CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 02-May-2012
Day Change Summary
Previous Current
01-May-2012 02-May-2012 Change Change % Previous Week
Open 1.1026 1.0955 -0.0071 -0.6% 1.0961
High 1.1032 1.0972 -0.0060 -0.5% 1.1061
Low 1.1026 1.0955 -0.0071 -0.6% 1.0961
Close 1.1032 1.0972 -0.0060 -0.5% 1.1061
Range 0.0006 0.0017 0.0011 183.3% 0.0100
ATR 0.0046 0.0048 0.0002 4.9% 0.0000
Volume 1 1 0 0.0% 53
Daily Pivots for day following 02-May-2012
Classic Woodie Camarilla DeMark
R4 1.1017 1.1012 1.0981
R3 1.1000 1.0995 1.0977
R2 1.0983 1.0983 1.0975
R1 1.0978 1.0978 1.0974 1.0981
PP 1.0966 1.0966 1.0966 1.0968
S1 1.0961 1.0961 1.0970 1.0964
S2 1.0949 1.0949 1.0969
S3 1.0932 1.0944 1.0967
S4 1.0915 1.0927 1.0963
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1328 1.1294 1.1116
R3 1.1228 1.1194 1.1089
R2 1.1128 1.1128 1.1079
R1 1.1094 1.1094 1.1070 1.1111
PP 1.1028 1.1028 1.1028 1.1036
S1 1.0994 1.0994 1.1052 1.1011
S2 1.0928 1.0928 1.1043
S3 1.0828 1.0894 1.1034
S4 1.0728 1.0794 1.1006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1061 1.0955 0.0106 1.0% 0.0021 0.2% 16% False True 9
10 1.1061 1.0949 0.0112 1.0% 0.0017 0.2% 21% False False 8
20 1.1061 1.0860 0.0201 1.8% 0.0021 0.2% 56% False False 13
40 1.1108 1.0754 0.0354 3.2% 0.0017 0.2% 62% False False 20
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 0.0001
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1044
2.618 1.1017
1.618 1.1000
1.000 1.0989
0.618 1.0983
HIGH 1.0972
0.618 1.0966
0.500 1.0964
0.382 1.0961
LOW 1.0955
0.618 1.0944
1.000 1.0938
1.618 1.0927
2.618 1.0910
4.250 1.0883
Fisher Pivots for day following 02-May-2012
Pivot 1 day 3 day
R1 1.0969 1.1000
PP 1.0966 1.0990
S1 1.0964 1.0981

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.