CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 1.0872 1.0829 -0.0043 -0.4% 1.1034
High 1.0878 1.0851 -0.0027 -0.2% 1.1065
Low 1.0814 1.0754 -0.0060 -0.6% 1.0893
Close 1.0851 1.0785 -0.0066 -0.6% 1.0901
Range 0.0064 0.0097 0.0033 51.6% 0.0172
ATR 0.0084 0.0085 0.0001 1.1% 0.0000
Volume 45,036 65,337 20,301 45.1% 194,922
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 1.1088 1.1033 1.0838
R3 1.0991 1.0936 1.0812
R2 1.0894 1.0894 1.0803
R1 1.0839 1.0839 1.0794 1.0818
PP 1.0797 1.0797 1.0797 1.0786
S1 1.0742 1.0742 1.0776 1.0721
S2 1.0700 1.0700 1.0767
S3 1.0603 1.0645 1.0758
S4 1.0506 1.0548 1.0732
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 1.1469 1.1357 1.0996
R3 1.1297 1.1185 1.0948
R2 1.1125 1.1125 1.0933
R1 1.1013 1.1013 1.0917 1.0983
PP 1.0953 1.0953 1.0953 1.0938
S1 1.0841 1.0841 1.0885 1.0811
S2 1.0781 1.0781 1.0869
S3 1.0609 1.0669 1.0854
S4 1.0437 1.0497 1.0806
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0977 1.0754 0.0223 2.1% 0.0085 0.8% 14% False True 46,598
10 1.1065 1.0754 0.0311 2.9% 0.0080 0.7% 10% False True 42,917
20 1.1065 1.0754 0.0311 2.9% 0.0084 0.8% 10% False True 43,440
40 1.1119 1.0725 0.0394 3.7% 0.0090 0.8% 15% False False 39,925
60 1.1213 1.0725 0.0488 4.5% 0.0088 0.8% 12% False False 27,261
80 1.1213 1.0502 0.0711 6.6% 0.0078 0.7% 40% False False 20,448
100 1.1213 1.0489 0.0724 6.7% 0.0067 0.6% 41% False False 16,359
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1263
2.618 1.1105
1.618 1.1008
1.000 1.0948
0.618 1.0911
HIGH 1.0851
0.618 1.0814
0.500 1.0803
0.382 1.0791
LOW 1.0754
0.618 1.0694
1.000 1.0657
1.618 1.0597
2.618 1.0500
4.250 1.0342
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 1.0803 1.0828
PP 1.0797 1.0813
S1 1.0791 1.0799

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

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