CME Swiss Franc Future September 2012


Show Legacy Chart
Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 1.0241 1.0238 -0.0003 0.0% 1.0227
High 1.0258 1.0274 0.0016 0.2% 1.0286
Low 1.0186 1.0195 0.0009 0.1% 1.0142
Close 1.0223 1.0236 0.0013 0.1% 1.0206
Range 0.0072 0.0079 0.0007 9.7% 0.0144
ATR 0.0096 0.0095 -0.0001 -1.3% 0.0000
Volume 32,330 37,491 5,161 16.0% 172,203
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 1.0472 1.0433 1.0279
R3 1.0393 1.0354 1.0258
R2 1.0314 1.0314 1.0250
R1 1.0275 1.0275 1.0243 1.0255
PP 1.0235 1.0235 1.0235 1.0225
S1 1.0196 1.0196 1.0229 1.0176
S2 1.0156 1.0156 1.0222
S3 1.0077 1.0117 1.0214
S4 0.9998 1.0038 1.0193
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 1.0274 1.0142 0.0132 1.3% 0.0085 0.8% 71% True False 36,480
10 1.0343 1.0142 0.0201 2.0% 0.0082 0.8% 47% False False 35,804
20 1.0596 1.0142 0.0454 4.4% 0.0094 0.9% 21% False False 34,616
40 1.0902 1.0142 0.0760 7.4% 0.0103 1.0% 12% False False 24,195
60 1.1061 1.0142 0.0919 9.0% 0.0078 0.8% 10% False False 16,136
80 1.1108 1.0142 0.0966 9.4% 0.0064 0.6% 10% False False 12,105
100 1.1151 1.0142 0.1009 9.9% 0.0053 0.5% 9% False False 9,690
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 True
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0610
2.618 1.0481
1.618 1.0402
1.000 1.0353
0.618 1.0323
HIGH 1.0274
0.618 1.0244
0.500 1.0235
0.382 1.0225
LOW 1.0195
0.618 1.0146
1.000 1.0116
1.618 1.0067
2.618 0.9988
4.250 0.9859
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 1.0236 1.0230
PP 1.0235 1.0225
S1 1.0235 1.0219

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.