CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 1.0898 1.0933 0.0035 0.3% 1.0998
High 1.0898 1.0933 0.0035 0.3% 1.1040
Low 1.0898 1.0933 0.0035 0.3% 1.0898
Close 1.0898 1.0933 0.0035 0.3% 1.0898
Range
ATR
Volume 2 168 166 8,300.0% 10
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0933 1.0933 1.0933
R3 1.0933 1.0933 1.0933
R2 1.0933 1.0933 1.0933
R1 1.0933 1.0933 1.0933 1.0933
PP 1.0933 1.0933 1.0933 1.0933
S1 1.0933 1.0933 1.0933 1.0933
S2 1.0933 1.0933 1.0933
S3 1.0933 1.0933 1.0933
S4 1.0933 1.0933 1.0933
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1371 1.1277 1.0976
R3 1.1229 1.1135 1.0937
R2 1.1087 1.1087 1.0924
R1 1.0993 1.0993 1.0911 1.0969
PP 1.0945 1.0945 1.0945 1.0934
S1 1.0851 1.0851 1.0885 1.0827
S2 1.0803 1.0803 1.0872
S3 1.0661 1.0709 1.0859
S4 1.0519 1.0567 1.0820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1040 1.0898 0.0142 1.3% 0.0000 0.0% 25% False False 35
10 1.1203 1.0898 0.0305 2.8% 0.0007 0.1% 11% False False 18
Crabel Price Patterns
NR False
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 0.0000
Fibonacci Retracements and Extensions
4.250 1.0933
2.618 1.0933
1.618 1.0933
1.000 1.0933
0.618 1.0933
HIGH 1.0933
0.618 1.0933
0.500 1.0933
0.382 1.0933
LOW 1.0933
0.618 1.0933
1.000 1.0933
1.618 1.0933
2.618 1.0933
4.250 1.0933
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 1.0933 1.0969
PP 1.0933 1.0957
S1 1.0933 1.0945

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

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