CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 20-Apr-2012
Day Change Summary
Previous Current
19-Apr-2012 20-Apr-2012 Change Change % Previous Week
Open 1.0926 1.0938 0.0012 0.1% 1.0878
High 1.0964 1.1016 0.0052 0.5% 1.1016
Low 1.0883 1.0930 0.0047 0.4% 1.0817
Close 1.0931 1.1007 0.0076 0.7% 1.1007
Range 0.0081 0.0086 0.0005 6.2% 0.0199
ATR 0.0093 0.0092 0.0000 -0.5% 0.0000
Volume 43,096 46,883 3,787 8.8% 220,871
Daily Pivots for day following 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1242 1.1211 1.1054
R3 1.1156 1.1125 1.1031
R2 1.1070 1.1070 1.1023
R1 1.1039 1.1039 1.1015 1.1055
PP 1.0984 1.0984 1.0984 1.0992
S1 1.0953 1.0953 1.0999 1.0969
S2 1.0898 1.0898 1.0991
S3 1.0812 1.0867 1.0983
S4 1.0726 1.0781 1.0960
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1544 1.1474 1.1116
R3 1.1345 1.1275 1.1062
R2 1.1146 1.1146 1.1043
R1 1.1076 1.1076 1.1025 1.1111
PP 1.0947 1.0947 1.0947 1.0964
S1 1.0877 1.0877 1.0989 1.0912
S2 1.0748 1.0748 1.0971
S3 1.0549 1.0678 1.0952
S4 1.0350 1.0479 1.0898
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1016 1.0817 0.0199 1.8% 0.0089 0.8% 95% True False 44,174
10 1.1016 1.0817 0.0199 1.8% 0.0090 0.8% 95% True False 42,706
20 1.1119 1.0817 0.0302 2.7% 0.0091 0.8% 63% False False 40,892
40 1.1213 1.0725 0.0488 4.4% 0.0094 0.9% 58% False False 27,084
60 1.1213 1.0725 0.0488 4.4% 0.0081 0.7% 58% False False 18,067
80 1.1213 1.0489 0.0724 6.6% 0.0068 0.6% 72% False False 13,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1382
2.618 1.1241
1.618 1.1155
1.000 1.1102
0.618 1.1069
HIGH 1.1016
0.618 1.0983
0.500 1.0973
0.382 1.0963
LOW 1.0930
0.618 1.0877
1.000 1.0844
1.618 1.0791
2.618 1.0705
4.250 1.0565
Fisher Pivots for day following 20-Apr-2012
Pivot 1 day 3 day
R1 1.0996 1.0985
PP 1.0984 1.0963
S1 1.0973 1.0941

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

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