0431
Close 1.0607 1.0494 -0.0113 -1.1% 1.0494
Range 0.0154 0.0188 0.0034 22.1% 0.0210
ATR 0.0110 0.0116 0.0006 5.0% 0.0000
Volume 27,426 32,621 5,195 18.9% 126,699
Daily Pivots for day following 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1093 1.0982 1.0597
R3 1.0905 1.0794 1.0546
R2 1.0717 1.0717 1.0528
R1 1.0606 1.0606 1.0511 1.0568
PP 1.0529 1.0529 1.0529 1.0510
S1 1.0418 1.0418 1.0477 1.0380
S2 1.0341 1.0341 1.0460
S3 1.0153 1.0230 1.0442
S4 0.9965 1.0042 1.0391
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1152 1.1033 1.0610
R3 1.0942 1.0823 1.0552
R2 1.0732 1.0732 1.0533
R1 1.0613 1.0613 1.0513 1.0673
PP 1.0522 1.0522 1.0522 1.0552
S1 1.0403 1.0403 1.0475 1.0463
S2 1.0312 1.0312 1.0456
S3 1.0102 1.0193 1.0436
S4 0.9892 0.9983 1.0379
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0641 1.0431 0.0210 2.0% 0.0121 1.2% 30% True False 25,339
10 1.0768 1.0431 0.0337 3.2% 0.0115 1.1% 19% False False 22,633
20 1.0839 1.0431 0.0408 3.9% 0.0110 1.0% 15% False False 19,284
40 1.1058 1.0431 0.0627 6.0% 0.0111 1.1% 10% False False 10,920
60 1.1700 1.0431 0.1269 12.1% 0.0103 1.0% 5% False False 7,286
80 1.1700 1.0431 0.1269 12.1% 0.0088 0.8% 5% False False 5,468
100 1.2850 1.0431 0.2419 23.1% 0.0072 0.7% 3% False False 4,380
120 1.4099 1.0431 0.3668 35.0% 0.0070 0.7% 2% False False 3,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.1440
2.618 1.1133
1.618 1.0945
1.000 1.0829
0.618 1.0757
HIGH 1.0641
0.618 1.0569
0.500 1.0547
0.382 1.0525
LOW 1.0453
0.618 1.0337
1.000 1.0265
1.618 1.0149
2.618 0.9961
4.250 0.9654
Fisher Pivots for day following 13-Jan-2012
Pivot 1 day 3 day
R1 1.0547 1.0547
PP 1.0529 1.0529
S1 1.0512 1.0512

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

View Archives - Comment on this page... - Back to Index of Symbols