CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 1.0173 1.0217 0.0044 0.4% 1.0227
High 1.0219 1.0247 0.0028 0.3% 1.0286
Low 1.0142 1.0153 0.0011 0.1% 1.0142
Close 1.0206 1.0236 0.0030 0.3% 1.0206
Range 0.0077 0.0094 0.0017 22.1% 0.0144
ATR 0.0098 0.0098 0.0000 -0.3% 0.0000
Volume 39,986 31,672 -8,314 -20.8% 172,203
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0494 1.0459 1.0288
R3 1.0400 1.0365 1.0262
R2 1.0306 1.0306 1.0253
R1 1.0271 1.0271 1.0245 1.0289
PP 1.0212 1.0212 1.0212 1.0221
S1 1.0177 1.0177 1.0227 1.0195
S2 1.0118 1.0118 1.0219
S3 1.0024 1.0083 1.0210
S4 0.9930 0.9989 1.0184
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% 0.0078 0.8% 65% False False 34,766
10 1.0566 1.0142 0.0424 4.1% 0.0092 0.9% 22% False False 28,598
20 1.0638 1.0142 0.0496 4.8% 0.0100 1.0% 19% False False 36,085
40 1.0902 1.0142 0.0760 7.4% 0.0101 1.0% 12% False False 21,430
60 1.1061 1.0142 0.0919 9.0% 0.0074 0.7% 10% False False 14,291
80 1.1108 1.0142 0.0966 9.4% 0.0061 0.6% 10% False False 10,721
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0647
2.618 1.0493
1.618 1.0399
1.000 1.0341
0.618 1.0305
HIGH 1.0247
0.618 1.0211
0.500 1.0200
0.382 1.0189
LOW 1.0153
0.618 1.0095
1.000 1.0059
1.618 1.0001
2.618 0.9907
4.250 0.9754
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 1.0224 1.0222
PP 1.0212 1.0208
S1 1.0200 1.0195

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

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