CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 1.1101 1.1182 0.0081 0.7% 1.0914
High 1.1200 1.1185 -0.0015 -0.1% 1.1200
Low 1.1062 1.1100 0.0038 0.3% 1.0890
Close 1.1177 1.1116 -0.0061 -0.5% 1.1177
Range 0.0138 0.0085 -0.0053 -38.4% 0.0310
ATR 0.0110 0.0108 -0.0002 -1.6% 0.0000
Volume 42,792 45,255 2,463 5.8% 185,764
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1389 1.1337 1.1163
R3 1.1304 1.1252 1.1139
R2 1.1219 1.1219 1.1132
R1 1.1167 1.1167 1.1124 1.1151
PP 1.1134 1.1134 1.1134 1.1125
S1 1.1082 1.1082 1.1108 1.1066
S2 1.1049 1.1049 1.1100
S3 1.0964 1.0997 1.1093
S4 1.0879 1.0912 1.1069
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.2019 1.1908 1.1348
R3 1.1709 1.1598 1.1262
R2 1.1399 1.1399 1.1234
R1 1.1288 1.1288 1.1205 1.1344
PP 1.1089 1.1089 1.1089 1.1117
S1 1.0978 1.0978 1.1149 1.1034
S2 1.0779 1.0779 1.1120
S3 1.0469 1.0668 1.1092
S4 1.0159 1.0358 1.1007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1200 1.0890 0.0310 2.8% 0.0107 1.0% 73% False False 46,203
10 1.1200 1.0755 0.0445 4.0% 0.0104 0.9% 81% False False 40,322
20 1.1200 1.0755 0.0445 4.0% 0.0107 1.0% 81% False False 34,527
40 1.1200 1.0431 0.0769 6.9% 0.0111 1.0% 89% False False 29,929
60 1.1200 1.0431 0.0769 6.9% 0.0113 1.0% 89% False False 23,268
80 1.1427 1.0431 0.0996 9.0% 0.0108 1.0% 69% False False 17,458
100 1.1700 1.0431 0.1269 11.4% 0.0098 0.9% 54% False False 13,969
120 1.1850 1.0431 0.1419 12.8% 0.0087 0.8% 48% False False 11,647
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1546
2.618 1.1408
1.618 1.1323
1.000 1.1270
0.618 1.1238
HIGH 1.1185
0.618 1.1153
0.500 1.1143
0.382 1.1132
LOW 1.1100
0.618 1.1047
1.000 1.1015
1.618 1.0962
2.618 1.0877
4.250 1.0739
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 1.1143 1.1106
PP 1.1134 1.1097
S1 1.1125 1.1087

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

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