CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 11-Apr-2012
Day Change Summary
Previous Current
10-Apr-2012 11-Apr-2012 Change Change % Previous Week
Open 1.0940 1.0957 0.0017 0.2% 1.1113
High 1.0940 1.0957 0.0017 0.2% 1.1113
Low 1.0940 1.0957 0.0017 0.2% 1.0923
Close 1.0940 1.0957 0.0017 0.2% 1.0946
Range
ATR 0.0038 0.0036 -0.0001 -3.9% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 11-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0957 1.0957 1.0957
R3 1.0957 1.0957 1.0957
R2 1.0957 1.0957 1.0957
R1 1.0957 1.0957 1.0957 1.0957
PP 1.0957 1.0957 1.0957 1.0957
S1 1.0957 1.0957 1.0957 1.0957
S2 1.0957 1.0957 1.0957
S3 1.0957 1.0957 1.0957
S4 1.0957 1.0957 1.0957
Weekly Pivots for week ending 06-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1564 1.1445 1.1051
R3 1.1374 1.1255 1.0998
R2 1.1184 1.1184 1.0981
R1 1.1065 1.1065 1.0963 1.1030
PP 1.0994 1.0994 1.0994 1.0976
S1 1.0875 1.0875 1.0929 1.0840
S2 1.0804 1.0804 1.0911
S3 1.0614 1.0685 1.0894
S4 1.0424 1.0495 1.0842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0970 1.0923 0.0047 0.4% 0.0000 0.0% 72% False False 1
10 1.1117 1.0923 0.0194 1.8% 0.0000 0.0% 18% False False 1
20 1.1117 1.0886 0.0231 2.1% 0.0001 0.0% 31% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 1.0957
2.618 1.0957
1.618 1.0957
1.000 1.0957
0.618 1.0957
HIGH 1.0957
0.618 1.0957
0.500 1.0957
0.382 1.0957
LOW 1.0957
0.618 1.0957
1.000 1.0957
1.618 1.0957
2.618 1.0957
4.250 1.0957
Fisher Pivots for day following 11-Apr-2012
Pivot 1 day 3 day
R1 1.0957 1.0956
PP 1.0957 1.0956
S1 1.0957 1.0955

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

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