CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 1.1118 1.1170 0.0052 0.5% 1.0914
High 1.1181 1.1193 0.0012 0.1% 1.1200
Low 1.1111 1.1049 -0.0062 -0.6% 1.0890
Close 1.1169 1.1069 -0.0100 -0.9% 1.1177
Range 0.0070 0.0144 0.0074 105.7% 0.0310
ATR 0.0105 0.0108 0.0003 2.6% 0.0000
Volume 45,993 61,316 15,323 33.3% 185,764
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 1.1536 1.1446 1.1148
R3 1.1392 1.1302 1.1109
R2 1.1248 1.1248 1.1095
R1 1.1158 1.1158 1.1082 1.1131
PP 1.1104 1.1104 1.1104 1.1090
S1 1.1014 1.1014 1.1056 1.0987
S2 1.0960 1.0960 1.1043
S3 1.0816 1.0870 1.1029
S4 1.0672 1.0726 1.0990
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 1.0974 0.0226 2.0% 0.0113 1.0% 42% False False 49,317
10 1.1200 1.0755 0.0445 4.0% 0.0106 1.0% 71% False False 45,282
20 1.1200 1.0755 0.0445 4.0% 0.0106 1.0% 71% False False 37,287
40 1.1200 1.0431 0.0769 6.9% 0.0112 1.0% 83% False False 31,941
60 1.1200 1.0431 0.0769 6.9% 0.0111 1.0% 83% False False 25,046
80 1.1427 1.0431 0.0996 9.0% 0.0109 1.0% 64% False False 18,799
100 1.1700 1.0431 0.1269 11.5% 0.0100 0.9% 50% False False 15,042
120 1.1700 1.0431 0.1269 11.5% 0.0089 0.8% 50% False False 12,541
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1805
2.618 1.1570
1.618 1.1426
1.000 1.1337
0.618 1.1282
HIGH 1.1193
0.618 1.1138
0.500 1.1121
0.382 1.1104
LOW 1.1049
0.618 1.0960
1.000 1.0905
1.618 1.0816
2.618 1.0672
4.250 1.0437
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 1.1121 1.1121
PP 1.1104 1.1104
S1 1.1086 1.1086

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

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