CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 1.0617 1.0680 0.0063 0.6% 1.0733
High 1.0676 1.0684 0.0008 0.1% 1.0735
Low 1.0611 1.0630 0.0019 0.2% 1.0580
Close 1.0627 1.0668 0.0041 0.4% 1.0627
Range 0.0065 0.0054 -0.0011 -16.9% 0.0155
ATR 0.0049 0.0049 0.0001 1.2% 0.0000
Volume 76 62 -14 -18.4% 215
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 1.0823 1.0799 1.0698
R3 1.0769 1.0745 1.0683
R2 1.0715 1.0715 1.0678
R1 1.0691 1.0691 1.0673 1.0676
PP 1.0661 1.0661 1.0661 1.0653
S1 1.0637 1.0637 1.0663 1.0622
S2 1.0607 1.0607 1.0658
S3 1.0553 1.0583 1.0653
S4 1.0499 1.0529 1.0638
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 1.1112 1.1025 1.0712
R3 1.0957 1.0870 1.0670
R2 1.0802 1.0802 1.0655
R1 1.0715 1.0715 1.0641 1.0681
PP 1.0647 1.0647 1.0647 1.0631
S1 1.0560 1.0560 1.0613 1.0526
S2 1.0492 1.0492 1.0599
S3 1.0337 1.0405 1.0584
S4 1.0182 1.0250 1.0542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0709 1.0580 0.0129 1.2% 0.0051 0.5% 68% False False 53
10 1.0866 1.0580 0.0286 2.7% 0.0032 0.3% 31% False False 31
20 1.1061 1.0580 0.0481 4.5% 0.0025 0.2% 18% False False 19
40 1.1108 1.0580 0.0528 4.9% 0.0024 0.2% 17% False False 15
60 1.1203 1.0580 0.0623 5.8% 0.0019 0.2% 14% False False 19
Crabel Price Patterns
NR True
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0914
2.618 1.0825
1.618 1.0771
1.000 1.0738
0.618 1.0717
HIGH 1.0684
0.618 1.0663
0.500 1.0657
0.382 1.0651
LOW 1.0630
0.618 1.0597
1.000 1.0576
1.618 1.0543
2.618 1.0489
4.250 1.0401
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 1.0664 1.0656
PP 1.0661 1.0644
S1 1.0657 1.0632

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

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