CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 1.1081 1.1012 -0.0069 -0.6% 1.1199
High 1.1103 1.1015 -0.0088 -0.8% 1.1205
Low 1.1039 1.0947 -0.0092 -0.8% 1.0947
Close 1.1053 1.0959 -0.0094 -0.9% 1.0959
Range 0.0064 0.0068 0.0004 6.3% 0.0258
ATR 0.0078 0.0080 0.0002 2.6% 0.0000
Volume 3,029 1,769 -1,260 -41.6% 7,530
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1178 1.1136 1.0996
R3 1.1110 1.1068 1.0978
R2 1.1042 1.1042 1.0971
R1 1.1000 1.1000 1.0965 1.0987
PP 1.0974 1.0974 1.0974 1.0967
S1 1.0932 1.0932 1.0953 1.0919
S2 1.0906 1.0906 1.0947
S3 1.0838 1.0864 1.0940
S4 1.0770 1.0796 1.0922
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1811 1.1643 1.1101
R3 1.1553 1.1385 1.1030
R2 1.1295 1.1295 1.1006
R1 1.1127 1.1127 1.0983 1.1082
PP 1.1037 1.1037 1.1037 1.1015
S1 1.0869 1.0869 1.0935 1.0824
S2 1.0779 1.0779 1.0912
S3 1.0521 1.0611 1.0888
S4 1.0263 1.0353 1.0817
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1205 1.0947 0.0258 2.4% 0.0082 0.7% 5% False True 1,506
10 1.1213 1.0890 0.0323 2.9% 0.0079 0.7% 21% False False 805
20 1.1213 1.0781 0.0432 3.9% 0.0065 0.6% 41% False False 408
40 1.1213 1.0489 0.0724 6.6% 0.0052 0.5% 65% False False 208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1304
2.618 1.1193
1.618 1.1125
1.000 1.1083
0.618 1.1057
HIGH 1.1015
0.618 1.0989
0.500 1.0981
0.382 1.0973
LOW 1.0947
0.618 1.0905
1.000 1.0879
1.618 1.0837
2.618 1.0769
4.250 1.0658
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 1.0981 1.1076
PP 1.0974 1.1037
S1 1.0966 1.0998

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.