CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 13-Apr-2012
Day Change Summary
Previous Current
12-Apr-2012 13-Apr-2012 Change Change % Previous Week
Open 1.1033 1.0923 -0.0110 -1.0% 1.0970
High 1.1033 1.0923 -0.0110 -1.0% 1.1033
Low 1.1033 1.0923 -0.0110 -1.0% 1.0923
Close 1.1033 1.0923 -0.0110 -1.0% 1.0923
Range
ATR 0.0039 0.0044 0.0005 13.0% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0923 1.0923 1.0923
R3 1.0923 1.0923 1.0923
R2 1.0923 1.0923 1.0923
R1 1.0923 1.0923 1.0923 1.0923
PP 1.0923 1.0923 1.0923 1.0923
S1 1.0923 1.0923 1.0923 1.0923
S2 1.0923 1.0923 1.0923
S3 1.0923 1.0923 1.0923
S4 1.0923 1.0923 1.0923
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.1290 1.1216 1.0984
R3 1.1180 1.1106 1.0953
R2 1.1070 1.1070 1.0943
R1 1.0996 1.0996 1.0933 1.0978
PP 1.0960 1.0960 1.0960 1.0951
S1 1.0886 1.0886 1.0913 1.0868
S2 1.0850 1.0850 1.0903
S3 1.0740 1.0776 1.0893
S4 1.0630 1.0666 1.0863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1033 1.0923 0.0110 1.0% 0.0000 0.0% 0% False True 1
10 1.1113 1.0923 0.0190 1.7% 0.0000 0.0% 0% False True 1
20 1.1117 1.0923 0.0194 1.8% 0.0000 0.0% 0% False True 1
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 1.0923
2.618 1.0923
1.618 1.0923
1.000 1.0923
0.618 1.0923
HIGH 1.0923
0.618 1.0923
0.500 1.0923
0.382 1.0923
LOW 1.0923
0.618 1.0923
1.000 1.0923
1.618 1.0923
2.618 1.0923
4.250 1.0923
Fisher Pivots for day following 13-Apr-2012
Pivot 1 day 3 day
R1 1.0923 1.0978
PP 1.0923 1.0960
S1 1.0923 1.0941

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

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