CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 04-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 04-Jun-2012 Change Change % Previous Week
Open 1.0295 1.0348 0.0053 0.5% 1.0469
High 1.0366 1.0421 0.0055 0.5% 1.0497
Low 1.0235 1.0315 0.0080 0.8% 1.0235
Close 1.0337 1.0403 0.0066 0.6% 1.0337
Range 0.0131 0.0106 -0.0025 -19.1% 0.0262
ATR 0.0093 0.0094 0.0001 1.0% 0.0000
Volume 72,950 37,785 -35,165 -48.2% 247,441
Daily Pivots for day following 04-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0698 1.0656 1.0461
R3 1.0592 1.0550 1.0432
R2 1.0486 1.0486 1.0422
R1 1.0444 1.0444 1.0413 1.0465
PP 1.0380 1.0380 1.0380 1.0390
S1 1.0338 1.0338 1.0393 1.0359
S2 1.0274 1.0274 1.0384
S3 1.0168 1.0232 1.0374
S4 1.0062 1.0126 1.0345
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% 0.0107 1.0% 64% False False 57,045
10 1.0678 1.0235 0.0443 4.3% 0.0101 1.0% 38% False False 57,907
20 1.0901 1.0235 0.0666 6.4% 0.0091 0.9% 25% False False 52,972
40 1.1065 1.0235 0.0830 8.0% 0.0087 0.8% 20% False False 47,149
60 1.1119 1.0235 0.0884 8.5% 0.0092 0.9% 19% False False 42,160
80 1.1213 1.0235 0.0978 9.4% 0.0087 0.8% 17% False False 31,785
100 1.1213 1.0235 0.0978 9.4% 0.0078 0.7% 17% False False 25,430
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0872
2.618 1.0699
1.618 1.0593
1.000 1.0527
0.618 1.0487
HIGH 1.0421
0.618 1.0381
0.500 1.0368
0.382 1.0355
LOW 1.0315
0.618 1.0249
1.000 1.0209
1.618 1.0143
2.618 1.0037
4.250 0.9865
Fisher Pivots for day following 04-Jun-2012
Pivot 1 day 3 day
R1 1.0391 1.0378
PP 1.0380 1.0353
S1 1.0368 1.0328

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

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