CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 1.0488 1.0592 0.0104 1.0% 1.0476
High 1.0600 1.0599 -0.0001 0.0% 1.0600
Low 1.0438 1.0545 0.0107 1.0% 1.0409
Close 1.0577 1.0565 -0.0012 -0.1% 1.0577
Range 0.0162 0.0054 -0.0108 -66.7% 0.0191
ATR 0.0089 0.0086 -0.0002 -2.8% 0.0000
Volume 64,131 46,334 -17,797 -27.8% 209,435
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0732 1.0702 1.0595
R3 1.0678 1.0648 1.0580
R2 1.0624 1.0624 1.0575
R1 1.0594 1.0594 1.0570 1.0582
PP 1.0570 1.0570 1.0570 1.0564
S1 1.0540 1.0540 1.0560 1.0528
S2 1.0516 1.0516 1.0555
S3 1.0462 1.0486 1.0550
S4 1.0408 1.0432 1.0535
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1102 1.1030 1.0682
R3 1.0911 1.0839 1.0630
R2 1.0720 1.0720 1.0612
R1 1.0648 1.0648 1.0595 1.0684
PP 1.0529 1.0529 1.0529 1.0547
S1 1.0457 1.0457 1.0559 1.0493
S2 1.0338 1.0338 1.0542
S3 1.0147 1.0266 1.0524
S4 0.9956 1.0075 1.0472
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0600 1.0409 0.0191 1.8% 0.0090 0.9% 82% False False 51,153
10 1.0600 1.0382 0.0218 2.1% 0.0081 0.8% 84% False False 40,878
20 1.0600 1.0209 0.0391 3.7% 0.0080 0.8% 91% False False 37,861
40 1.0600 1.0040 0.0560 5.3% 0.0091 0.9% 94% False False 40,162
60 1.0902 1.0040 0.0862 8.2% 0.0099 0.9% 61% False False 39,014
80 1.0902 1.0040 0.0862 8.2% 0.0095 0.9% 61% False False 30,401
100 1.1061 1.0040 0.1021 9.7% 0.0080 0.8% 51% False False 24,323
120 1.1108 1.0040 0.1068 10.1% 0.0070 0.7% 49% False False 20,271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0829
2.618 1.0740
1.618 1.0686
1.000 1.0653
0.618 1.0632
HIGH 1.0599
0.618 1.0578
0.500 1.0572
0.382 1.0566
LOW 1.0545
0.618 1.0512
1.000 1.0491
1.618 1.0458
2.618 1.0404
4.250 1.0316
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 1.0572 1.0547
PP 1.0570 1.0529
S1 1.0567 1.0511

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

View Archives - Comment on this page... - Back to Index of Symbols