CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 13-Feb-2012
Day Change Summary
Previous Current
10-Feb-2012 13-Feb-2012 Change Change % Previous Week
Open 1.0973 1.0946 -0.0027 -0.2% 1.0884
High 1.0989 1.0990 0.0001 0.0% 1.1008
Low 1.0873 1.0903 0.0030 0.3% 1.0802
Close 1.0903 1.0923 0.0020 0.2% 1.0903
Range 0.0116 0.0087 -0.0029 -25.0% 0.0206
ATR 0.0112 0.0110 -0.0002 -1.6% 0.0000
Volume 27,485 25,775 -1,710 -6.2% 140,217
Daily Pivots for day following 13-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1200 1.1148 1.0971
R3 1.1113 1.1061 1.0947
R2 1.1026 1.1026 1.0939
R1 1.0974 1.0974 1.0931 1.0957
PP 1.0939 1.0939 1.0939 1.0930
S1 1.0887 1.0887 1.0915 1.0870
S2 1.0852 1.0852 1.0907
S3 1.0765 1.0800 1.0899
S4 1.0678 1.0713 1.0875
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1522 1.1419 1.1016
R3 1.1316 1.1213 1.0960
R2 1.1110 1.1110 1.0941
R1 1.1007 1.1007 1.0922 1.1059
PP 1.0904 1.0904 1.0904 1.0930
S1 1.0801 1.0801 1.0884 1.0853
S2 1.0698 1.0698 1.0865
S3 1.0492 1.0595 1.0846
S4 1.0286 1.0389 1.0790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1008 1.0842 0.0166 1.5% 0.0095 0.9% 49% False False 28,342
10 1.1008 1.0802 0.0206 1.9% 0.0108 1.0% 59% False False 28,690
20 1.1008 1.0457 0.0551 5.0% 0.0113 1.0% 85% False False 29,109
40 1.1008 1.0431 0.0577 5.3% 0.0111 1.0% 85% False False 24,197
60 1.1058 1.0431 0.0627 5.7% 0.0112 1.0% 78% False False 16,983
80 1.1700 1.0431 0.1269 11.6% 0.0105 1.0% 39% False False 12,742
100 1.1700 1.0431 0.1269 11.6% 0.0093 0.9% 39% False False 10,197
120 1.2850 1.0431 0.2419 22.1% 0.0079 0.7% 20% False False 8,502
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1360
2.618 1.1218
1.618 1.1131
1.000 1.1077
0.618 1.1044
HIGH 1.0990
0.618 1.0957
0.500 1.0947
0.382 1.0936
LOW 1.0903
0.618 1.0849
1.000 1.0816
1.618 1.0762
2.618 1.0675
4.250 1.0533
Fisher Pivots for day following 13-Feb-2012
Pivot 1 day 3 day
R1 1.0947 1.0941
PP 1.0939 1.0935
S1 1.0931 1.0929

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

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