CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 1.0691 1.0790 0.0099 0.9% 1.0592
High 1.0824 1.0806 -0.0018 -0.2% 1.0824
Low 1.0691 1.0758 0.0067 0.6% 1.0545
Close 1.0788 1.0787 -0.0001 0.0% 1.0788
Range 0.0133 0.0048 -0.0085 -63.9% 0.0279
ATR 0.0090 0.0087 -0.0003 -3.3% 0.0000
Volume 12,273 1,342 -10,931 -89.1% 194,646
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.0928 1.0905 1.0813
R3 1.0880 1.0857 1.0800
R2 1.0832 1.0832 1.0796
R1 1.0809 1.0809 1.0791 1.0797
PP 1.0784 1.0784 1.0784 1.0777
S1 1.0761 1.0761 1.0783 1.0749
S2 1.0736 1.0736 1.0778
S3 1.0688 1.0713 1.0774
S4 1.0640 1.0665 1.0761
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 1.1556 1.1451 1.0941
R3 1.1277 1.1172 1.0865
R2 1.0998 1.0998 1.0839
R1 1.0893 1.0893 1.0814 1.0946
PP 1.0719 1.0719 1.0719 1.0745
S1 1.0614 1.0614 1.0762 1.0667
S2 1.0440 1.0440 1.0737
S3 1.0161 1.0335 1.0711
S4 0.9882 1.0056 1.0635
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0824 1.0564 0.0260 2.4% 0.0088 0.8% 86% False False 29,930
10 1.0824 1.0409 0.0415 3.8% 0.0089 0.8% 91% False False 40,542
20 1.0824 1.0242 0.0582 5.4% 0.0083 0.8% 94% False False 37,376
40 1.0824 1.0040 0.0784 7.3% 0.0090 0.8% 95% False False 39,297
60 1.0824 1.0040 0.0784 7.3% 0.0091 0.8% 95% False False 37,516
80 1.0902 1.0040 0.0862 8.0% 0.0097 0.9% 87% False False 32,269
100 1.1061 1.0040 0.1021 9.5% 0.0084 0.8% 73% False False 25,819
120 1.1108 1.0040 0.1068 9.9% 0.0074 0.7% 70% False False 21,518
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 0.0022
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.1010
2.618 1.0932
1.618 1.0884
1.000 1.0854
0.618 1.0836
HIGH 1.0806
0.618 1.0788
0.500 1.0782
0.382 1.0776
LOW 1.0758
0.618 1.0728
1.000 1.0710
1.618 1.0680
2.618 1.0632
4.250 1.0554
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 1.0785 1.0764
PP 1.0784 1.0740
S1 1.0782 1.0717

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

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