CME Swiss Franc Future June 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 1.0469 1.0512 0.0043 0.4% 1.0543
High 1.0522 1.0879 0.0357 3.4% 1.0879
Low 1.0445 1.0486 0.0041 0.4% 1.0363
Close 1.0491 1.0524 0.0033 0.3% 1.0524
Range 0.0077 0.0393 0.0316 410.4% 0.0516
ATR 0.0101 0.0122 0.0021 20.7% 0.0000
Volume 46,204 10,121 -36,083 -78.1% 225,405
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1809 1.1559 1.0740
R3 1.1416 1.1166 1.0632
R2 1.1023 1.1023 1.0596
R1 1.0773 1.0773 1.0560 1.0898
PP 1.0630 1.0630 1.0630 1.0692
S1 1.0380 1.0380 1.0488 1.0505
S2 1.0237 1.0237 1.0452
S3 0.9844 0.9987 1.0416
S4 0.9451 0.9594 1.0308
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2137 1.1846 1.0808
R3 1.1621 1.1330 1.0666
R2 1.1105 1.1105 1.0619
R1 1.0814 1.0814 1.0571 1.0702
PP 1.0589 1.0589 1.0589 1.0532
S1 1.0298 1.0298 1.0477 1.0186
S2 1.0073 1.0073 1.0429
S3 0.9557 0.9782 1.0382
S4 0.9041 0.9266 1.0240
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0879 1.0363 0.0516 4.9% 0.0167 1.6% 31% True False 45,081
10 1.0879 1.0315 0.0564 5.4% 0.0138 1.3% 37% True False 45,980
20 1.0879 1.0235 0.0644 6.1% 0.0121 1.1% 45% True False 52,558
40 1.1065 1.0235 0.0830 7.9% 0.0098 0.9% 35% False False 48,195
60 1.1119 1.0235 0.0884 8.4% 0.0096 0.9% 33% False False 45,566
80 1.1213 1.0235 0.0978 9.3% 0.0097 0.9% 30% False False 37,056
100 1.1213 1.0235 0.0978 9.3% 0.0088 0.8% 30% False False 29,649
120 1.1213 1.0235 0.0978 9.3% 0.0078 0.7% 30% False False 24,709
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 0.0027
Widest range in 128 trading days
Fibonacci Retracements and Extensions
4.250 1.2549
2.618 1.1908
1.618 1.1515
1.000 1.1272
0.618 1.1122
HIGH 1.0879
0.618 1.0729
0.500 1.0683
0.382 1.0636
LOW 1.0486
0.618 1.0243
1.000 1.0093
1.618 0.9850
2.618 0.9457
4.250 0.8816
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 1.0683 1.0633
PP 1.0630 1.0597
S1 1.0577 1.0560

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

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