CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 1.0748 1.0600 -0.0148 -1.4% 1.0756
High 1.0748 1.0600 -0.0148 -1.4% 1.0756
Low 1.0652 1.0527 -0.0125 -1.2% 1.0653
Close 1.0652 1.0527 -0.0125 -1.2% 1.0697
Range 0.0096 0.0073 -0.0023 -24.0% 0.0103
ATR 0.0062 0.0067 0.0004 7.2% 0.0000
Volume 15 10 -5 -33.3% 20
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0770 1.0722 1.0567
R3 1.0697 1.0649 1.0547
R2 1.0624 1.0624 1.0540
R1 1.0576 1.0576 1.0534 1.0564
PP 1.0551 1.0551 1.0551 1.0545
S1 1.0503 1.0503 1.0520 1.0491
S2 1.0478 1.0478 1.0514
S3 1.0405 1.0430 1.0507
S4 1.0332 1.0357 1.0487
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 1.1011 1.0957 1.0754
R3 1.0908 1.0854 1.0725
R2 1.0805 1.0805 1.0716
R1 1.0751 1.0751 1.0706 1.0727
PP 1.0702 1.0702 1.0702 1.0690
S1 1.0648 1.0648 1.0688 1.0624
S2 1.0599 1.0599 1.0678
S3 1.0496 1.0545 1.0669
S4 1.0393 1.0442 1.0640
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0772 1.0527 0.0245 2.3% 0.0042 0.4% 0% False True 5
10 1.0861 1.0527 0.0334 3.2% 0.0035 0.3% 0% False True 6
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0910
2.618 1.0791
1.618 1.0718
1.000 1.0673
0.618 1.0645
HIGH 1.0600
0.618 1.0572
0.500 1.0564
0.382 1.0555
LOW 1.0527
0.618 1.0482
1.000 1.0454
1.618 1.0409
2.618 1.0336
4.250 1.0217
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 1.0564 1.0650
PP 1.0551 1.0609
S1 1.0539 1.0568

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

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