CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 1.0542 1.0649 0.0107 1.0% 1.0458
High 1.0668 1.0742 0.0074 0.7% 1.0641
Low 1.0532 1.0632 0.0100 0.9% 1.0431
Close 1.0636 1.0715 0.0079 0.7% 1.0494
Range 0.0136 0.0110 -0.0026 -19.1% 0.0210
ATR 0.0119 0.0118 -0.0001 -0.5% 0.0000
Volume 33,906 25,773 -8,133 -24.0% 126,699
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1026 1.0981 1.0776
R3 1.0916 1.0871 1.0745
R2 1.0806 1.0806 1.0735
R1 1.0761 1.0761 1.0725 1.0784
PP 1.0696 1.0696 1.0696 1.0708
S1 1.0651 1.0651 1.0705 1.0674
S2 1.0586 1.0586 1.0695
S3 1.0476 1.0541 1.0685
S4 1.0366 1.0431 1.0655
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 1.0742 1.0453 0.0289 2.7% 0.0145 1.4% 91% True False 31,722
10 1.0742 1.0431 0.0311 2.9% 0.0121 1.1% 91% True False 27,211
20 1.0839 1.0431 0.0408 3.8% 0.0114 1.1% 70% False False 21,444
40 1.1058 1.0431 0.0627 5.9% 0.0115 1.1% 45% False False 13,383
60 1.1700 1.0431 0.1269 11.8% 0.0106 1.0% 22% False False 8,928
80 1.1700 1.0431 0.1269 11.8% 0.0090 0.8% 22% False False 6,699
100 1.2850 1.0431 0.2419 22.6% 0.0076 0.7% 12% False False 5,366
120 1.4099 1.0431 0.3668 34.2% 0.0073 0.7% 8% False False 4,474
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1210
2.618 1.1030
1.618 1.0920
1.000 1.0852
0.618 1.0810
HIGH 1.0742
0.618 1.0700
0.500 1.0687
0.382 1.0674
LOW 1.0632
0.618 1.0564
1.000 1.0522
1.618 1.0454
2.618 1.0344
4.250 1.0165
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 1.0706 1.0677
PP 1.0696 1.0638
S1 1.0687 1.0600

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

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