CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 11-May-2012
Day Change Summary
Previous Current
10-May-2012 11-May-2012 Change Change % Previous Week
Open 1.0772 1.0769 -0.0003 0.0% 1.0836
High 1.0807 1.0789 -0.0018 -0.2% 1.0901
Low 1.0764 1.0748 -0.0016 -0.1% 1.0748
Close 1.0786 1.0761 -0.0025 -0.2% 1.0761
Range 0.0043 0.0041 -0.0002 -4.7% 0.0153
ATR 0.0082 0.0079 -0.0003 -3.6% 0.0000
Volume 43,054 35,248 -7,806 -18.1% 230,608
Daily Pivots for day following 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.0889 1.0866 1.0784
R3 1.0848 1.0825 1.0772
R2 1.0807 1.0807 1.0769
R1 1.0784 1.0784 1.0765 1.0775
PP 1.0766 1.0766 1.0766 1.0762
S1 1.0743 1.0743 1.0757 1.0734
S2 1.0725 1.0725 1.0753
S3 1.0684 1.0702 1.0750
S4 1.0643 1.0661 1.0738
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 1.1262 1.1165 1.0845
R3 1.1109 1.1012 1.0803
R2 1.0956 1.0956 1.0789
R1 1.0859 1.0859 1.0775 1.0831
PP 1.0803 1.0803 1.0803 1.0790
S1 1.0706 1.0706 1.0747 1.0678
S2 1.0650 1.0650 1.0733
S3 1.0497 1.0553 1.0719
S4 1.0344 1.0400 1.0677
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0901 1.0748 0.0153 1.4% 0.0071 0.7% 8% False True 46,121
10 1.1065 1.0748 0.0317 2.9% 0.0073 0.7% 4% False True 42,553
20 1.1065 1.0748 0.0317 2.9% 0.0077 0.7% 4% False True 42,547
40 1.1119 1.0748 0.0371 3.4% 0.0085 0.8% 4% False True 40,758
60 1.1213 1.0725 0.0488 4.5% 0.0088 0.8% 7% False False 28,566
80 1.1213 1.0705 0.0508 4.7% 0.0078 0.7% 11% False False 21,426
100 1.1213 1.0489 0.0724 6.7% 0.0067 0.6% 38% False False 17,142
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 1.0963
2.618 1.0896
1.618 1.0855
1.000 1.0830
0.618 1.0814
HIGH 1.0789
0.618 1.0773
0.500 1.0769
0.382 1.0764
LOW 1.0748
0.618 1.0723
1.000 1.0707
1.618 1.0682
2.618 1.0641
4.250 1.0574
Fisher Pivots for day following 11-May-2012
Pivot 1 day 3 day
R1 1.0769 1.0800
PP 1.0766 1.0787
S1 1.0764 1.0774

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

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