CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 1.0936 1.0926 -0.0010 -0.1% 1.0916
High 1.0944 1.0964 0.0020 0.2% 1.1009
Low 1.0866 1.0883 0.0017 0.2% 1.0862
Close 1.0930 1.0931 0.0001 0.0% 1.0882
Range 0.0078 0.0081 0.0003 3.8% 0.0147
ATR 0.0093 0.0093 -0.0001 -1.0% 0.0000
Volume 43,259 43,096 -163 -0.4% 206,190
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1169 1.1131 1.0976
R3 1.1088 1.1050 1.0953
R2 1.1007 1.1007 1.0946
R1 1.0969 1.0969 1.0938 1.0988
PP 1.0926 1.0926 1.0926 1.0936
S1 1.0888 1.0888 1.0924 1.0907
S2 1.0845 1.0845 1.0916
S3 1.0764 1.0807 1.0909
S4 1.0683 1.0726 1.0886
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1359 1.1267 1.0963
R3 1.1212 1.1120 1.0922
R2 1.1065 1.1065 1.0909
R1 1.0973 1.0973 1.0895 1.0946
PP 1.0918 1.0918 1.0918 1.0904
S1 1.0826 1.0826 1.0869 1.0799
S2 1.0771 1.0771 1.0855
S3 1.0624 1.0679 1.0842
S4 1.0477 1.0532 1.0801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0993 1.0817 0.0176 1.6% 0.0096 0.9% 65% False False 44,600
10 1.1009 1.0817 0.0192 1.8% 0.0091 0.8% 59% False False 42,755
20 1.1119 1.0817 0.0302 2.8% 0.0092 0.8% 38% False False 40,307
40 1.1213 1.0725 0.0488 4.5% 0.0095 0.9% 42% False False 25,916
60 1.1213 1.0725 0.0488 4.5% 0.0081 0.7% 42% False False 17,285
80 1.1213 1.0489 0.0724 6.6% 0.0067 0.6% 61% False False 12,965
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 0.0024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1308
2.618 1.1176
1.618 1.1095
1.000 1.1045
0.618 1.1014
HIGH 1.0964
0.618 1.0933
0.500 1.0924
0.382 1.0914
LOW 1.0883
0.618 1.0833
1.000 1.0802
1.618 1.0752
2.618 1.0671
4.250 1.0539
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 1.0929 1.0926
PP 1.0926 1.0921
S1 1.0924 1.0917

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

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