CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 1.0413 1.0476 0.0063 0.6% 1.0418
High 1.0527 1.0518 -0.0009 -0.1% 1.0527
Low 1.0406 1.0455 0.0049 0.5% 1.0382
Close 1.0480 1.0467 -0.0013 -0.1% 1.0480
Range 0.0121 0.0063 -0.0058 -47.9% 0.0145
ATR 0.0084 0.0083 -0.0002 -1.8% 0.0000
Volume 49,251 42,336 -6,915 -14.0% 153,011
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0669 1.0631 1.0502
R3 1.0606 1.0568 1.0484
R2 1.0543 1.0543 1.0479
R1 1.0505 1.0505 1.0473 1.0493
PP 1.0480 1.0480 1.0480 1.0474
S1 1.0442 1.0442 1.0461 1.0430
S2 1.0417 1.0417 1.0455
S3 1.0354 1.0379 1.0450
S4 1.0291 1.0316 1.0432
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 1.0898 1.0834 1.0560
R3 1.0753 1.0689 1.0520
R2 1.0608 1.0608 1.0507
R1 1.0544 1.0544 1.0493 1.0576
PP 1.0463 1.0463 1.0463 1.0479
S1 1.0399 1.0399 1.0467 1.0431
S2 1.0318 1.0318 1.0453
S3 1.0173 1.0254 1.0440
S4 1.0028 1.0109 1.0400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0527 1.0382 0.0145 1.4% 0.0077 0.7% 59% False False 35,054
10 1.0527 1.0283 0.0244 2.3% 0.0076 0.7% 75% False False 35,780
20 1.0527 1.0201 0.0326 3.1% 0.0075 0.7% 82% False False 33,250
40 1.0527 1.0040 0.0487 4.7% 0.0088 0.8% 88% False False 38,381
60 1.0902 1.0040 0.0862 8.2% 0.0099 0.9% 50% False False 36,681
80 1.0902 1.0040 0.0862 8.2% 0.0092 0.9% 50% False False 27,734
100 1.1061 1.0040 0.1021 9.8% 0.0078 0.7% 42% False False 22,190
120 1.1108 1.0040 0.1068 10.2% 0.0068 0.6% 40% False False 18,492
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 0.0015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0786
2.618 1.0683
1.618 1.0620
1.000 1.0581
0.618 1.0557
HIGH 1.0518
0.618 1.0494
0.500 1.0487
0.382 1.0479
LOW 1.0455
0.618 1.0416
1.000 1.0392
1.618 1.0353
2.618 1.0290
4.250 1.0187
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 1.0487 1.0466
PP 1.0480 1.0465
S1 1.0474 1.0464

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

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