CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 1.0882 1.0980 0.0098 0.9% 1.0962
High 1.0984 1.0986 0.0002 0.0% 1.0979
Low 1.0842 1.0934 0.0092 0.8% 1.0819
Close 1.0963 1.0959 -0.0004 0.0% 1.0901
Range 0.0142 0.0052 -0.0090 -63.4% 0.0160
ATR 0.0119 0.0114 -0.0005 -4.0% 0.0000
Volume 33,263 27,342 -5,921 -17.8% 147,102
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1116 1.1089 1.0988
R3 1.1064 1.1037 1.0973
R2 1.1012 1.1012 1.0969
R1 1.0985 1.0985 1.0964 1.0973
PP 1.0960 1.0960 1.0960 1.0953
S1 1.0933 1.0933 1.0954 1.0921
S2 1.0908 1.0908 1.0949
S3 1.0856 1.0881 1.0945
S4 1.0804 1.0829 1.0930
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1380 1.1300 1.0989
R3 1.1220 1.1140 1.0945
R2 1.1060 1.1060 1.0930
R1 1.0980 1.0980 1.0916 1.0940
PP 1.0900 1.0900 1.0900 1.0880
S1 1.0820 1.0820 1.0886 1.0780
S2 1.0740 1.0740 1.0872
S3 1.0580 1.0660 1.0857
S4 1.0420 1.0500 1.0813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0986 1.0802 0.0184 1.7% 0.0103 0.9% 85% True False 30,244
10 1.0986 1.0802 0.0184 1.7% 0.0112 1.0% 85% True False 29,282
20 1.0986 1.0453 0.0533 4.9% 0.0120 1.1% 95% True False 29,235
40 1.0986 1.0431 0.0555 5.1% 0.0115 1.1% 95% True False 23,179
60 1.1147 1.0431 0.0716 6.5% 0.0111 1.0% 74% False False 15,632
80 1.1700 1.0431 0.1269 11.6% 0.0102 0.9% 42% False False 11,728
100 1.1700 1.0431 0.1269 11.6% 0.0091 0.8% 42% False False 9,386
120 1.2850 1.0431 0.2419 22.1% 0.0077 0.7% 22% False False 7,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 20 trading days
Fibonacci Retracements and Extensions
4.250 1.1207
2.618 1.1122
1.618 1.1070
1.000 1.1038
0.618 1.1018
HIGH 1.0986
0.618 1.0966
0.500 1.0960
0.382 1.0954
LOW 1.0934
0.618 1.0902
1.000 1.0882
1.618 1.0850
2.618 1.0798
4.250 1.0713
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 1.0960 1.0937
PP 1.0960 1.0916
S1 1.0959 1.0894

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

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