CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 1.0210 1.0173 -0.0037 -0.4% 1.0227
High 1.0215 1.0219 0.0004 0.0% 1.0286
Low 1.0146 1.0142 -0.0004 0.0% 1.0142
Close 1.0170 1.0206 0.0036 0.4% 1.0206
Range 0.0069 0.0077 0.0008 11.6% 0.0144
ATR 0.0100 0.0098 -0.0002 -1.6% 0.0000
Volume 35,000 39,986 4,986 14.2% 172,203
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0420 1.0390 1.0248
R3 1.0343 1.0313 1.0227
R2 1.0266 1.0266 1.0220
R1 1.0236 1.0236 1.0213 1.0251
PP 1.0189 1.0189 1.0189 1.0197
S1 1.0159 1.0159 1.0199 1.0174
S2 1.0112 1.0112 1.0192
S3 1.0035 1.0082 1.0185
S4 0.9958 1.0005 1.0164
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0643 1.0569 1.0285
R3 1.0499 1.0425 1.0246
R2 1.0355 1.0355 1.0232
R1 1.0281 1.0281 1.0219 1.0246
PP 1.0211 1.0211 1.0211 1.0194
S1 1.0137 1.0137 1.0193 1.0102
S2 1.0067 1.0067 1.0180
S3 0.9923 0.9993 1.0166
S4 0.9779 0.9849 1.0127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0286 1.0142 0.0144 1.4% 0.0071 0.7% 44% False True 34,440
10 1.0588 1.0142 0.0446 4.4% 0.0104 1.0% 14% False True 31,982
20 1.0902 1.0142 0.0760 7.4% 0.0115 1.1% 8% False True 36,717
40 1.0902 1.0142 0.0760 7.4% 0.0099 1.0% 8% False True 20,639
60 1.1061 1.0142 0.0919 9.0% 0.0073 0.7% 7% False True 13,763
80 1.1108 1.0142 0.0966 9.5% 0.0060 0.6% 7% False True 10,325
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0546
2.618 1.0421
1.618 1.0344
1.000 1.0296
0.618 1.0267
HIGH 1.0219
0.618 1.0190
0.500 1.0181
0.382 1.0171
LOW 1.0142
0.618 1.0094
1.000 1.0065
1.618 1.0017
2.618 0.9940
4.250 0.9815
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 1.0198 1.0203
PP 1.0189 1.0201
S1 1.0181 1.0198

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.