CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 1.0548 1.0579 0.0031 0.3% 1.0730
High 1.0552 1.0579 0.0027 0.3% 1.0772
Low 1.0548 1.0579 0.0031 0.3% 1.0489
Close 1.0552 1.0579 0.0027 0.3% 1.0508
Range 0.0004 0.0000 -0.0004 -100.0% 0.0283
ATR 0.0063 0.0061 -0.0003 -4.1% 0.0000
Volume 7 3 -4 -57.1% 29
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.0579 1.0579 1.0579
R3 1.0579 1.0579 1.0579
R2 1.0579 1.0579 1.0579
R1 1.0579 1.0579 1.0579 1.0579
PP 1.0579 1.0579 1.0579 1.0579
S1 1.0579 1.0579 1.0579 1.0579
S2 1.0579 1.0579 1.0579
S3 1.0579 1.0579 1.0579
S4 1.0579 1.0579 1.0579
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 1.1439 1.1256 1.0664
R3 1.1156 1.0973 1.0586
R2 1.0873 1.0873 1.0560
R1 1.0690 1.0690 1.0534 1.0640
PP 1.0590 1.0590 1.0590 1.0565
S1 1.0407 1.0407 1.0482 1.0357
S2 1.0307 1.0307 1.0456
S3 1.0024 1.0124 1.0430
S4 0.9741 0.9841 1.0352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0748 1.0489 0.0259 2.4% 0.0039 0.4% 35% False False 7
10 1.0772 1.0489 0.0283 2.7% 0.0024 0.2% 32% False False 5
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0579
2.618 1.0579
1.618 1.0579
1.000 1.0579
0.618 1.0579
HIGH 1.0579
0.618 1.0579
0.500 1.0579
0.382 1.0579
LOW 1.0579
0.618 1.0579
1.000 1.0579
1.618 1.0579
2.618 1.0579
4.250 1.0579
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 1.0579 1.0564
PP 1.0579 1.0549
S1 1.0579 1.0534

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.