CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 1.0876 1.0937 0.0061 0.6% 1.0933
High 1.0876 1.0945 0.0069 0.6% 1.0945
Low 1.0876 1.0937 0.0061 0.6% 1.0754
Close 1.0876 1.0945 0.0069 0.6% 1.0945
Range 0.0000 0.0008 0.0008 0.0191
ATR 0.0074 0.0074 0.0000 -0.5% 0.0000
Volume 3 3 0 0.0% 510
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0966 1.0964 1.0949
R3 1.0958 1.0956 1.0947
R2 1.0950 1.0950 1.0946
R1 1.0948 1.0948 1.0946 1.0949
PP 1.0942 1.0942 1.0942 1.0943
S1 1.0940 1.0940 1.0944 1.0941
S2 1.0934 1.0934 1.0944
S3 1.0926 1.0932 1.0943
S4 1.0918 1.0924 1.0941
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1454 1.1391 1.1050
R3 1.1263 1.1200 1.0998
R2 1.1072 1.1072 1.0980
R1 1.1009 1.1009 1.0963 1.1041
PP 1.0881 1.0881 1.0881 1.0897
S1 1.0818 1.0818 1.0927 1.0850
S2 1.0690 1.0690 1.0910
S3 1.0499 1.0627 1.0892
S4 1.0308 1.0436 1.0840
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0945 1.0754 0.0191 1.7% 0.0006 0.1% 100% True False 102
10 1.1040 1.0754 0.0286 2.6% 0.0003 0.0% 67% False False 52
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 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0979
2.618 1.0966
1.618 1.0958
1.000 1.0953
0.618 1.0950
HIGH 1.0945
0.618 1.0942
0.500 1.0941
0.382 1.0940
LOW 1.0937
0.618 1.0932
1.000 1.0929
1.618 1.0924
2.618 1.0916
4.250 1.0903
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 1.0944 1.0913
PP 1.0942 1.0881
S1 1.0941 1.0850

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

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