CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 1.0441 1.0490 0.0049 0.5% 1.0360
High 1.0527 1.0547 0.0020 0.2% 1.0530
Low 1.0413 1.0468 0.0055 0.5% 1.0350
Close 1.0507 1.0515 0.0008 0.1% 1.0439
Range 0.0114 0.0079 -0.0035 -30.7% 0.0180
ATR 0.0084 0.0083 0.0000 -0.4% 0.0000
Volume 21,411 21,274 -137 -0.6% 16,198
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0747 1.0710 1.0558
R3 1.0668 1.0631 1.0537
R2 1.0589 1.0589 1.0529
R1 1.0552 1.0552 1.0522 1.0571
PP 1.0510 1.0510 1.0510 1.0519
S1 1.0473 1.0473 1.0508 1.0492
S2 1.0431 1.0431 1.0501
S3 1.0352 1.0394 1.0493
S4 1.0273 1.0315 1.0472
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0980 1.0889 1.0538
R3 1.0800 1.0709 1.0489
R2 1.0620 1.0620 1.0472
R1 1.0529 1.0529 1.0456 1.0575
PP 1.0440 1.0440 1.0440 1.0462
S1 1.0349 1.0349 1.0423 1.0395
S2 1.0260 1.0260 1.0406
S3 1.0080 1.0169 1.0390
S4 0.9900 0.9989 1.0340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0580 1.0380 0.0200 1.9% 0.0112 1.1% 68% False False 17,084
10 1.0580 1.0280 0.0300 2.9% 0.0104 1.0% 78% False False 9,039
20 1.0684 1.0280 0.0404 3.8% 0.0084 0.8% 58% False False 4,562
40 1.1061 1.0280 0.0781 7.4% 0.0052 0.5% 30% False False 2,287
60 1.1108 1.0280 0.0828 7.9% 0.0042 0.4% 28% False False 1,528
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 0.0022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0883
2.618 1.0754
1.618 1.0675
1.000 1.0626
0.618 1.0596
HIGH 1.0547
0.618 1.0517
0.500 1.0508
0.382 1.0498
LOW 1.0468
0.618 1.0419
1.000 1.0389
1.618 1.0340
2.618 1.0261
4.250 1.0132
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 1.0513 1.0500
PP 1.0510 1.0484
S1 1.0508 1.0469

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

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