CME Swiss Franc Future December 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 1.0984 1.0971 -0.0013 -0.1% 1.0970
High 1.0984 1.0971 -0.0013 -0.1% 1.1033
Low 1.0984 1.0971 -0.0013 -0.1% 1.0923
Close 1.0984 1.0971 -0.0013 -0.1% 1.0923
Range
ATR 0.0046 0.0043 -0.0002 -5.1% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 1.0971 1.0971 1.0971
R3 1.0971 1.0971 1.0971
R2 1.0971 1.0971 1.0971
R1 1.0971 1.0971 1.0971 1.0971
PP 1.0971 1.0971 1.0971 1.0971
S1 1.0971 1.0971 1.0971 1.0971
S2 1.0971 1.0971 1.0971
S3 1.0971 1.0971 1.0971
S4 1.0971 1.0971 1.0971
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 1.0870 0.0163 1.5% 0.0022 0.2% 62% False False 1
10 1.1033 1.0870 0.0163 1.5% 0.0011 0.1% 62% False False 1
20 1.1117 1.0870 0.0247 2.3% 0.0006 0.1% 41% False False 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 1.0971
2.618 1.0971
1.618 1.0971
1.000 1.0971
0.618 1.0971
HIGH 1.0971
0.618 1.0971
0.500 1.0971
0.382 1.0971
LOW 1.0971
0.618 1.0971
1.000 1.0971
1.618 1.0971
2.618 1.0971
4.250 1.0971
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 1.0971 1.0956
PP 1.0971 1.0942
S1 1.0971 1.0927

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

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