CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 1.1026 1.1085 0.0059 0.5% 1.0939
High 1.1095 1.1102 0.0007 0.1% 1.1042
Low 1.0956 1.1057 0.0101 0.9% 1.0905
Close 1.1079 1.1073 -0.0006 -0.1% 1.1018
Range 0.0139 0.0045 -0.0094 -67.6% 0.0137
ATR 0.0098 0.0094 -0.0004 -3.9% 0.0000
Volume 35,255 32,354 -2,901 -8.2% 170,061
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1212 1.1188 1.1098
R3 1.1167 1.1143 1.1085
R2 1.1122 1.1122 1.1081
R1 1.1098 1.1098 1.1077 1.1088
PP 1.1077 1.1077 1.1077 1.1072
S1 1.1053 1.1053 1.1069 1.1043
S2 1.1032 1.1032 1.1065
S3 1.0987 1.1008 1.1061
S4 1.0942 1.0963 1.1048
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1399 1.1346 1.1093
R3 1.1262 1.1209 1.1056
R2 1.1125 1.1125 1.1043
R1 1.1072 1.1072 1.1031 1.1099
PP 1.0988 1.0988 1.0988 1.1002
S1 1.0935 1.0935 1.1005 1.0962
S2 1.0851 1.0851 1.0993
S3 1.0714 1.0798 1.0980
S4 1.0577 1.0661 1.0943
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1102 1.0905 0.0197 1.8% 0.0094 0.9% 85% True False 34,114
10 1.1102 1.0725 0.0377 3.4% 0.0104 0.9% 92% True False 32,888
20 1.1205 1.0725 0.0480 4.3% 0.0099 0.9% 73% False False 18,340
40 1.1213 1.0725 0.0488 4.4% 0.0080 0.7% 71% False False 9,190
60 1.1213 1.0489 0.0724 6.5% 0.0065 0.6% 81% False False 6,129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 1.1293
2.618 1.1220
1.618 1.1175
1.000 1.1147
0.618 1.1130
HIGH 1.1102
0.618 1.1085
0.500 1.1080
0.382 1.1074
LOW 1.1057
0.618 1.1029
1.000 1.1012
1.618 1.0984
2.618 1.0939
4.250 1.0866
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 1.1080 1.1057
PP 1.1077 1.1040
S1 1.1075 1.1024

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

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