CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 1.0638 1.0492 -0.0146 -1.4% 1.0561
High 1.0638 1.0625 -0.0013 -0.1% 1.0902
Low 1.0477 1.0490 0.0013 0.1% 1.0390
Close 1.0499 1.0591 0.0092 0.9% 1.0548
Range 0.0161 0.0135 -0.0026 -16.1% 0.0512
ATR 0.0109 0.0111 0.0002 1.7% 0.0000
Volume 47,182 47,284 102 0.2% 117,767
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.0974 1.0917 1.0665
R3 1.0839 1.0782 1.0628
R2 1.0704 1.0704 1.0616
R1 1.0647 1.0647 1.0603 1.0676
PP 1.0569 1.0569 1.0569 1.0583
S1 1.0512 1.0512 1.0579 1.0541
S2 1.0434 1.0434 1.0566
S3 1.0299 1.0377 1.0554
S4 1.0164 1.0242 1.0517
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 1.2149 1.1861 1.0830
R3 1.1637 1.1349 1.0689
R2 1.1125 1.1125 1.0642
R1 1.0837 1.0837 1.0595 1.0725
PP 1.0613 1.0613 1.0613 1.0558
S1 1.0325 1.0325 1.0501 1.0213
S2 1.0101 1.0101 1.0454
S3 0.9589 0.9813 1.0407
S4 0.9077 0.9301 1.0266
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0902 1.0413 0.0489 4.6% 0.0176 1.7% 36% False False 36,289
10 1.0902 1.0380 0.0522 4.9% 0.0142 1.3% 40% False False 22,756
20 1.0902 1.0280 0.0622 5.9% 0.0111 1.0% 50% False False 11,492
40 1.1061 1.0280 0.0781 7.4% 0.0068 0.6% 40% False False 5,755
60 1.1108 1.0280 0.0828 7.8% 0.0053 0.5% 38% False False 3,841
80 1.1203 1.0280 0.0923 8.7% 0.0042 0.4% 34% False False 2,887
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1199
2.618 1.0978
1.618 1.0843
1.000 1.0760
0.618 1.0708
HIGH 1.0625
0.618 1.0573
0.500 1.0558
0.382 1.0542
LOW 1.0490
0.618 1.0407
1.000 1.0355
1.618 1.0272
2.618 1.0137
4.250 0.9916
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 1.0580 1.0690
PP 1.0569 1.0657
S1 1.0558 1.0624

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.