CME Swiss Franc Future March 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 1.0828 1.0742 -0.0086 -0.8% 1.0939
High 1.0836 1.0869 0.0033 0.3% 1.1024
Low 1.0717 1.0713 -0.0004 0.0% 1.0860
Close 1.0749 1.0852 0.0103 1.0% 1.0869
Range 0.0119 0.0156 0.0037 31.1% 0.0164
ATR 0.0105 0.0109 0.0004 3.4% 0.0000
Volume 70,995 45,123 -25,872 -36.4% 221,244
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1279 1.1222 1.0938
R3 1.1123 1.1066 1.0895
R2 1.0967 1.0967 1.0881
R1 1.0910 1.0910 1.0866 1.0939
PP 1.0811 1.0811 1.0811 1.0826
S1 1.0754 1.0754 1.0838 1.0783
S2 1.0655 1.0655 1.0823
S3 1.0499 1.0598 1.0809
S4 1.0343 1.0442 1.0766
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1410 1.1303 1.0959
R3 1.1246 1.1139 1.0914
R2 1.1082 1.1082 1.0899
R1 1.0975 1.0975 1.0884 1.0947
PP 1.0918 1.0918 1.0918 1.0903
S1 1.0811 1.0811 1.0854 1.0783
S2 1.0754 1.0754 1.0839
S3 1.0590 1.0647 1.0824
S4 1.0426 1.0483 1.0779
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1015 1.0713 0.0302 2.8% 0.0125 1.2% 46% False True 53,474
10 1.1054 1.0713 0.0341 3.1% 0.0109 1.0% 41% False True 46,961
20 1.1200 1.0713 0.0487 4.5% 0.0105 1.0% 29% False True 46,341
40 1.1200 1.0632 0.0568 5.2% 0.0108 1.0% 39% False False 37,804
60 1.1200 1.0431 0.0769 7.1% 0.0109 1.0% 55% False False 32,155
80 1.1200 1.0431 0.0769 7.1% 0.0111 1.0% 55% False False 25,272
100 1.1700 1.0431 0.1269 11.7% 0.0106 1.0% 33% False False 20,221
120 1.1700 1.0431 0.1269 11.7% 0.0095 0.9% 33% False False 16,853
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 0.0018
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 1.1532
2.618 1.1277
1.618 1.1121
1.000 1.1025
0.618 1.0965
HIGH 1.0869
0.618 1.0809
0.500 1.0791
0.382 1.0773
LOW 1.0713
0.618 1.0617
1.000 1.0557
1.618 1.0461
2.618 1.0305
4.250 1.0050
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1.0832 1.0844
PP 1.0811 1.0835
S1 1.0791 1.0827

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

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