CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 1.0348 1.0404 0.0056 0.5% 1.0469
High 1.0421 1.0443 0.0022 0.2% 1.0497
Low 1.0315 1.0336 0.0021 0.2% 1.0235
Close 1.0403 1.0364 -0.0039 -0.4% 1.0337
Range 0.0106 0.0107 0.0001 0.9% 0.0262
ATR 0.0094 0.0095 0.0001 1.0% 0.0000
Volume 37,785 39,031 1,246 3.3% 247,441
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0702 1.0640 1.0423
R3 1.0595 1.0533 1.0393
R2 1.0488 1.0488 1.0384
R1 1.0426 1.0426 1.0374 1.0404
PP 1.0381 1.0381 1.0381 1.0370
S1 1.0319 1.0319 1.0354 1.0297
S2 1.0274 1.0274 1.0344
S3 1.0167 1.0212 1.0335
S4 1.0060 1.0105 1.0305
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 1.0443 1.0235 0.0208 2.0% 0.0105 1.0% 62% True False 52,549
10 1.0675 1.0235 0.0440 4.2% 0.0104 1.0% 29% False False 56,757
20 1.0878 1.0235 0.0643 6.2% 0.0091 0.9% 20% False False 52,827
40 1.1065 1.0235 0.0830 8.0% 0.0087 0.8% 16% False False 47,715
60 1.1119 1.0235 0.0884 8.5% 0.0091 0.9% 15% False False 42,680
80 1.1213 1.0235 0.0978 9.4% 0.0088 0.9% 13% False False 32,273
100 1.1213 1.0235 0.0978 9.4% 0.0079 0.8% 13% False False 25,820
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0898
2.618 1.0723
1.618 1.0616
1.000 1.0550
0.618 1.0509
HIGH 1.0443
0.618 1.0402
0.500 1.0390
0.382 1.0377
LOW 1.0336
0.618 1.0270
1.000 1.0229
1.618 1.0163
2.618 1.0056
4.250 0.9881
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 1.0390 1.0356
PP 1.0381 1.0347
S1 1.0373 1.0339

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

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