CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 1.0875 1.0828 -0.0047 -0.4% 1.0884
High 1.0926 1.0901 -0.0025 -0.2% 1.1008
Low 1.0813 1.0755 -0.0058 -0.5% 1.0802
Close 1.0827 1.0888 0.0061 0.6% 1.0903
Range 0.0113 0.0146 0.0033 29.2% 0.0206
ATR 0.0110 0.0113 0.0003 2.3% 0.0000
Volume 44,032 41,460 -2,572 -5.8% 140,217
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1286 1.1233 1.0968
R3 1.1140 1.1087 1.0928
R2 1.0994 1.0994 1.0915
R1 1.0941 1.0941 1.0901 1.0968
PP 1.0848 1.0848 1.0848 1.0861
S1 1.0795 1.0795 1.0875 1.0822
S2 1.0702 1.0702 1.0861
S3 1.0556 1.0649 1.0848
S4 1.0410 1.0503 1.0808
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 1.0990 1.0755 0.0235 2.2% 0.0113 1.0% 57% False True 34,137
10 1.1008 1.0755 0.0253 2.3% 0.0107 1.0% 53% False True 32,060
20 1.1008 1.0674 0.0334 3.1% 0.0112 1.0% 64% False False 30,052
40 1.1008 1.0431 0.0577 5.3% 0.0113 1.0% 79% False False 25,748
60 1.1058 1.0431 0.0627 5.8% 0.0114 1.0% 73% False False 18,940
80 1.1700 1.0431 0.1269 11.7% 0.0108 1.0% 36% False False 14,209
100 1.1700 1.0431 0.1269 11.7% 0.0094 0.9% 36% False False 11,370
120 1.2850 1.0431 0.2419 22.2% 0.0082 0.8% 19% False False 9,480
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1522
2.618 1.1283
1.618 1.1137
1.000 1.1047
0.618 1.0991
HIGH 1.0901
0.618 1.0845
0.500 1.0828
0.382 1.0811
LOW 1.0755
0.618 1.0665
1.000 1.0609
1.618 1.0519
2.618 1.0373
4.250 1.0135
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 1.0868 1.0875
PP 1.0848 1.0861
S1 1.0828 1.0848

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

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