CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 05-Jun-2012
Day Change Summary
Previous Current
04-Jun-2012 05-Jun-2012 Change Change % Previous Week
Open 1.0360 1.0435 0.0075 0.7% 1.0486
High 1.0437 1.0461 0.0024 0.2% 1.0506
Low 1.0350 1.0367 0.0017 0.2% 1.0280
Close 1.0428 1.0389 -0.0039 -0.4% 1.0362
Range 0.0087 0.0094 0.0007 8.0% 0.0226
ATR 0.0067 0.0069 0.0002 2.9% 0.0000
Volume 625 237 -388 -62.1% 1,168
Daily Pivots for day following 05-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0688 1.0632 1.0441
R3 1.0594 1.0538 1.0415
R2 1.0500 1.0500 1.0406
R1 1.0444 1.0444 1.0398 1.0425
PP 1.0406 1.0406 1.0406 1.0396
S1 1.0350 1.0350 1.0380 1.0331
S2 1.0312 1.0312 1.0372
S3 1.0218 1.0256 1.0363
S4 1.0124 1.0162 1.0337
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.1061 1.0937 1.0486
R3 1.0835 1.0711 1.0424
R2 1.0609 1.0609 1.0403
R1 1.0485 1.0485 1.0383 1.0434
PP 1.0383 1.0383 1.0383 1.0357
S1 1.0259 1.0259 1.0341 1.0208
S2 1.0157 1.0157 1.0321
S3 0.9931 1.0033 1.0300
S4 0.9705 0.9807 1.0238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0461 1.0280 0.0181 1.7% 0.0091 0.9% 60% True False 399
10 1.0675 1.0280 0.0395 3.8% 0.0079 0.8% 28% False False 228
20 1.0866 1.0280 0.0586 5.6% 0.0056 0.5% 19% False False 129
40 1.1061 1.0280 0.0781 7.5% 0.0040 0.4% 14% False False 70
60 1.1108 1.0280 0.0828 8.0% 0.0031 0.3% 13% False False 54
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0861
2.618 1.0707
1.618 1.0613
1.000 1.0555
0.618 1.0519
HIGH 1.0461
0.618 1.0425
0.500 1.0414
0.382 1.0403
LOW 1.0367
0.618 1.0309
1.000 1.0273
1.618 1.0215
2.618 1.0121
4.250 0.9968
Fisher Pivots for day following 05-Jun-2012
Pivot 1 day 3 day
R1 1.0414 1.0383
PP 1.0406 1.0377
S1 1.0397 1.0371

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 / Trading Indicators / 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 / Features / Mortgage Calculator / User Pages / Donate

Copyright © 2004-2019, MyPivots. All rights reserved.