CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 1.0464 1.0543 0.0079 0.8% 1.0348
High 1.0494 1.0573 0.0079 0.8% 1.0512
Low 1.0355 1.0393 0.0038 0.4% 1.0315
Close 1.0415 1.0409 -0.0006 -0.1% 1.0415
Range 0.0139 0.0180 0.0041 29.5% 0.0197
ATR 0.0098 0.0104 0.0006 6.0% 0.0000
Volume 54,264 54,147 -117 -0.2% 234,400
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0998 1.0884 1.0508
R3 1.0818 1.0704 1.0459
R2 1.0638 1.0638 1.0442
R1 1.0524 1.0524 1.0426 1.0491
PP 1.0458 1.0458 1.0458 1.0442
S1 1.0344 1.0344 1.0393 1.0311
S2 1.0278 1.0278 1.0376
S3 1.0098 1.0164 1.0360
S4 0.9918 0.9984 1.0310
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1005 1.0907 1.0523
R3 1.0808 1.0710 1.0469
R2 1.0611 1.0611 1.0451
R1 1.0513 1.0513 1.0433 1.0562
PP 1.0414 1.0414 1.0414 1.0439
S1 1.0316 1.0316 1.0397 1.0365
S2 1.0217 1.0217 1.0379
S3 1.0020 1.0119 1.0361
S4 0.9823 0.9922 1.0307
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0573 1.0336 0.0237 2.3% 0.0124 1.2% 31% True False 50,152
10 1.0573 1.0235 0.0338 3.2% 0.0116 1.1% 51% True False 53,598
20 1.0761 1.0235 0.0526 5.1% 0.0104 1.0% 33% False False 53,980
40 1.1065 1.0235 0.0830 8.0% 0.0091 0.9% 21% False False 48,263
60 1.1119 1.0235 0.0884 8.5% 0.0092 0.9% 20% False False 45,165
80 1.1213 1.0235 0.0978 9.4% 0.0092 0.9% 18% False False 34,919
100 1.1213 1.0235 0.0978 9.4% 0.0083 0.8% 18% False False 27,937
120 1.1213 1.0235 0.0978 9.4% 0.0074 0.7% 18% False False 23,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 1.1338
2.618 1.1044
1.618 1.0864
1.000 1.0753
0.618 1.0684
HIGH 1.0573
0.618 1.0504
0.500 1.0483
0.382 1.0462
LOW 1.0393
0.618 1.0282
1.000 1.0213
1.618 1.0102
2.618 0.9922
4.250 0.9628
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 1.0483 1.0464
PP 1.0458 1.0446
S1 1.0434 1.0427

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

View Archives - Comment on this page... - Back to Index of Symbols