CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 1.0302 1.0295 -0.0007 -0.1% 1.0469
High 1.0347 1.0366 0.0019 0.2% 1.0497
Low 1.0274 1.0235 -0.0039 -0.4% 1.0235
Close 1.0300 1.0337 0.0037 0.4% 1.0337
Range 0.0073 0.0131 0.0058 79.5% 0.0262
ATR 0.0090 0.0093 0.0003 3.2% 0.0000
Volume 57,351 72,950 15,599 27.2% 247,441
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0706 1.0652 1.0409
R3 1.0575 1.0521 1.0373
R2 1.0444 1.0444 1.0361
R1 1.0390 1.0390 1.0349 1.0417
PP 1.0313 1.0313 1.0313 1.0326
S1 1.0259 1.0259 1.0325 1.0286
S2 1.0182 1.0182 1.0313
S3 1.0051 1.0128 1.0301
S4 0.9920 0.9997 1.0265
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1142 1.1002 1.0481
R3 1.0880 1.0740 1.0409
R2 1.0618 1.0618 1.0385
R1 1.0478 1.0478 1.0361 1.0417
PP 1.0356 1.0356 1.0356 1.0326
S1 1.0216 1.0216 1.0313 1.0155
S2 1.0094 1.0094 1.0289
S3 0.9832 0.9954 1.0265
S4 0.9570 0.9692 1.0193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0497 1.0235 0.0262 2.5% 0.0102 1.0% 39% False True 58,786
10 1.0678 1.0235 0.0443 4.3% 0.0103 1.0% 23% False True 59,137
20 1.0976 1.0235 0.0741 7.2% 0.0090 0.9% 14% False True 53,045
40 1.1065 1.0235 0.0830 8.0% 0.0086 0.8% 12% False True 47,389
60 1.1119 1.0235 0.0884 8.6% 0.0092 0.9% 12% False True 41,568
80 1.1213 1.0235 0.0978 9.5% 0.0086 0.8% 10% False True 31,313
100 1.1213 1.0235 0.0978 9.5% 0.0077 0.7% 10% False True 25,052
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 0.0024
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0923
2.618 1.0709
1.618 1.0578
1.000 1.0497
0.618 1.0447
HIGH 1.0366
0.618 1.0316
0.500 1.0301
0.382 1.0285
LOW 1.0235
0.618 1.0154
1.000 1.0104
1.618 1.0023
2.618 0.9892
4.250 0.9678
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 1.0325 1.0332
PP 1.0313 1.0326
S1 1.0301 1.0321

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

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