CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 27-Apr-2012
Day Change Summary
Previous Current
26-Apr-2012 27-Apr-2012 Change Change % Previous Week
Open 1.1007 1.0989 -0.0018 -0.2% 1.0987
High 1.1046 1.1054 0.0008 0.1% 1.1054
Low 1.0992 1.0955 -0.0037 -0.3% 1.0910
Close 1.1021 1.1045 0.0024 0.2% 1.1045
Range 0.0054 0.0099 0.0045 83.3% 0.0144
ATR 0.0085 0.0086 0.0001 1.1% 0.0000
Volume 41,562 40,385 -1,177 -2.8% 204,549
Daily Pivots for day following 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1315 1.1279 1.1099
R3 1.1216 1.1180 1.1072
R2 1.1117 1.1117 1.1063
R1 1.1081 1.1081 1.1054 1.1099
PP 1.1018 1.1018 1.1018 1.1027
S1 1.0982 1.0982 1.1036 1.1000
S2 1.0919 1.0919 1.1027
S3 1.0820 1.0883 1.1018
S4 1.0721 1.0784 1.0991
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1435 1.1384 1.1124
R3 1.1291 1.1240 1.1085
R2 1.1147 1.1147 1.1071
R1 1.1096 1.1096 1.1058 1.1122
PP 1.1003 1.1003 1.1003 1.1016
S1 1.0952 1.0952 1.1032 1.0978
S2 1.0859 1.0859 1.1019
S3 1.0715 1.0808 1.1005
S4 1.0571 1.0664 1.0966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1054 1.0910 0.0144 1.3% 0.0074 0.7% 94% True False 40,909
10 1.1054 1.0817 0.0237 2.1% 0.0082 0.7% 96% True False 42,542
20 1.1119 1.0817 0.0302 2.7% 0.0088 0.8% 75% False False 42,556
40 1.1119 1.0725 0.0394 3.6% 0.0092 0.8% 81% False False 32,052
60 1.1213 1.0725 0.0488 4.4% 0.0082 0.7% 66% False False 21,475
80 1.1213 1.0489 0.0724 6.6% 0.0072 0.7% 77% False False 16,108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1475
2.618 1.1313
1.618 1.1214
1.000 1.1153
0.618 1.1115
HIGH 1.1054
0.618 1.1016
0.500 1.1005
0.382 1.0993
LOW 1.0955
0.618 1.0894
1.000 1.0856
1.618 1.0795
2.618 1.0696
4.250 1.0534
Fisher Pivots for day following 27-Apr-2012
Pivot 1 day 3 day
R1 1.1032 1.1032
PP 1.1018 1.1018
S1 1.1005 1.1005

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

View Archives - Comment on this page... - Back to Index of Symbols