CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 1.0769 1.0745 -0.0024 -0.2% 1.0836
High 1.0789 1.0761 -0.0028 -0.3% 1.0901
Low 1.0748 1.0679 -0.0069 -0.6% 1.0748
Close 1.0761 1.0697 -0.0064 -0.6% 1.0761
Range 0.0041 0.0082 0.0041 100.0% 0.0153
ATR 0.0079 0.0079 0.0000 0.3% 0.0000
Volume 35,248 44,386 9,138 25.9% 230,608
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 1.0958 1.0910 1.0742
R3 1.0876 1.0828 1.0720
R2 1.0794 1.0794 1.0712
R1 1.0746 1.0746 1.0705 1.0729
PP 1.0712 1.0712 1.0712 1.0704
S1 1.0664 1.0664 1.0689 1.0647
S2 1.0630 1.0630 1.0682
S3 1.0548 1.0582 1.0674
S4 1.0466 1.0500 1.0652
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 1.0878 1.0679 0.0199 1.9% 0.0065 0.6% 9% False True 46,612
10 1.1065 1.0679 0.0386 3.6% 0.0077 0.7% 5% False True 43,385
20 1.1065 1.0679 0.0386 3.6% 0.0075 0.7% 5% False True 42,041
40 1.1119 1.0679 0.0440 4.1% 0.0084 0.8% 4% False True 40,712
60 1.1213 1.0679 0.0534 5.0% 0.0087 0.8% 3% False True 29,305
80 1.1213 1.0679 0.0534 5.0% 0.0079 0.7% 3% False True 21,981
100 1.1213 1.0489 0.0724 6.8% 0.0068 0.6% 29% False False 17,586
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 0.0020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1110
2.618 1.0976
1.618 1.0894
1.000 1.0843
0.618 1.0812
HIGH 1.0761
0.618 1.0730
0.500 1.0720
0.382 1.0710
LOW 1.0679
0.618 1.0628
1.000 1.0597
1.618 1.0546
2.618 1.0464
4.250 1.0331
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 1.0720 1.0743
PP 1.0712 1.0728
S1 1.0705 1.0712

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

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