CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 12-Apr-2012
Day Change Summary
Previous Current
11-Apr-2012 12-Apr-2012 Change Change % Previous Week
Open 1.0901 1.0912 0.0011 0.1% 1.1108
High 1.0967 1.1009 0.0042 0.4% 1.1119
Low 1.0889 1.0906 0.0017 0.2% 1.0854
Close 1.0913 1.0992 0.0079 0.7% 1.0881
Range 0.0078 0.0103 0.0025 32.1% 0.0265
ATR 0.0091 0.0092 0.0001 0.9% 0.0000
Volume 44,380 47,153 2,773 6.2% 180,367
Daily Pivots for day following 12-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1278 1.1238 1.1049
R3 1.1175 1.1135 1.1020
R2 1.1072 1.1072 1.1011
R1 1.1032 1.1032 1.1001 1.1052
PP 1.0969 1.0969 1.0969 1.0979
S1 1.0929 1.0929 1.0983 1.0949
S2 1.0866 1.0866 1.0973
S3 1.0763 1.0826 1.0964
S4 1.0660 1.0723 1.0935
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1746 1.1579 1.1027
R3 1.1481 1.1314 1.0954
R2 1.1216 1.1216 1.0930
R1 1.1049 1.1049 1.0905 1.1000
PP 1.0951 1.0951 1.0951 1.0927
S1 1.0784 1.0784 1.0857 1.0735
S2 1.0686 1.0686 1.0832
S3 1.0421 1.0519 1.0808
S4 1.0156 1.0254 1.0735
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1009 1.0854 0.0155 1.4% 0.0085 0.8% 89% True False 40,909
10 1.1119 1.0854 0.0265 2.4% 0.0091 0.8% 52% False False 41,036
20 1.1119 1.0725 0.0394 3.6% 0.0095 0.9% 68% False False 37,605
40 1.1213 1.0725 0.0488 4.4% 0.0091 0.8% 55% False False 20,350
60 1.1213 1.0630 0.0583 5.3% 0.0077 0.7% 62% False False 13,569
80 1.1213 1.0489 0.0724 6.6% 0.0064 0.6% 69% False False 10,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1447
2.618 1.1279
1.618 1.1176
1.000 1.1112
0.618 1.1073
HIGH 1.1009
0.618 1.0970
0.500 1.0958
0.382 1.0945
LOW 1.0906
0.618 1.0842
1.000 1.0803
1.618 1.0739
2.618 1.0636
4.250 1.0468
Fisher Pivots for day following 12-Apr-2012
Pivot 1 day 3 day
R1 1.0981 1.0975
PP 1.0969 1.0957
S1 1.0958 1.0940

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

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